CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 05-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2024 |
05-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7188 |
0.7203 |
0.0015 |
0.2% |
0.7209 |
| High |
0.7217 |
0.7244 |
0.0027 |
0.4% |
0.7218 |
| Low |
0.7188 |
0.7200 |
0.0012 |
0.2% |
0.7174 |
| Close |
0.7205 |
0.7234 |
0.0029 |
0.4% |
0.7177 |
| Range |
0.0029 |
0.0044 |
0.0015 |
50.0% |
0.0044 |
| ATR |
0.0029 |
0.0030 |
0.0001 |
3.6% |
0.0000 |
| Volume |
84,359 |
72,931 |
-11,428 |
-13.5% |
388,812 |
|
| Daily Pivots for day following 05-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7356 |
0.7339 |
0.7258 |
|
| R3 |
0.7313 |
0.7295 |
0.7246 |
|
| R2 |
0.7269 |
0.7269 |
0.7242 |
|
| R1 |
0.7252 |
0.7252 |
0.7238 |
0.7261 |
| PP |
0.7226 |
0.7226 |
0.7226 |
0.7230 |
| S1 |
0.7208 |
0.7208 |
0.7230 |
0.7217 |
| S2 |
0.7182 |
0.7182 |
0.7226 |
|
| S3 |
0.7139 |
0.7165 |
0.7222 |
|
| S4 |
0.7095 |
0.7121 |
0.7210 |
|
|
| Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7321 |
0.7293 |
0.7201 |
|
| R3 |
0.7277 |
0.7249 |
0.7189 |
|
| R2 |
0.7233 |
0.7233 |
0.7185 |
|
| R1 |
0.7205 |
0.7205 |
0.7181 |
0.7197 |
| PP |
0.7189 |
0.7189 |
0.7189 |
0.7185 |
| S1 |
0.7161 |
0.7161 |
0.7173 |
0.7153 |
| S2 |
0.7145 |
0.7145 |
0.7169 |
|
| S3 |
0.7101 |
0.7117 |
0.7165 |
|
| S4 |
0.7057 |
0.7073 |
0.7153 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7244 |
0.7174 |
0.0070 |
1.0% |
0.0031 |
0.4% |
86% |
True |
False |
82,435 |
| 10 |
0.7252 |
0.7174 |
0.0079 |
1.1% |
0.0028 |
0.4% |
77% |
False |
False |
75,527 |
| 20 |
0.7343 |
0.7174 |
0.0169 |
2.3% |
0.0028 |
0.4% |
36% |
False |
False |
77,867 |
| 40 |
0.7467 |
0.7174 |
0.0293 |
4.1% |
0.0031 |
0.4% |
21% |
False |
False |
86,168 |
| 60 |
0.7467 |
0.7174 |
0.0293 |
4.1% |
0.0030 |
0.4% |
21% |
False |
False |
60,307 |
| 80 |
0.7467 |
0.7174 |
0.0293 |
4.1% |
0.0030 |
0.4% |
21% |
False |
False |
45,364 |
| 100 |
0.7467 |
0.7174 |
0.0293 |
4.1% |
0.0029 |
0.4% |
21% |
False |
False |
36,383 |
| 120 |
0.7467 |
0.7174 |
0.0293 |
4.1% |
0.0028 |
0.4% |
21% |
False |
False |
30,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7428 |
|
2.618 |
0.7357 |
|
1.618 |
0.7314 |
|
1.000 |
0.7287 |
|
0.618 |
0.7270 |
|
HIGH |
0.7244 |
|
0.618 |
0.7227 |
|
0.500 |
0.7222 |
|
0.382 |
0.7217 |
|
LOW |
0.7200 |
|
0.618 |
0.7173 |
|
1.000 |
0.7157 |
|
1.618 |
0.7130 |
|
2.618 |
0.7086 |
|
4.250 |
0.7015 |
|
|
| Fisher Pivots for day following 05-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7230 |
0.7226 |
| PP |
0.7226 |
0.7217 |
| S1 |
0.7222 |
0.7209 |
|