CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 06-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2024 |
06-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7203 |
0.7242 |
0.0040 |
0.5% |
0.7209 |
| High |
0.7244 |
0.7243 |
-0.0001 |
0.0% |
0.7218 |
| Low |
0.7200 |
0.7169 |
-0.0031 |
-0.4% |
0.7174 |
| Close |
0.7234 |
0.7186 |
-0.0048 |
-0.7% |
0.7177 |
| Range |
0.0044 |
0.0074 |
0.0031 |
70.1% |
0.0044 |
| ATR |
0.0030 |
0.0033 |
0.0003 |
10.6% |
0.0000 |
| Volume |
72,931 |
141,967 |
69,036 |
94.7% |
388,812 |
|
| Daily Pivots for day following 06-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7421 |
0.7378 |
0.7227 |
|
| R3 |
0.7347 |
0.7304 |
0.7206 |
|
| R2 |
0.7273 |
0.7273 |
0.7200 |
|
| R1 |
0.7230 |
0.7230 |
0.7193 |
0.7215 |
| PP |
0.7199 |
0.7199 |
0.7199 |
0.7192 |
| S1 |
0.7156 |
0.7156 |
0.7179 |
0.7141 |
| S2 |
0.7125 |
0.7125 |
0.7172 |
|
| S3 |
0.7051 |
0.7082 |
0.7166 |
|
| S4 |
0.6977 |
0.7008 |
0.7145 |
|
|
| 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 |
0.7169 |
0.0075 |
1.0% |
0.0041 |
0.6% |
23% |
False |
True |
92,642 |
| 10 |
0.7252 |
0.7169 |
0.0083 |
1.2% |
0.0033 |
0.5% |
20% |
False |
True |
82,714 |
| 20 |
0.7310 |
0.7169 |
0.0141 |
2.0% |
0.0030 |
0.4% |
12% |
False |
True |
80,806 |
| 40 |
0.7467 |
0.7169 |
0.0298 |
4.1% |
0.0032 |
0.4% |
6% |
False |
True |
85,990 |
| 60 |
0.7467 |
0.7169 |
0.0298 |
4.1% |
0.0031 |
0.4% |
6% |
False |
True |
62,669 |
| 80 |
0.7467 |
0.7169 |
0.0298 |
4.1% |
0.0030 |
0.4% |
6% |
False |
True |
47,132 |
| 100 |
0.7467 |
0.7169 |
0.0298 |
4.1% |
0.0029 |
0.4% |
6% |
False |
True |
37,796 |
| 120 |
0.7467 |
0.7169 |
0.0298 |
4.1% |
0.0029 |
0.4% |
6% |
False |
True |
31,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7558 |
|
2.618 |
0.7437 |
|
1.618 |
0.7363 |
|
1.000 |
0.7317 |
|
0.618 |
0.7289 |
|
HIGH |
0.7243 |
|
0.618 |
0.7215 |
|
0.500 |
0.7206 |
|
0.382 |
0.7197 |
|
LOW |
0.7169 |
|
0.618 |
0.7123 |
|
1.000 |
0.7095 |
|
1.618 |
0.7049 |
|
2.618 |
0.6975 |
|
4.250 |
0.6855 |
|
|
| Fisher Pivots for day following 06-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7206 |
0.7206 |
| PP |
0.7199 |
0.7200 |
| S1 |
0.7193 |
0.7193 |
|