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 |
|