CME Canadian Dollar Future December 2024
Trading Metrics calculated at close of trading on 07-Nov-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2024 |
07-Nov-2024 |
Change |
Change % |
Previous Week |
Open |
0.7242 |
0.7183 |
-0.0060 |
-0.8% |
0.7209 |
High |
0.7243 |
0.7233 |
-0.0011 |
-0.1% |
0.7218 |
Low |
0.7169 |
0.7178 |
0.0009 |
0.1% |
0.7174 |
Close |
0.7186 |
0.7223 |
0.0037 |
0.5% |
0.7177 |
Range |
0.0074 |
0.0055 |
-0.0020 |
-26.4% |
0.0044 |
ATR |
0.0033 |
0.0035 |
0.0002 |
4.7% |
0.0000 |
Volume |
141,967 |
84,346 |
-57,621 |
-40.6% |
388,812 |
|
Daily Pivots for day following 07-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7375 |
0.7353 |
0.7252 |
|
R3 |
0.7320 |
0.7299 |
0.7237 |
|
R2 |
0.7266 |
0.7266 |
0.7232 |
|
R1 |
0.7244 |
0.7244 |
0.7227 |
0.7255 |
PP |
0.7211 |
0.7211 |
0.7211 |
0.7216 |
S1 |
0.7190 |
0.7190 |
0.7218 |
0.7200 |
S2 |
0.7157 |
0.7157 |
0.7213 |
|
S3 |
0.7102 |
0.7135 |
0.7208 |
|
S4 |
0.7048 |
0.7081 |
0.7193 |
|
|
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% |
0.0046 |
0.6% |
72% |
False |
False |
91,531 |
10 |
0.7244 |
0.7169 |
0.0075 |
1.0% |
0.0036 |
0.5% |
72% |
False |
False |
83,554 |
20 |
0.7298 |
0.7169 |
0.0129 |
1.8% |
0.0030 |
0.4% |
41% |
False |
False |
78,736 |
40 |
0.7467 |
0.7169 |
0.0298 |
4.1% |
0.0033 |
0.5% |
18% |
False |
False |
85,080 |
60 |
0.7467 |
0.7169 |
0.0298 |
4.1% |
0.0032 |
0.4% |
18% |
False |
False |
64,067 |
80 |
0.7467 |
0.7169 |
0.0298 |
4.1% |
0.0031 |
0.4% |
18% |
False |
False |
48,181 |
100 |
0.7467 |
0.7169 |
0.0298 |
4.1% |
0.0030 |
0.4% |
18% |
False |
False |
38,637 |
120 |
0.7467 |
0.7169 |
0.0298 |
4.1% |
0.0029 |
0.4% |
18% |
False |
False |
32,217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7464 |
2.618 |
0.7375 |
1.618 |
0.7321 |
1.000 |
0.7287 |
0.618 |
0.7266 |
HIGH |
0.7233 |
0.618 |
0.7212 |
0.500 |
0.7205 |
0.382 |
0.7199 |
LOW |
0.7178 |
0.618 |
0.7144 |
1.000 |
0.7124 |
1.618 |
0.7090 |
2.618 |
0.7035 |
4.250 |
0.6946 |
|
|
Fisher Pivots for day following 07-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7217 |
0.7217 |
PP |
0.7211 |
0.7212 |
S1 |
0.7205 |
0.7206 |
|