CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 08-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2024 |
08-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7183 |
0.7223 |
0.0040 |
0.6% |
0.7188 |
| High |
0.7233 |
0.7223 |
-0.0010 |
-0.1% |
0.7244 |
| Low |
0.7178 |
0.7188 |
0.0010 |
0.1% |
0.7169 |
| Close |
0.7223 |
0.7195 |
-0.0028 |
-0.4% |
0.7195 |
| Range |
0.0055 |
0.0035 |
-0.0020 |
-35.8% |
0.0075 |
| ATR |
0.0035 |
0.0035 |
0.0000 |
0.1% |
0.0000 |
| Volume |
84,346 |
75,749 |
-8,597 |
-10.2% |
459,352 |
|
| Daily Pivots for day following 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7307 |
0.7286 |
0.7214 |
|
| R3 |
0.7272 |
0.7251 |
0.7205 |
|
| R2 |
0.7237 |
0.7237 |
0.7201 |
|
| R1 |
0.7216 |
0.7216 |
0.7198 |
0.7209 |
| PP |
0.7202 |
0.7202 |
0.7202 |
0.7198 |
| S1 |
0.7181 |
0.7181 |
0.7192 |
0.7174 |
| S2 |
0.7167 |
0.7167 |
0.7189 |
|
| S3 |
0.7132 |
0.7146 |
0.7185 |
|
| S4 |
0.7097 |
0.7111 |
0.7176 |
|
|
| Weekly Pivots for week ending 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7426 |
0.7385 |
0.7236 |
|
| R3 |
0.7352 |
0.7311 |
0.7215 |
|
| R2 |
0.7277 |
0.7277 |
0.7209 |
|
| R1 |
0.7236 |
0.7236 |
0.7202 |
0.7257 |
| PP |
0.7203 |
0.7203 |
0.7203 |
0.7213 |
| S1 |
0.7162 |
0.7162 |
0.7188 |
0.7182 |
| S2 |
0.7128 |
0.7128 |
0.7181 |
|
| S3 |
0.7054 |
0.7087 |
0.7175 |
|
| S4 |
0.6979 |
0.7013 |
0.7154 |
|
|
| 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% |
0.0047 |
0.7% |
35% |
False |
False |
91,870 |
| 10 |
0.7244 |
0.7169 |
0.0075 |
1.0% |
0.0036 |
0.5% |
35% |
False |
False |
84,816 |
| 20 |
0.7287 |
0.7169 |
0.0118 |
1.6% |
0.0031 |
0.4% |
22% |
False |
False |
76,917 |
| 40 |
0.7467 |
0.7169 |
0.0298 |
4.1% |
0.0033 |
0.5% |
9% |
False |
False |
84,023 |
| 60 |
0.7467 |
0.7169 |
0.0298 |
4.1% |
0.0032 |
0.4% |
9% |
False |
False |
65,311 |
| 80 |
0.7467 |
0.7169 |
0.0298 |
4.1% |
0.0031 |
0.4% |
9% |
False |
False |
49,127 |
| 100 |
0.7467 |
0.7169 |
0.0298 |
4.1% |
0.0030 |
0.4% |
9% |
False |
False |
39,394 |
| 120 |
0.7467 |
0.7169 |
0.0298 |
4.1% |
0.0029 |
0.4% |
9% |
False |
False |
32,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7371 |
|
2.618 |
0.7314 |
|
1.618 |
0.7279 |
|
1.000 |
0.7258 |
|
0.618 |
0.7244 |
|
HIGH |
0.7223 |
|
0.618 |
0.7209 |
|
0.500 |
0.7205 |
|
0.382 |
0.7201 |
|
LOW |
0.7188 |
|
0.618 |
0.7166 |
|
1.000 |
0.7153 |
|
1.618 |
0.7131 |
|
2.618 |
0.7096 |
|
4.250 |
0.7039 |
|
|
| Fisher Pivots for day following 08-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7205 |
0.7206 |
| PP |
0.7202 |
0.7202 |
| S1 |
0.7198 |
0.7199 |
|