CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 11-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2024 |
11-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7223 |
0.7197 |
-0.0026 |
-0.4% |
0.7188 |
| High |
0.7223 |
0.7200 |
-0.0023 |
-0.3% |
0.7244 |
| Low |
0.7188 |
0.7176 |
-0.0012 |
-0.2% |
0.7169 |
| Close |
0.7195 |
0.7189 |
-0.0007 |
-0.1% |
0.7195 |
| Range |
0.0035 |
0.0024 |
-0.0012 |
-32.9% |
0.0075 |
| ATR |
0.0035 |
0.0034 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
75,749 |
50,755 |
-24,994 |
-33.0% |
459,352 |
|
| Daily Pivots for day following 11-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7259 |
0.7247 |
0.7201 |
|
| R3 |
0.7235 |
0.7224 |
0.7195 |
|
| R2 |
0.7212 |
0.7212 |
0.7193 |
|
| R1 |
0.7200 |
0.7200 |
0.7191 |
0.7194 |
| PP |
0.7188 |
0.7188 |
0.7188 |
0.7185 |
| S1 |
0.7177 |
0.7177 |
0.7186 |
0.7171 |
| S2 |
0.7165 |
0.7165 |
0.7184 |
|
| S3 |
0.7141 |
0.7153 |
0.7182 |
|
| S4 |
0.7118 |
0.7130 |
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% |
0.0046 |
0.6% |
26% |
False |
False |
85,149 |
| 10 |
0.7244 |
0.7169 |
0.0075 |
1.0% |
0.0037 |
0.5% |
26% |
False |
False |
83,551 |
| 20 |
0.7287 |
0.7169 |
0.0118 |
1.6% |
0.0031 |
0.4% |
17% |
False |
False |
76,739 |
| 40 |
0.7467 |
0.7169 |
0.0298 |
4.1% |
0.0033 |
0.5% |
7% |
False |
False |
83,464 |
| 60 |
0.7467 |
0.7169 |
0.0298 |
4.1% |
0.0032 |
0.4% |
7% |
False |
False |
66,146 |
| 80 |
0.7467 |
0.7169 |
0.0298 |
4.1% |
0.0031 |
0.4% |
7% |
False |
False |
49,754 |
| 100 |
0.7467 |
0.7169 |
0.0298 |
4.1% |
0.0030 |
0.4% |
7% |
False |
False |
39,900 |
| 120 |
0.7467 |
0.7169 |
0.0298 |
4.1% |
0.0029 |
0.4% |
7% |
False |
False |
33,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7299 |
|
2.618 |
0.7261 |
|
1.618 |
0.7238 |
|
1.000 |
0.7223 |
|
0.618 |
0.7214 |
|
HIGH |
0.7200 |
|
0.618 |
0.7191 |
|
0.500 |
0.7188 |
|
0.382 |
0.7185 |
|
LOW |
0.7176 |
|
0.618 |
0.7161 |
|
1.000 |
0.7153 |
|
1.618 |
0.7138 |
|
2.618 |
0.7114 |
|
4.250 |
0.7076 |
|
|
| Fisher Pivots for day following 11-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7188 |
0.7204 |
| PP |
0.7188 |
0.7199 |
| S1 |
0.7188 |
0.7194 |
|