CME Canadian Dollar Future December 2024
Trading Metrics calculated at close of trading on 12-Nov-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2024 |
12-Nov-2024 |
Change |
Change % |
Previous Week |
Open |
0.7197 |
0.7188 |
-0.0009 |
-0.1% |
0.7188 |
High |
0.7200 |
0.7193 |
-0.0007 |
-0.1% |
0.7244 |
Low |
0.7176 |
0.7167 |
-0.0010 |
-0.1% |
0.7169 |
Close |
0.7189 |
0.7178 |
-0.0011 |
-0.1% |
0.7195 |
Range |
0.0024 |
0.0026 |
0.0003 |
10.6% |
0.0075 |
ATR |
0.0034 |
0.0033 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
50,755 |
75,422 |
24,667 |
48.6% |
459,352 |
|
Daily Pivots for day following 12-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7257 |
0.7244 |
0.7192 |
|
R3 |
0.7231 |
0.7218 |
0.7185 |
|
R2 |
0.7205 |
0.7205 |
0.7183 |
|
R1 |
0.7192 |
0.7192 |
0.7180 |
0.7185 |
PP |
0.7179 |
0.7179 |
0.7179 |
0.7176 |
S1 |
0.7166 |
0.7166 |
0.7176 |
0.7159 |
S2 |
0.7153 |
0.7153 |
0.7173 |
|
S3 |
0.7127 |
0.7140 |
0.7171 |
|
S4 |
0.7101 |
0.7114 |
0.7164 |
|
|
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 |
0.7243 |
0.7167 |
0.0077 |
1.1% |
0.0043 |
0.6% |
15% |
False |
True |
85,647 |
10 |
0.7244 |
0.7167 |
0.0077 |
1.1% |
0.0037 |
0.5% |
15% |
False |
True |
84,041 |
20 |
0.7287 |
0.7167 |
0.0121 |
1.7% |
0.0030 |
0.4% |
10% |
False |
True |
74,712 |
40 |
0.7467 |
0.7167 |
0.0300 |
4.2% |
0.0033 |
0.5% |
4% |
False |
True |
83,386 |
60 |
0.7467 |
0.7167 |
0.0300 |
4.2% |
0.0032 |
0.4% |
4% |
False |
True |
67,379 |
80 |
0.7467 |
0.7167 |
0.0300 |
4.2% |
0.0031 |
0.4% |
4% |
False |
True |
50,692 |
100 |
0.7467 |
0.7167 |
0.0300 |
4.2% |
0.0030 |
0.4% |
4% |
False |
True |
40,653 |
120 |
0.7467 |
0.7167 |
0.0300 |
4.2% |
0.0029 |
0.4% |
4% |
False |
True |
33,899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7303 |
2.618 |
0.7261 |
1.618 |
0.7235 |
1.000 |
0.7219 |
0.618 |
0.7209 |
HIGH |
0.7193 |
0.618 |
0.7183 |
0.500 |
0.7180 |
0.382 |
0.7176 |
LOW |
0.7167 |
0.618 |
0.7150 |
1.000 |
0.7141 |
1.618 |
0.7124 |
2.618 |
0.7098 |
4.250 |
0.7056 |
|
|
Fisher Pivots for day following 12-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7180 |
0.7195 |
PP |
0.7179 |
0.7189 |
S1 |
0.7179 |
0.7184 |
|