CME Canadian Dollar Future December 2024
Trading Metrics calculated at close of trading on 13-Nov-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2024 |
13-Nov-2024 |
Change |
Change % |
Previous Week |
Open |
0.7188 |
0.7180 |
-0.0009 |
-0.1% |
0.7188 |
High |
0.7193 |
0.7186 |
-0.0007 |
-0.1% |
0.7244 |
Low |
0.7167 |
0.7149 |
-0.0018 |
-0.3% |
0.7169 |
Close |
0.7178 |
0.7151 |
-0.0028 |
-0.4% |
0.7195 |
Range |
0.0026 |
0.0038 |
0.0012 |
44.2% |
0.0075 |
ATR |
0.0033 |
0.0034 |
0.0000 |
0.9% |
0.0000 |
Volume |
75,422 |
89,531 |
14,109 |
18.7% |
459,352 |
|
Daily Pivots for day following 13-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7274 |
0.7250 |
0.7171 |
|
R3 |
0.7237 |
0.7212 |
0.7161 |
|
R2 |
0.7199 |
0.7199 |
0.7157 |
|
R1 |
0.7175 |
0.7175 |
0.7154 |
0.7168 |
PP |
0.7162 |
0.7162 |
0.7162 |
0.7158 |
S1 |
0.7137 |
0.7137 |
0.7147 |
0.7131 |
S2 |
0.7124 |
0.7124 |
0.7144 |
|
S3 |
0.7087 |
0.7100 |
0.7140 |
|
S4 |
0.7049 |
0.7062 |
0.7130 |
|
|
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 |
0.7233 |
0.7149 |
0.0084 |
1.2% |
0.0035 |
0.5% |
2% |
False |
True |
75,160 |
10 |
0.7244 |
0.7149 |
0.0095 |
1.3% |
0.0038 |
0.5% |
2% |
False |
True |
83,901 |
20 |
0.7287 |
0.7149 |
0.0139 |
1.9% |
0.0031 |
0.4% |
1% |
False |
True |
74,859 |
40 |
0.7467 |
0.7149 |
0.0318 |
4.4% |
0.0033 |
0.5% |
1% |
False |
True |
83,038 |
60 |
0.7467 |
0.7149 |
0.0318 |
4.4% |
0.0032 |
0.4% |
1% |
False |
True |
68,859 |
80 |
0.7467 |
0.7149 |
0.0318 |
4.4% |
0.0031 |
0.4% |
1% |
False |
True |
51,808 |
100 |
0.7467 |
0.7149 |
0.0318 |
4.4% |
0.0030 |
0.4% |
1% |
False |
True |
41,546 |
120 |
0.7467 |
0.7149 |
0.0318 |
4.4% |
0.0029 |
0.4% |
1% |
False |
True |
34,645 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7345 |
2.618 |
0.7284 |
1.618 |
0.7247 |
1.000 |
0.7224 |
0.618 |
0.7209 |
HIGH |
0.7186 |
0.618 |
0.7172 |
0.500 |
0.7167 |
0.382 |
0.7163 |
LOW |
0.7149 |
0.618 |
0.7125 |
1.000 |
0.7111 |
1.618 |
0.7088 |
2.618 |
0.7050 |
4.250 |
0.6989 |
|
|
Fisher Pivots for day following 13-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7167 |
0.7174 |
PP |
0.7162 |
0.7166 |
S1 |
0.7156 |
0.7158 |
|