CME Canadian Dollar Future December 2024
Trading Metrics calculated at close of trading on 14-Nov-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2024 |
14-Nov-2024 |
Change |
Change % |
Previous Week |
Open |
0.7180 |
0.7152 |
-0.0028 |
-0.4% |
0.7188 |
High |
0.7186 |
0.7156 |
-0.0031 |
-0.4% |
0.7244 |
Low |
0.7149 |
0.7117 |
-0.0032 |
-0.4% |
0.7169 |
Close |
0.7151 |
0.7132 |
-0.0019 |
-0.3% |
0.7195 |
Range |
0.0038 |
0.0039 |
0.0001 |
2.7% |
0.0075 |
ATR |
0.0034 |
0.0034 |
0.0000 |
1.1% |
0.0000 |
Volume |
89,531 |
109,638 |
20,107 |
22.5% |
459,352 |
|
Daily Pivots for day following 14-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7250 |
0.7229 |
0.7153 |
|
R3 |
0.7212 |
0.7191 |
0.7142 |
|
R2 |
0.7173 |
0.7173 |
0.7139 |
|
R1 |
0.7152 |
0.7152 |
0.7135 |
0.7144 |
PP |
0.7135 |
0.7135 |
0.7135 |
0.7130 |
S1 |
0.7114 |
0.7114 |
0.7128 |
0.7105 |
S2 |
0.7096 |
0.7096 |
0.7124 |
|
S3 |
0.7058 |
0.7075 |
0.7121 |
|
S4 |
0.7019 |
0.7037 |
0.7110 |
|
|
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 |
0.7223 |
0.7117 |
0.0106 |
1.5% |
0.0032 |
0.5% |
14% |
False |
True |
80,219 |
10 |
0.7244 |
0.7117 |
0.0127 |
1.8% |
0.0039 |
0.5% |
11% |
False |
True |
85,875 |
20 |
0.7267 |
0.7117 |
0.0150 |
2.1% |
0.0031 |
0.4% |
10% |
False |
True |
76,951 |
40 |
0.7467 |
0.7117 |
0.0350 |
4.9% |
0.0032 |
0.5% |
4% |
False |
True |
82,602 |
60 |
0.7467 |
0.7117 |
0.0350 |
4.9% |
0.0032 |
0.4% |
4% |
False |
True |
70,653 |
80 |
0.7467 |
0.7117 |
0.0350 |
4.9% |
0.0031 |
0.4% |
4% |
False |
True |
53,171 |
100 |
0.7467 |
0.7117 |
0.0350 |
4.9% |
0.0030 |
0.4% |
4% |
False |
True |
42,611 |
120 |
0.7467 |
0.7117 |
0.0350 |
4.9% |
0.0029 |
0.4% |
4% |
False |
True |
35,558 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7319 |
2.618 |
0.7256 |
1.618 |
0.7218 |
1.000 |
0.7194 |
0.618 |
0.7179 |
HIGH |
0.7156 |
0.618 |
0.7141 |
0.500 |
0.7136 |
0.382 |
0.7132 |
LOW |
0.7117 |
0.618 |
0.7093 |
1.000 |
0.7079 |
1.618 |
0.7055 |
2.618 |
0.7016 |
4.250 |
0.6953 |
|
|
Fisher Pivots for day following 14-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7136 |
0.7155 |
PP |
0.7135 |
0.7147 |
S1 |
0.7133 |
0.7139 |
|