CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 15-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2024 |
15-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7152 |
0.7119 |
-0.0033 |
-0.5% |
0.7197 |
| High |
0.7156 |
0.7133 |
-0.0023 |
-0.3% |
0.7200 |
| Low |
0.7117 |
0.7096 |
-0.0021 |
-0.3% |
0.7096 |
| Close |
0.7132 |
0.7103 |
-0.0029 |
-0.4% |
0.7103 |
| Range |
0.0039 |
0.0037 |
-0.0002 |
-5.2% |
0.0104 |
| ATR |
0.0034 |
0.0034 |
0.0000 |
0.6% |
0.0000 |
| Volume |
109,638 |
97,746 |
-11,892 |
-10.8% |
423,092 |
|
| Daily Pivots for day following 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7220 |
0.7198 |
0.7123 |
|
| R3 |
0.7183 |
0.7161 |
0.7113 |
|
| R2 |
0.7147 |
0.7147 |
0.7109 |
|
| R1 |
0.7125 |
0.7125 |
0.7106 |
0.7118 |
| PP |
0.7110 |
0.7110 |
0.7110 |
0.7107 |
| S1 |
0.7088 |
0.7088 |
0.7099 |
0.7081 |
| S2 |
0.7074 |
0.7074 |
0.7096 |
|
| S3 |
0.7037 |
0.7052 |
0.7092 |
|
| S4 |
0.7001 |
0.7015 |
0.7082 |
|
|
| Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7443 |
0.7376 |
0.7159 |
|
| R3 |
0.7340 |
0.7273 |
0.7131 |
|
| R2 |
0.7236 |
0.7236 |
0.7121 |
|
| R1 |
0.7169 |
0.7169 |
0.7112 |
0.7151 |
| PP |
0.7133 |
0.7133 |
0.7133 |
0.7124 |
| S1 |
0.7066 |
0.7066 |
0.7093 |
0.7048 |
| S2 |
0.7029 |
0.7029 |
0.7084 |
|
| S3 |
0.6926 |
0.6962 |
0.7074 |
|
| S4 |
0.6822 |
0.6859 |
0.7046 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7200 |
0.7096 |
0.0104 |
1.5% |
0.0032 |
0.5% |
6% |
False |
True |
84,618 |
| 10 |
0.7244 |
0.7096 |
0.0148 |
2.1% |
0.0040 |
0.6% |
4% |
False |
True |
88,244 |
| 20 |
0.7259 |
0.7096 |
0.0163 |
2.3% |
0.0032 |
0.5% |
4% |
False |
True |
79,315 |
| 40 |
0.7467 |
0.7096 |
0.0371 |
5.2% |
0.0033 |
0.5% |
2% |
False |
True |
82,932 |
| 60 |
0.7467 |
0.7096 |
0.0371 |
5.2% |
0.0032 |
0.5% |
2% |
False |
True |
72,264 |
| 80 |
0.7467 |
0.7096 |
0.0371 |
5.2% |
0.0031 |
0.4% |
2% |
False |
True |
54,387 |
| 100 |
0.7467 |
0.7096 |
0.0371 |
5.2% |
0.0030 |
0.4% |
2% |
False |
True |
43,586 |
| 120 |
0.7467 |
0.7096 |
0.0371 |
5.2% |
0.0030 |
0.4% |
2% |
False |
True |
36,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7288 |
|
2.618 |
0.7228 |
|
1.618 |
0.7192 |
|
1.000 |
0.7169 |
|
0.618 |
0.7155 |
|
HIGH |
0.7133 |
|
0.618 |
0.7119 |
|
0.500 |
0.7114 |
|
0.382 |
0.7110 |
|
LOW |
0.7096 |
|
0.618 |
0.7073 |
|
1.000 |
0.7060 |
|
1.618 |
0.7037 |
|
2.618 |
0.7000 |
|
4.250 |
0.6941 |
|
|
| Fisher Pivots for day following 15-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7114 |
0.7141 |
| PP |
0.7110 |
0.7128 |
| S1 |
0.7106 |
0.7115 |
|