CME Canadian Dollar Future December 2024
Trading Metrics calculated at close of trading on 18-Nov-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2024 |
18-Nov-2024 |
Change |
Change % |
Previous Week |
Open |
0.7119 |
0.7105 |
-0.0014 |
-0.2% |
0.7197 |
High |
0.7133 |
0.7148 |
0.0015 |
0.2% |
0.7200 |
Low |
0.7096 |
0.7097 |
0.0001 |
0.0% |
0.7096 |
Close |
0.7103 |
0.7140 |
0.0038 |
0.5% |
0.7103 |
Range |
0.0037 |
0.0051 |
0.0014 |
38.4% |
0.0104 |
ATR |
0.0034 |
0.0035 |
0.0001 |
3.4% |
0.0000 |
Volume |
97,746 |
73,075 |
-24,671 |
-25.2% |
423,092 |
|
Daily Pivots for day following 18-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7280 |
0.7260 |
0.7168 |
|
R3 |
0.7229 |
0.7210 |
0.7154 |
|
R2 |
0.7179 |
0.7179 |
0.7149 |
|
R1 |
0.7159 |
0.7159 |
0.7145 |
0.7169 |
PP |
0.7128 |
0.7128 |
0.7128 |
0.7133 |
S1 |
0.7109 |
0.7109 |
0.7135 |
0.7119 |
S2 |
0.7078 |
0.7078 |
0.7131 |
|
S3 |
0.7027 |
0.7058 |
0.7126 |
|
S4 |
0.6977 |
0.7008 |
0.7112 |
|
|
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 |
0.7193 |
0.7096 |
0.0097 |
1.4% |
0.0038 |
0.5% |
46% |
False |
False |
89,082 |
10 |
0.7244 |
0.7096 |
0.0148 |
2.1% |
0.0042 |
0.6% |
30% |
False |
False |
87,116 |
20 |
0.7252 |
0.7096 |
0.0156 |
2.2% |
0.0034 |
0.5% |
28% |
False |
False |
80,261 |
40 |
0.7467 |
0.7096 |
0.0371 |
5.2% |
0.0032 |
0.5% |
12% |
False |
False |
82,331 |
60 |
0.7467 |
0.7096 |
0.0371 |
5.2% |
0.0032 |
0.4% |
12% |
False |
False |
73,409 |
80 |
0.7467 |
0.7096 |
0.0371 |
5.2% |
0.0032 |
0.4% |
12% |
False |
False |
55,295 |
100 |
0.7467 |
0.7096 |
0.0371 |
5.2% |
0.0031 |
0.4% |
12% |
False |
False |
44,315 |
120 |
0.7467 |
0.7096 |
0.0371 |
5.2% |
0.0030 |
0.4% |
12% |
False |
False |
36,982 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7362 |
2.618 |
0.7280 |
1.618 |
0.7229 |
1.000 |
0.7198 |
0.618 |
0.7179 |
HIGH |
0.7148 |
0.618 |
0.7128 |
0.500 |
0.7122 |
0.382 |
0.7116 |
LOW |
0.7097 |
0.618 |
0.7066 |
1.000 |
0.7047 |
1.618 |
0.7015 |
2.618 |
0.6965 |
4.250 |
0.6882 |
|
|
Fisher Pivots for day following 18-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7134 |
0.7135 |
PP |
0.7128 |
0.7131 |
S1 |
0.7122 |
0.7126 |
|