CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 19-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2024 |
19-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7105 |
0.7141 |
0.0037 |
0.5% |
0.7197 |
| High |
0.7148 |
0.7172 |
0.0024 |
0.3% |
0.7200 |
| Low |
0.7097 |
0.7131 |
0.0034 |
0.5% |
0.7096 |
| Close |
0.7140 |
0.7167 |
0.0027 |
0.4% |
0.7103 |
| Range |
0.0051 |
0.0041 |
-0.0010 |
-18.8% |
0.0104 |
| ATR |
0.0035 |
0.0036 |
0.0000 |
1.2% |
0.0000 |
| Volume |
73,075 |
93,796 |
20,721 |
28.4% |
423,092 |
|
| Daily Pivots for day following 19-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7279 |
0.7264 |
0.7190 |
|
| R3 |
0.7238 |
0.7223 |
0.7178 |
|
| R2 |
0.7197 |
0.7197 |
0.7175 |
|
| R1 |
0.7182 |
0.7182 |
0.7171 |
0.7190 |
| PP |
0.7156 |
0.7156 |
0.7156 |
0.7160 |
| S1 |
0.7141 |
0.7141 |
0.7163 |
0.7149 |
| S2 |
0.7115 |
0.7115 |
0.7159 |
|
| S3 |
0.7074 |
0.7100 |
0.7156 |
|
| S4 |
0.7033 |
0.7059 |
0.7144 |
|
|
| 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 |
0.7186 |
0.7096 |
0.0090 |
1.3% |
0.0041 |
0.6% |
79% |
False |
False |
92,757 |
| 10 |
0.7243 |
0.7096 |
0.0147 |
2.1% |
0.0042 |
0.6% |
48% |
False |
False |
89,202 |
| 20 |
0.7252 |
0.7096 |
0.0156 |
2.2% |
0.0035 |
0.5% |
46% |
False |
False |
82,365 |
| 40 |
0.7467 |
0.7096 |
0.0371 |
5.2% |
0.0032 |
0.4% |
19% |
False |
False |
82,652 |
| 60 |
0.7467 |
0.7096 |
0.0371 |
5.2% |
0.0032 |
0.5% |
19% |
False |
False |
74,896 |
| 80 |
0.7467 |
0.7096 |
0.0371 |
5.2% |
0.0032 |
0.4% |
19% |
False |
False |
56,463 |
| 100 |
0.7467 |
0.7096 |
0.0371 |
5.2% |
0.0031 |
0.4% |
19% |
False |
False |
45,249 |
| 120 |
0.7467 |
0.7096 |
0.0371 |
5.2% |
0.0030 |
0.4% |
19% |
False |
False |
37,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7346 |
|
2.618 |
0.7279 |
|
1.618 |
0.7238 |
|
1.000 |
0.7213 |
|
0.618 |
0.7197 |
|
HIGH |
0.7172 |
|
0.618 |
0.7156 |
|
0.500 |
0.7151 |
|
0.382 |
0.7146 |
|
LOW |
0.7131 |
|
0.618 |
0.7105 |
|
1.000 |
0.7090 |
|
1.618 |
0.7064 |
|
2.618 |
0.7023 |
|
4.250 |
0.6956 |
|
|
| Fisher Pivots for day following 19-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7162 |
0.7156 |
| PP |
0.7156 |
0.7145 |
| S1 |
0.7151 |
0.7134 |
|