CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 21-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2024 |
21-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7171 |
0.7162 |
-0.0009 |
-0.1% |
0.7197 |
| High |
0.7174 |
0.7184 |
0.0010 |
0.1% |
0.7200 |
| Low |
0.7142 |
0.7160 |
0.0019 |
0.3% |
0.7096 |
| Close |
0.7158 |
0.7167 |
0.0010 |
0.1% |
0.7103 |
| Range |
0.0033 |
0.0024 |
-0.0009 |
-26.2% |
0.0104 |
| ATR |
0.0035 |
0.0035 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
62,475 |
73,686 |
11,211 |
17.9% |
423,092 |
|
| Daily Pivots for day following 21-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7242 |
0.7229 |
0.7180 |
|
| R3 |
0.7218 |
0.7205 |
0.7174 |
|
| R2 |
0.7194 |
0.7194 |
0.7171 |
|
| R1 |
0.7181 |
0.7181 |
0.7169 |
0.7188 |
| PP |
0.7170 |
0.7170 |
0.7170 |
0.7174 |
| S1 |
0.7157 |
0.7157 |
0.7165 |
0.7164 |
| S2 |
0.7146 |
0.7146 |
0.7163 |
|
| S3 |
0.7122 |
0.7133 |
0.7160 |
|
| S4 |
0.7098 |
0.7109 |
0.7154 |
|
|
| 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 |
0.7184 |
0.7096 |
0.0088 |
1.2% |
0.0037 |
0.5% |
81% |
True |
False |
80,155 |
| 10 |
0.7223 |
0.7096 |
0.0127 |
1.8% |
0.0035 |
0.5% |
56% |
False |
False |
80,187 |
| 20 |
0.7244 |
0.7096 |
0.0148 |
2.1% |
0.0035 |
0.5% |
48% |
False |
False |
81,870 |
| 40 |
0.7442 |
0.7096 |
0.0346 |
4.8% |
0.0032 |
0.4% |
21% |
False |
False |
81,089 |
| 60 |
0.7467 |
0.7096 |
0.0371 |
5.2% |
0.0032 |
0.5% |
19% |
False |
False |
76,999 |
| 80 |
0.7467 |
0.7096 |
0.0371 |
5.2% |
0.0032 |
0.4% |
19% |
False |
False |
58,157 |
| 100 |
0.7467 |
0.7096 |
0.0371 |
5.2% |
0.0030 |
0.4% |
19% |
False |
False |
46,603 |
| 120 |
0.7467 |
0.7096 |
0.0371 |
5.2% |
0.0030 |
0.4% |
19% |
False |
False |
38,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7286 |
|
2.618 |
0.7247 |
|
1.618 |
0.7223 |
|
1.000 |
0.7208 |
|
0.618 |
0.7199 |
|
HIGH |
0.7184 |
|
0.618 |
0.7175 |
|
0.500 |
0.7172 |
|
0.382 |
0.7169 |
|
LOW |
0.7160 |
|
0.618 |
0.7145 |
|
1.000 |
0.7136 |
|
1.618 |
0.7121 |
|
2.618 |
0.7097 |
|
4.250 |
0.7058 |
|
|
| Fisher Pivots for day following 21-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7172 |
0.7164 |
| PP |
0.7170 |
0.7161 |
| S1 |
0.7169 |
0.7157 |
|