CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 22-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2024 |
22-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7162 |
0.7163 |
0.0001 |
0.0% |
0.7105 |
| High |
0.7184 |
0.7170 |
-0.0015 |
-0.2% |
0.7184 |
| Low |
0.7160 |
0.7138 |
-0.0023 |
-0.3% |
0.7097 |
| Close |
0.7167 |
0.7158 |
-0.0009 |
-0.1% |
0.7158 |
| Range |
0.0024 |
0.0032 |
0.0008 |
33.3% |
0.0087 |
| ATR |
0.0035 |
0.0035 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
73,686 |
83,418 |
9,732 |
13.2% |
386,450 |
|
| Daily Pivots for day following 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7251 |
0.7237 |
0.7176 |
|
| R3 |
0.7219 |
0.7205 |
0.7167 |
|
| R2 |
0.7187 |
0.7187 |
0.7164 |
|
| R1 |
0.7173 |
0.7173 |
0.7161 |
0.7164 |
| PP |
0.7155 |
0.7155 |
0.7155 |
0.7151 |
| S1 |
0.7141 |
0.7141 |
0.7155 |
0.7132 |
| S2 |
0.7123 |
0.7123 |
0.7152 |
|
| S3 |
0.7091 |
0.7109 |
0.7149 |
|
| S4 |
0.7059 |
0.7077 |
0.7140 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7407 |
0.7370 |
0.7206 |
|
| R3 |
0.7320 |
0.7283 |
0.7182 |
|
| R2 |
0.7233 |
0.7233 |
0.7174 |
|
| R1 |
0.7196 |
0.7196 |
0.7166 |
0.7215 |
| PP |
0.7146 |
0.7146 |
0.7146 |
0.7156 |
| S1 |
0.7109 |
0.7109 |
0.7150 |
0.7128 |
| S2 |
0.7059 |
0.7059 |
0.7142 |
|
| S3 |
0.6972 |
0.7022 |
0.7134 |
|
| S4 |
0.6885 |
0.6935 |
0.7110 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7184 |
0.7097 |
0.0087 |
1.2% |
0.0036 |
0.5% |
70% |
False |
False |
77,290 |
| 10 |
0.7200 |
0.7096 |
0.0104 |
1.4% |
0.0034 |
0.5% |
60% |
False |
False |
80,954 |
| 20 |
0.7244 |
0.7096 |
0.0148 |
2.1% |
0.0035 |
0.5% |
42% |
False |
False |
82,885 |
| 40 |
0.7437 |
0.7096 |
0.0341 |
4.8% |
0.0032 |
0.4% |
18% |
False |
False |
81,157 |
| 60 |
0.7467 |
0.7096 |
0.0371 |
5.2% |
0.0033 |
0.5% |
17% |
False |
False |
78,300 |
| 80 |
0.7467 |
0.7096 |
0.0371 |
5.2% |
0.0032 |
0.4% |
17% |
False |
False |
59,185 |
| 100 |
0.7467 |
0.7096 |
0.0371 |
5.2% |
0.0030 |
0.4% |
17% |
False |
False |
47,431 |
| 120 |
0.7467 |
0.7096 |
0.0371 |
5.2% |
0.0030 |
0.4% |
17% |
False |
False |
39,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7306 |
|
2.618 |
0.7253 |
|
1.618 |
0.7221 |
|
1.000 |
0.7202 |
|
0.618 |
0.7189 |
|
HIGH |
0.7170 |
|
0.618 |
0.7157 |
|
0.500 |
0.7154 |
|
0.382 |
0.7150 |
|
LOW |
0.7138 |
|
0.618 |
0.7118 |
|
1.000 |
0.7106 |
|
1.618 |
0.7086 |
|
2.618 |
0.7054 |
|
4.250 |
0.7002 |
|
|
| Fisher Pivots for day following 22-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7157 |
0.7161 |
| PP |
0.7155 |
0.7160 |
| S1 |
0.7154 |
0.7159 |
|