CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 25-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2024 |
25-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7163 |
0.7169 |
0.0006 |
0.1% |
0.7105 |
| High |
0.7170 |
0.7185 |
0.0016 |
0.2% |
0.7184 |
| Low |
0.7138 |
0.7144 |
0.0007 |
0.1% |
0.7097 |
| Close |
0.7158 |
0.7160 |
0.0002 |
0.0% |
0.7158 |
| Range |
0.0032 |
0.0041 |
0.0009 |
28.1% |
0.0087 |
| ATR |
0.0035 |
0.0035 |
0.0000 |
1.3% |
0.0000 |
| Volume |
83,418 |
99,226 |
15,808 |
19.0% |
386,450 |
|
| Daily Pivots for day following 25-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7286 |
0.7264 |
0.7182 |
|
| R3 |
0.7245 |
0.7223 |
0.7171 |
|
| R2 |
0.7204 |
0.7204 |
0.7167 |
|
| R1 |
0.7182 |
0.7182 |
0.7163 |
0.7172 |
| PP |
0.7163 |
0.7163 |
0.7163 |
0.7158 |
| S1 |
0.7141 |
0.7141 |
0.7156 |
0.7131 |
| S2 |
0.7122 |
0.7122 |
0.7152 |
|
| S3 |
0.7081 |
0.7100 |
0.7148 |
|
| S4 |
0.7040 |
0.7059 |
0.7137 |
|
|
| 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 |
0.7185 |
0.7131 |
0.0055 |
0.8% |
0.0034 |
0.5% |
53% |
True |
False |
82,520 |
| 10 |
0.7193 |
0.7096 |
0.0097 |
1.3% |
0.0036 |
0.5% |
66% |
False |
False |
85,801 |
| 20 |
0.7244 |
0.7096 |
0.0148 |
2.1% |
0.0037 |
0.5% |
43% |
False |
False |
84,676 |
| 40 |
0.7437 |
0.7096 |
0.0341 |
4.8% |
0.0032 |
0.5% |
19% |
False |
False |
81,524 |
| 60 |
0.7467 |
0.7096 |
0.0371 |
5.2% |
0.0033 |
0.5% |
17% |
False |
False |
79,768 |
| 80 |
0.7467 |
0.7096 |
0.0371 |
5.2% |
0.0032 |
0.4% |
17% |
False |
False |
60,412 |
| 100 |
0.7467 |
0.7096 |
0.0371 |
5.2% |
0.0030 |
0.4% |
17% |
False |
False |
48,418 |
| 120 |
0.7467 |
0.7096 |
0.0371 |
5.2% |
0.0030 |
0.4% |
17% |
False |
False |
40,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7359 |
|
2.618 |
0.7292 |
|
1.618 |
0.7251 |
|
1.000 |
0.7226 |
|
0.618 |
0.7210 |
|
HIGH |
0.7185 |
|
0.618 |
0.7169 |
|
0.500 |
0.7165 |
|
0.382 |
0.7160 |
|
LOW |
0.7144 |
|
0.618 |
0.7119 |
|
1.000 |
0.7103 |
|
1.618 |
0.7078 |
|
2.618 |
0.7037 |
|
4.250 |
0.6970 |
|
|
| Fisher Pivots for day following 25-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7165 |
0.7161 |
| PP |
0.7163 |
0.7161 |
| S1 |
0.7161 |
0.7160 |
|