CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 26-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2024 |
26-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7169 |
0.7154 |
-0.0015 |
-0.2% |
0.7105 |
| High |
0.7185 |
0.7157 |
-0.0028 |
-0.4% |
0.7184 |
| Low |
0.7144 |
0.7058 |
-0.0086 |
-1.2% |
0.7097 |
| Close |
0.7160 |
0.7117 |
-0.0043 |
-0.6% |
0.7158 |
| Range |
0.0041 |
0.0099 |
0.0058 |
141.5% |
0.0087 |
| ATR |
0.0035 |
0.0040 |
0.0005 |
13.5% |
0.0000 |
| Volume |
99,226 |
161,665 |
62,439 |
62.9% |
386,450 |
|
| Daily Pivots for day following 26-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7408 |
0.7361 |
0.7171 |
|
| R3 |
0.7309 |
0.7262 |
0.7144 |
|
| R2 |
0.7210 |
0.7210 |
0.7135 |
|
| R1 |
0.7163 |
0.7163 |
0.7126 |
0.7137 |
| PP |
0.7111 |
0.7111 |
0.7111 |
0.7097 |
| S1 |
0.7064 |
0.7064 |
0.7107 |
0.7038 |
| S2 |
0.7012 |
0.7012 |
0.7098 |
|
| S3 |
0.6913 |
0.6965 |
0.7089 |
|
| S4 |
0.6814 |
0.6866 |
0.7062 |
|
|
| 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 |
0.7058 |
0.0127 |
1.8% |
0.0046 |
0.6% |
46% |
False |
True |
96,094 |
| 10 |
0.7186 |
0.7058 |
0.0128 |
1.8% |
0.0043 |
0.6% |
46% |
False |
True |
94,425 |
| 20 |
0.7244 |
0.7058 |
0.0186 |
2.6% |
0.0040 |
0.6% |
32% |
False |
True |
89,233 |
| 40 |
0.7437 |
0.7058 |
0.0379 |
5.3% |
0.0034 |
0.5% |
15% |
False |
True |
83,146 |
| 60 |
0.7467 |
0.7058 |
0.0409 |
5.7% |
0.0034 |
0.5% |
14% |
False |
True |
82,325 |
| 80 |
0.7467 |
0.7058 |
0.0409 |
5.7% |
0.0032 |
0.5% |
14% |
False |
True |
62,419 |
| 100 |
0.7467 |
0.7058 |
0.0409 |
5.7% |
0.0031 |
0.4% |
14% |
False |
True |
50,033 |
| 120 |
0.7467 |
0.7058 |
0.0409 |
5.7% |
0.0031 |
0.4% |
14% |
False |
True |
41,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7578 |
|
2.618 |
0.7416 |
|
1.618 |
0.7317 |
|
1.000 |
0.7256 |
|
0.618 |
0.7218 |
|
HIGH |
0.7157 |
|
0.618 |
0.7119 |
|
0.500 |
0.7108 |
|
0.382 |
0.7096 |
|
LOW |
0.7058 |
|
0.618 |
0.6997 |
|
1.000 |
0.6959 |
|
1.618 |
0.6898 |
|
2.618 |
0.6799 |
|
4.250 |
0.6637 |
|
|
| Fisher Pivots for day following 26-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7114 |
0.7122 |
| PP |
0.7111 |
0.7120 |
| S1 |
0.7108 |
0.7118 |
|