CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 27-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2024 |
27-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7154 |
0.7120 |
-0.0034 |
-0.5% |
0.7105 |
| High |
0.7157 |
0.7142 |
-0.0015 |
-0.2% |
0.7184 |
| Low |
0.7058 |
0.7108 |
0.0050 |
0.7% |
0.7097 |
| Close |
0.7117 |
0.7131 |
0.0015 |
0.2% |
0.7158 |
| Range |
0.0099 |
0.0035 |
-0.0065 |
-65.2% |
0.0087 |
| ATR |
0.0040 |
0.0039 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
161,665 |
86,889 |
-74,776 |
-46.3% |
386,450 |
|
| Daily Pivots for day following 27-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7230 |
0.7215 |
0.7150 |
|
| R3 |
0.7196 |
0.7181 |
0.7140 |
|
| R2 |
0.7161 |
0.7161 |
0.7137 |
|
| R1 |
0.7146 |
0.7146 |
0.7134 |
0.7154 |
| PP |
0.7127 |
0.7127 |
0.7127 |
0.7131 |
| S1 |
0.7112 |
0.7112 |
0.7128 |
0.7119 |
| S2 |
0.7092 |
0.7092 |
0.7125 |
|
| S3 |
0.7058 |
0.7077 |
0.7122 |
|
| S4 |
0.7023 |
0.7043 |
0.7112 |
|
|
| 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% |
57% |
False |
False |
100,976 |
| 10 |
0.7185 |
0.7058 |
0.0127 |
1.8% |
0.0043 |
0.6% |
57% |
False |
False |
94,161 |
| 20 |
0.7244 |
0.7058 |
0.0186 |
2.6% |
0.0041 |
0.6% |
39% |
False |
False |
89,031 |
| 40 |
0.7422 |
0.7058 |
0.0364 |
5.1% |
0.0034 |
0.5% |
20% |
False |
False |
83,861 |
| 60 |
0.7467 |
0.7058 |
0.0409 |
5.7% |
0.0034 |
0.5% |
18% |
False |
False |
83,593 |
| 80 |
0.7467 |
0.7058 |
0.0409 |
5.7% |
0.0032 |
0.5% |
18% |
False |
False |
63,496 |
| 100 |
0.7467 |
0.7058 |
0.0409 |
5.7% |
0.0032 |
0.4% |
18% |
False |
False |
50,901 |
| 120 |
0.7467 |
0.7058 |
0.0409 |
5.7% |
0.0030 |
0.4% |
18% |
False |
False |
42,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7289 |
|
2.618 |
0.7232 |
|
1.618 |
0.7198 |
|
1.000 |
0.7177 |
|
0.618 |
0.7163 |
|
HIGH |
0.7142 |
|
0.618 |
0.7129 |
|
0.500 |
0.7125 |
|
0.382 |
0.7121 |
|
LOW |
0.7108 |
|
0.618 |
0.7086 |
|
1.000 |
0.7073 |
|
1.618 |
0.7052 |
|
2.618 |
0.7017 |
|
4.250 |
0.6961 |
|
|
| Fisher Pivots for day following 27-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7129 |
0.7128 |
| PP |
0.7127 |
0.7125 |
| S1 |
0.7125 |
0.7122 |
|