CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 29-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2024 |
29-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7120 |
0.7133 |
0.0013 |
0.2% |
0.7169 |
| High |
0.7142 |
0.7156 |
0.0014 |
0.2% |
0.7185 |
| Low |
0.7108 |
0.7123 |
0.0016 |
0.2% |
0.7058 |
| Close |
0.7131 |
0.7147 |
0.0016 |
0.2% |
0.7147 |
| Range |
0.0035 |
0.0033 |
-0.0002 |
-4.3% |
0.0127 |
| ATR |
0.0039 |
0.0039 |
0.0000 |
-1.2% |
0.0000 |
| Volume |
86,889 |
93,787 |
6,898 |
7.9% |
441,567 |
|
| Daily Pivots for day following 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7241 |
0.7227 |
0.7165 |
|
| R3 |
0.7208 |
0.7194 |
0.7156 |
|
| R2 |
0.7175 |
0.7175 |
0.7153 |
|
| R1 |
0.7161 |
0.7161 |
0.7150 |
0.7168 |
| PP |
0.7142 |
0.7142 |
0.7142 |
0.7146 |
| S1 |
0.7128 |
0.7128 |
0.7144 |
0.7135 |
| S2 |
0.7109 |
0.7109 |
0.7141 |
|
| S3 |
0.7076 |
0.7095 |
0.7138 |
|
| S4 |
0.7043 |
0.7062 |
0.7129 |
|
|
| Weekly Pivots for week ending 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7511 |
0.7456 |
0.7217 |
|
| R3 |
0.7384 |
0.7329 |
0.7182 |
|
| R2 |
0.7257 |
0.7257 |
0.7170 |
|
| R1 |
0.7202 |
0.7202 |
0.7159 |
0.7166 |
| PP |
0.7130 |
0.7130 |
0.7130 |
0.7112 |
| S1 |
0.7075 |
0.7075 |
0.7135 |
0.7039 |
| S2 |
0.7003 |
0.7003 |
0.7124 |
|
| S3 |
0.6876 |
0.6948 |
0.7112 |
|
| S4 |
0.6749 |
0.6821 |
0.7077 |
|
|
| 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% |
0.0048 |
0.7% |
70% |
False |
False |
104,997 |
| 10 |
0.7185 |
0.7058 |
0.0127 |
1.8% |
0.0042 |
0.6% |
70% |
False |
False |
92,576 |
| 20 |
0.7244 |
0.7058 |
0.0186 |
2.6% |
0.0041 |
0.6% |
48% |
False |
False |
89,225 |
| 40 |
0.7396 |
0.7058 |
0.0338 |
4.7% |
0.0034 |
0.5% |
26% |
False |
False |
83,900 |
| 60 |
0.7467 |
0.7058 |
0.0409 |
5.7% |
0.0034 |
0.5% |
22% |
False |
False |
85,058 |
| 80 |
0.7467 |
0.7058 |
0.0409 |
5.7% |
0.0032 |
0.4% |
22% |
False |
False |
64,663 |
| 100 |
0.7467 |
0.7058 |
0.0409 |
5.7% |
0.0032 |
0.4% |
22% |
False |
False |
51,836 |
| 120 |
0.7467 |
0.7058 |
0.0409 |
5.7% |
0.0031 |
0.4% |
22% |
False |
False |
43,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7296 |
|
2.618 |
0.7242 |
|
1.618 |
0.7209 |
|
1.000 |
0.7189 |
|
0.618 |
0.7176 |
|
HIGH |
0.7156 |
|
0.618 |
0.7143 |
|
0.500 |
0.7140 |
|
0.382 |
0.7136 |
|
LOW |
0.7123 |
|
0.618 |
0.7103 |
|
1.000 |
0.7090 |
|
1.618 |
0.7070 |
|
2.618 |
0.7037 |
|
4.250 |
0.6983 |
|
|
| Fisher Pivots for day following 29-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7145 |
0.7134 |
| PP |
0.7142 |
0.7121 |
| S1 |
0.7140 |
0.7108 |
|