CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 02-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2024 |
02-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7133 |
0.7148 |
0.0015 |
0.2% |
0.7169 |
| High |
0.7156 |
0.7148 |
-0.0008 |
-0.1% |
0.7185 |
| Low |
0.7123 |
0.7101 |
-0.0022 |
-0.3% |
0.7058 |
| Close |
0.7147 |
0.7123 |
-0.0024 |
-0.3% |
0.7147 |
| Range |
0.0033 |
0.0047 |
0.0014 |
42.4% |
0.0127 |
| ATR |
0.0039 |
0.0040 |
0.0001 |
1.5% |
0.0000 |
| Volume |
93,787 |
90,866 |
-2,921 |
-3.1% |
441,567 |
|
| Daily Pivots for day following 02-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7265 |
0.7241 |
0.7149 |
|
| R3 |
0.7218 |
0.7194 |
0.7136 |
|
| R2 |
0.7171 |
0.7171 |
0.7132 |
|
| R1 |
0.7147 |
0.7147 |
0.7127 |
0.7136 |
| PP |
0.7124 |
0.7124 |
0.7124 |
0.7118 |
| S1 |
0.7100 |
0.7100 |
0.7119 |
0.7089 |
| S2 |
0.7077 |
0.7077 |
0.7114 |
|
| S3 |
0.7030 |
0.7053 |
0.7110 |
|
| S4 |
0.6983 |
0.7006 |
0.7097 |
|
|
| 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% |
0.0051 |
0.7% |
51% |
False |
False |
106,486 |
| 10 |
0.7185 |
0.7058 |
0.0127 |
1.8% |
0.0043 |
0.6% |
51% |
False |
False |
91,888 |
| 20 |
0.7244 |
0.7058 |
0.0186 |
2.6% |
0.0042 |
0.6% |
35% |
False |
False |
90,066 |
| 40 |
0.7381 |
0.7058 |
0.0323 |
4.5% |
0.0035 |
0.5% |
20% |
False |
False |
84,043 |
| 60 |
0.7467 |
0.7058 |
0.0409 |
5.7% |
0.0034 |
0.5% |
16% |
False |
False |
86,004 |
| 80 |
0.7467 |
0.7058 |
0.0409 |
5.7% |
0.0032 |
0.5% |
16% |
False |
False |
65,790 |
| 100 |
0.7467 |
0.7058 |
0.0409 |
5.7% |
0.0032 |
0.4% |
16% |
False |
False |
52,742 |
| 120 |
0.7467 |
0.7058 |
0.0409 |
5.7% |
0.0031 |
0.4% |
16% |
False |
False |
44,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7348 |
|
2.618 |
0.7271 |
|
1.618 |
0.7224 |
|
1.000 |
0.7195 |
|
0.618 |
0.7177 |
|
HIGH |
0.7148 |
|
0.618 |
0.7130 |
|
0.500 |
0.7125 |
|
0.382 |
0.7119 |
|
LOW |
0.7101 |
|
0.618 |
0.7072 |
|
1.000 |
0.7054 |
|
1.618 |
0.7025 |
|
2.618 |
0.6978 |
|
4.250 |
0.6901 |
|
|
| Fisher Pivots for day following 02-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7125 |
0.7129 |
| PP |
0.7124 |
0.7127 |
| S1 |
0.7124 |
0.7125 |
|