CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 03-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2024 |
03-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7148 |
0.7125 |
-0.0023 |
-0.3% |
0.7169 |
| High |
0.7148 |
0.7142 |
-0.0006 |
-0.1% |
0.7185 |
| Low |
0.7101 |
0.7108 |
0.0007 |
0.1% |
0.7058 |
| Close |
0.7123 |
0.7111 |
-0.0013 |
-0.2% |
0.7147 |
| Range |
0.0047 |
0.0035 |
-0.0013 |
-26.6% |
0.0127 |
| ATR |
0.0040 |
0.0039 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
90,866 |
75,735 |
-15,131 |
-16.7% |
441,567 |
|
| Daily Pivots for day following 03-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7224 |
0.7202 |
0.7129 |
|
| R3 |
0.7189 |
0.7167 |
0.7120 |
|
| R2 |
0.7155 |
0.7155 |
0.7117 |
|
| R1 |
0.7133 |
0.7133 |
0.7114 |
0.7126 |
| PP |
0.7120 |
0.7120 |
0.7120 |
0.7117 |
| S1 |
0.7098 |
0.7098 |
0.7107 |
0.7092 |
| S2 |
0.7086 |
0.7086 |
0.7104 |
|
| S3 |
0.7051 |
0.7064 |
0.7101 |
|
| S4 |
0.7017 |
0.7029 |
0.7092 |
|
|
| 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 |
0.7157 |
0.7058 |
0.0099 |
1.4% |
0.0050 |
0.7% |
53% |
False |
False |
101,788 |
| 10 |
0.7185 |
0.7058 |
0.0127 |
1.8% |
0.0042 |
0.6% |
41% |
False |
False |
92,154 |
| 20 |
0.7244 |
0.7058 |
0.0186 |
2.6% |
0.0042 |
0.6% |
28% |
False |
False |
89,635 |
| 40 |
0.7360 |
0.7058 |
0.0302 |
4.2% |
0.0035 |
0.5% |
17% |
False |
False |
83,912 |
| 60 |
0.7467 |
0.7058 |
0.0409 |
5.7% |
0.0034 |
0.5% |
13% |
False |
False |
87,015 |
| 80 |
0.7467 |
0.7058 |
0.0409 |
5.7% |
0.0033 |
0.5% |
13% |
False |
False |
66,730 |
| 100 |
0.7467 |
0.7058 |
0.0409 |
5.7% |
0.0032 |
0.4% |
13% |
False |
False |
53,496 |
| 120 |
0.7467 |
0.7058 |
0.0409 |
5.7% |
0.0031 |
0.4% |
13% |
False |
False |
44,655 |
|
|
|
| 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 03-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7125 |
0.7129 |
| PP |
0.7120 |
0.7123 |
| S1 |
0.7115 |
0.7117 |
|