CME Canadian Dollar Future December 2024
Trading Metrics calculated at close of trading on 04-Dec-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2024 |
04-Dec-2024 |
Change |
Change % |
Previous Week |
Open |
0.7125 |
0.7112 |
-0.0014 |
-0.2% |
0.7169 |
High |
0.7142 |
0.7119 |
-0.0023 |
-0.3% |
0.7185 |
Low |
0.7108 |
0.7103 |
-0.0005 |
-0.1% |
0.7058 |
Close |
0.7111 |
0.7113 |
0.0003 |
0.0% |
0.7147 |
Range |
0.0035 |
0.0016 |
-0.0019 |
-53.6% |
0.0127 |
ATR |
0.0039 |
0.0038 |
-0.0002 |
-4.2% |
0.0000 |
Volume |
75,735 |
99,780 |
24,045 |
31.7% |
441,567 |
|
Daily Pivots for day following 04-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7160 |
0.7152 |
0.7122 |
|
R3 |
0.7144 |
0.7136 |
0.7117 |
|
R2 |
0.7128 |
0.7128 |
0.7116 |
|
R1 |
0.7120 |
0.7120 |
0.7114 |
0.7124 |
PP |
0.7112 |
0.7112 |
0.7112 |
0.7114 |
S1 |
0.7104 |
0.7104 |
0.7112 |
0.7108 |
S2 |
0.7096 |
0.7096 |
0.7110 |
|
S3 |
0.7080 |
0.7088 |
0.7109 |
|
S4 |
0.7064 |
0.7072 |
0.7104 |
|
|
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 |
0.7156 |
0.7101 |
0.0055 |
0.8% |
0.0033 |
0.5% |
22% |
False |
False |
89,411 |
10 |
0.7185 |
0.7058 |
0.0127 |
1.8% |
0.0039 |
0.6% |
43% |
False |
False |
92,752 |
20 |
0.7243 |
0.7058 |
0.0185 |
2.6% |
0.0041 |
0.6% |
30% |
False |
False |
90,977 |
40 |
0.7343 |
0.7058 |
0.0285 |
4.0% |
0.0034 |
0.5% |
19% |
False |
False |
84,422 |
60 |
0.7467 |
0.7058 |
0.0409 |
5.7% |
0.0034 |
0.5% |
13% |
False |
False |
87,771 |
80 |
0.7467 |
0.7058 |
0.0409 |
5.7% |
0.0033 |
0.5% |
13% |
False |
False |
67,975 |
100 |
0.7467 |
0.7058 |
0.0409 |
5.7% |
0.0032 |
0.4% |
13% |
False |
False |
54,487 |
120 |
0.7467 |
0.7058 |
0.0409 |
5.7% |
0.0031 |
0.4% |
13% |
False |
False |
45,482 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7187 |
2.618 |
0.7161 |
1.618 |
0.7145 |
1.000 |
0.7135 |
0.618 |
0.7129 |
HIGH |
0.7119 |
0.618 |
0.7113 |
0.500 |
0.7111 |
0.382 |
0.7109 |
LOW |
0.7103 |
0.618 |
0.7093 |
1.000 |
0.7087 |
1.618 |
0.7077 |
2.618 |
0.7061 |
4.250 |
0.7035 |
|
|
Fisher Pivots for day following 04-Dec-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7112 |
0.7125 |
PP |
0.7112 |
0.7121 |
S1 |
0.7111 |
0.7117 |
|