CME Canadian Dollar Future December 2024
Trading Metrics calculated at close of trading on 05-Dec-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2024 |
05-Dec-2024 |
Change |
Change % |
Previous Week |
Open |
0.7112 |
0.7109 |
-0.0003 |
0.0% |
0.7169 |
High |
0.7119 |
0.7141 |
0.0022 |
0.3% |
0.7185 |
Low |
0.7103 |
0.7106 |
0.0003 |
0.0% |
0.7058 |
Close |
0.7113 |
0.7132 |
0.0019 |
0.3% |
0.7147 |
Range |
0.0016 |
0.0035 |
0.0019 |
118.8% |
0.0127 |
ATR |
0.0038 |
0.0037 |
0.0000 |
-0.5% |
0.0000 |
Volume |
99,780 |
75,432 |
-24,348 |
-24.4% |
441,567 |
|
Daily Pivots for day following 05-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7231 |
0.7217 |
0.7151 |
|
R3 |
0.7196 |
0.7182 |
0.7142 |
|
R2 |
0.7161 |
0.7161 |
0.7138 |
|
R1 |
0.7147 |
0.7147 |
0.7135 |
0.7154 |
PP |
0.7126 |
0.7126 |
0.7126 |
0.7130 |
S1 |
0.7112 |
0.7112 |
0.7129 |
0.7119 |
S2 |
0.7091 |
0.7091 |
0.7126 |
|
S3 |
0.7056 |
0.7077 |
0.7122 |
|
S4 |
0.7021 |
0.7042 |
0.7113 |
|
|
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% |
56% |
False |
False |
87,120 |
10 |
0.7185 |
0.7058 |
0.0127 |
1.8% |
0.0040 |
0.6% |
58% |
False |
False |
94,048 |
20 |
0.7233 |
0.7058 |
0.0175 |
2.4% |
0.0039 |
0.5% |
42% |
False |
False |
87,650 |
40 |
0.7310 |
0.7058 |
0.0252 |
3.5% |
0.0034 |
0.5% |
29% |
False |
False |
84,228 |
60 |
0.7467 |
0.7058 |
0.0409 |
5.7% |
0.0034 |
0.5% |
18% |
False |
False |
86,543 |
80 |
0.7467 |
0.7058 |
0.0409 |
5.7% |
0.0033 |
0.5% |
18% |
False |
False |
68,914 |
100 |
0.7467 |
0.7058 |
0.0409 |
5.7% |
0.0032 |
0.4% |
18% |
False |
False |
55,236 |
120 |
0.7467 |
0.7058 |
0.0409 |
5.7% |
0.0031 |
0.4% |
18% |
False |
False |
46,105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7289 |
2.618 |
0.7232 |
1.618 |
0.7197 |
1.000 |
0.7176 |
0.618 |
0.7162 |
HIGH |
0.7141 |
0.618 |
0.7127 |
0.500 |
0.7123 |
0.382 |
0.7119 |
LOW |
0.7106 |
0.618 |
0.7084 |
1.000 |
0.7071 |
1.618 |
0.7049 |
2.618 |
0.7014 |
4.250 |
0.6957 |
|
|
Fisher Pivots for day following 05-Dec-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7129 |
0.7129 |
PP |
0.7126 |
0.7126 |
S1 |
0.7123 |
0.7123 |
|