CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 06-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2024 |
06-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7109 |
0.7133 |
0.0024 |
0.3% |
0.7148 |
| High |
0.7141 |
0.7135 |
-0.0006 |
-0.1% |
0.7148 |
| Low |
0.7106 |
0.7062 |
-0.0044 |
-0.6% |
0.7062 |
| Close |
0.7132 |
0.7065 |
-0.0067 |
-0.9% |
0.7065 |
| Range |
0.0035 |
0.0073 |
0.0038 |
108.6% |
0.0086 |
| ATR |
0.0037 |
0.0040 |
0.0003 |
6.8% |
0.0000 |
| Volume |
75,432 |
162,228 |
86,796 |
115.1% |
504,041 |
|
| Daily Pivots for day following 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7306 |
0.7259 |
0.7105 |
|
| R3 |
0.7233 |
0.7186 |
0.7085 |
|
| R2 |
0.7160 |
0.7160 |
0.7078 |
|
| R1 |
0.7113 |
0.7113 |
0.7072 |
0.7100 |
| PP |
0.7087 |
0.7087 |
0.7087 |
0.7081 |
| S1 |
0.7040 |
0.7040 |
0.7058 |
0.7027 |
| S2 |
0.7014 |
0.7014 |
0.7052 |
|
| S3 |
0.6941 |
0.6967 |
0.7045 |
|
| S4 |
0.6868 |
0.6894 |
0.7025 |
|
|
| Weekly Pivots for week ending 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7350 |
0.7293 |
0.7112 |
|
| R3 |
0.7264 |
0.7207 |
0.7089 |
|
| R2 |
0.7178 |
0.7178 |
0.7081 |
|
| R1 |
0.7121 |
0.7121 |
0.7073 |
0.7107 |
| PP |
0.7092 |
0.7092 |
0.7092 |
0.7084 |
| S1 |
0.7035 |
0.7035 |
0.7057 |
0.7021 |
| S2 |
0.7006 |
0.7006 |
0.7049 |
|
| S3 |
0.6920 |
0.6949 |
0.7041 |
|
| S4 |
0.6834 |
0.6863 |
0.7018 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7148 |
0.7062 |
0.0086 |
1.2% |
0.0041 |
0.6% |
3% |
False |
True |
100,808 |
| 10 |
0.7185 |
0.7058 |
0.0127 |
1.8% |
0.0045 |
0.6% |
6% |
False |
False |
102,902 |
| 20 |
0.7223 |
0.7058 |
0.0165 |
2.3% |
0.0040 |
0.6% |
4% |
False |
False |
91,544 |
| 40 |
0.7298 |
0.7058 |
0.0240 |
3.4% |
0.0035 |
0.5% |
3% |
False |
False |
85,140 |
| 60 |
0.7467 |
0.7058 |
0.0409 |
5.8% |
0.0035 |
0.5% |
2% |
False |
False |
87,235 |
| 80 |
0.7467 |
0.7058 |
0.0409 |
5.8% |
0.0034 |
0.5% |
2% |
False |
False |
70,936 |
| 100 |
0.7467 |
0.7058 |
0.0409 |
5.8% |
0.0032 |
0.5% |
2% |
False |
False |
56,854 |
| 120 |
0.7467 |
0.7058 |
0.0409 |
5.8% |
0.0031 |
0.4% |
2% |
False |
False |
47,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7445 |
|
2.618 |
0.7326 |
|
1.618 |
0.7253 |
|
1.000 |
0.7208 |
|
0.618 |
0.7180 |
|
HIGH |
0.7135 |
|
0.618 |
0.7107 |
|
0.500 |
0.7099 |
|
0.382 |
0.7090 |
|
LOW |
0.7062 |
|
0.618 |
0.7017 |
|
1.000 |
0.6989 |
|
1.618 |
0.6944 |
|
2.618 |
0.6871 |
|
4.250 |
0.6752 |
|
|
| Fisher Pivots for day following 06-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7099 |
0.7101 |
| PP |
0.7087 |
0.7089 |
| S1 |
0.7076 |
0.7077 |
|