CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 09-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2024 |
09-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7133 |
0.7063 |
-0.0070 |
-1.0% |
0.7148 |
| High |
0.7135 |
0.7098 |
-0.0037 |
-0.5% |
0.7148 |
| Low |
0.7062 |
0.7057 |
-0.0006 |
-0.1% |
0.7062 |
| Close |
0.7065 |
0.7065 |
-0.0001 |
0.0% |
0.7065 |
| Range |
0.0073 |
0.0042 |
-0.0032 |
-43.2% |
0.0086 |
| ATR |
0.0040 |
0.0040 |
0.0000 |
0.3% |
0.0000 |
| Volume |
162,228 |
154,183 |
-8,045 |
-5.0% |
504,041 |
|
| Daily Pivots for day following 09-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7198 |
0.7173 |
0.7087 |
|
| R3 |
0.7156 |
0.7131 |
0.7076 |
|
| R2 |
0.7115 |
0.7115 |
0.7072 |
|
| R1 |
0.7090 |
0.7090 |
0.7068 |
0.7102 |
| PP |
0.7073 |
0.7073 |
0.7073 |
0.7079 |
| S1 |
0.7048 |
0.7048 |
0.7061 |
0.7061 |
| S2 |
0.7032 |
0.7032 |
0.7057 |
|
| S3 |
0.6990 |
0.7007 |
0.7053 |
|
| S4 |
0.6949 |
0.6965 |
0.7042 |
|
|
| 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 |
0.7142 |
0.7057 |
0.0086 |
1.2% |
0.0040 |
0.6% |
9% |
False |
True |
113,471 |
| 10 |
0.7185 |
0.7057 |
0.0129 |
1.8% |
0.0045 |
0.6% |
6% |
False |
True |
109,979 |
| 20 |
0.7200 |
0.7057 |
0.0143 |
2.0% |
0.0040 |
0.6% |
6% |
False |
True |
95,466 |
| 40 |
0.7287 |
0.7057 |
0.0231 |
3.3% |
0.0035 |
0.5% |
3% |
False |
True |
86,191 |
| 60 |
0.7467 |
0.7057 |
0.0410 |
5.8% |
0.0035 |
0.5% |
2% |
False |
True |
87,838 |
| 80 |
0.7467 |
0.7057 |
0.0410 |
5.8% |
0.0034 |
0.5% |
2% |
False |
True |
72,850 |
| 100 |
0.7467 |
0.7057 |
0.0410 |
5.8% |
0.0033 |
0.5% |
2% |
False |
True |
58,395 |
| 120 |
0.7467 |
0.7057 |
0.0410 |
5.8% |
0.0032 |
0.4% |
2% |
False |
True |
48,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7274 |
|
2.618 |
0.7207 |
|
1.618 |
0.7165 |
|
1.000 |
0.7140 |
|
0.618 |
0.7124 |
|
HIGH |
0.7098 |
|
0.618 |
0.7082 |
|
0.500 |
0.7077 |
|
0.382 |
0.7072 |
|
LOW |
0.7057 |
|
0.618 |
0.7031 |
|
1.000 |
0.7015 |
|
1.618 |
0.6989 |
|
2.618 |
0.6948 |
|
4.250 |
0.6880 |
|
|
| Fisher Pivots for day following 09-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7077 |
0.7099 |
| PP |
0.7073 |
0.7087 |
| S1 |
0.7069 |
0.7076 |
|