CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 10-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2024 |
10-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7063 |
0.7061 |
-0.0002 |
0.0% |
0.7148 |
| High |
0.7098 |
0.7067 |
-0.0032 |
-0.4% |
0.7148 |
| Low |
0.7057 |
0.7047 |
-0.0010 |
-0.1% |
0.7062 |
| Close |
0.7065 |
0.7062 |
-0.0003 |
0.0% |
0.7065 |
| Range |
0.0042 |
0.0020 |
-0.0022 |
-51.8% |
0.0086 |
| ATR |
0.0040 |
0.0039 |
-0.0001 |
-3.6% |
0.0000 |
| Volume |
154,183 |
168,592 |
14,409 |
9.3% |
504,041 |
|
| Daily Pivots for day following 10-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7118 |
0.7110 |
0.7073 |
|
| R3 |
0.7098 |
0.7090 |
0.7068 |
|
| R2 |
0.7078 |
0.7078 |
0.7066 |
|
| R1 |
0.7070 |
0.7070 |
0.7064 |
0.7074 |
| PP |
0.7058 |
0.7058 |
0.7058 |
0.7060 |
| S1 |
0.7050 |
0.7050 |
0.7060 |
0.7054 |
| S2 |
0.7038 |
0.7038 |
0.7058 |
|
| S3 |
0.7018 |
0.7030 |
0.7057 |
|
| S4 |
0.6998 |
0.7010 |
0.7051 |
|
|
| 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 |
0.7141 |
0.7047 |
0.0094 |
1.3% |
0.0037 |
0.5% |
16% |
False |
True |
132,043 |
| 10 |
0.7157 |
0.7047 |
0.0111 |
1.6% |
0.0043 |
0.6% |
14% |
False |
True |
116,915 |
| 20 |
0.7193 |
0.7047 |
0.0146 |
2.1% |
0.0040 |
0.6% |
11% |
False |
True |
101,358 |
| 40 |
0.7287 |
0.7047 |
0.0241 |
3.4% |
0.0035 |
0.5% |
6% |
False |
True |
89,049 |
| 60 |
0.7467 |
0.7047 |
0.0420 |
5.9% |
0.0035 |
0.5% |
4% |
False |
True |
89,428 |
| 80 |
0.7467 |
0.7047 |
0.0420 |
5.9% |
0.0034 |
0.5% |
4% |
False |
True |
74,949 |
| 100 |
0.7467 |
0.7047 |
0.0420 |
5.9% |
0.0033 |
0.5% |
4% |
False |
True |
60,075 |
| 120 |
0.7467 |
0.7047 |
0.0420 |
5.9% |
0.0032 |
0.4% |
4% |
False |
True |
50,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7152 |
|
2.618 |
0.7119 |
|
1.618 |
0.7099 |
|
1.000 |
0.7087 |
|
0.618 |
0.7079 |
|
HIGH |
0.7067 |
|
0.618 |
0.7059 |
|
0.500 |
0.7057 |
|
0.382 |
0.7054 |
|
LOW |
0.7047 |
|
0.618 |
0.7034 |
|
1.000 |
0.7027 |
|
1.618 |
0.7014 |
|
2.618 |
0.6994 |
|
4.250 |
0.6962 |
|
|
| Fisher Pivots for day following 10-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7060 |
0.7091 |
| PP |
0.7058 |
0.7081 |
| S1 |
0.7057 |
0.7072 |
|