CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 11-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2024 |
11-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7061 |
0.7055 |
-0.0006 |
-0.1% |
0.7148 |
| High |
0.7067 |
0.7084 |
0.0018 |
0.2% |
0.7148 |
| Low |
0.7047 |
0.7027 |
-0.0020 |
-0.3% |
0.7062 |
| Close |
0.7062 |
0.7064 |
0.0002 |
0.0% |
0.7065 |
| Range |
0.0020 |
0.0058 |
0.0038 |
187.5% |
0.0086 |
| ATR |
0.0039 |
0.0040 |
0.0001 |
3.5% |
0.0000 |
| Volume |
168,592 |
203,617 |
35,025 |
20.8% |
504,041 |
|
| Daily Pivots for day following 11-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7231 |
0.7205 |
0.7095 |
|
| R3 |
0.7173 |
0.7147 |
0.7079 |
|
| R2 |
0.7116 |
0.7116 |
0.7074 |
|
| R1 |
0.7090 |
0.7090 |
0.7069 |
0.7103 |
| PP |
0.7058 |
0.7058 |
0.7058 |
0.7065 |
| S1 |
0.7032 |
0.7032 |
0.7058 |
0.7045 |
| S2 |
0.7001 |
0.7001 |
0.7053 |
|
| S3 |
0.6943 |
0.6975 |
0.7048 |
|
| S4 |
0.6886 |
0.6917 |
0.7032 |
|
|
| 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 |
0.7027 |
0.0114 |
1.6% |
0.0045 |
0.6% |
32% |
False |
True |
152,810 |
| 10 |
0.7156 |
0.7027 |
0.0130 |
1.8% |
0.0039 |
0.6% |
29% |
False |
True |
121,110 |
| 20 |
0.7186 |
0.7027 |
0.0160 |
2.3% |
0.0041 |
0.6% |
23% |
False |
True |
107,768 |
| 40 |
0.7287 |
0.7027 |
0.0261 |
3.7% |
0.0036 |
0.5% |
14% |
False |
True |
91,240 |
| 60 |
0.7467 |
0.7027 |
0.0440 |
6.2% |
0.0036 |
0.5% |
8% |
False |
True |
91,513 |
| 80 |
0.7467 |
0.7027 |
0.0440 |
6.2% |
0.0034 |
0.5% |
8% |
False |
True |
77,476 |
| 100 |
0.7467 |
0.7027 |
0.0440 |
6.2% |
0.0033 |
0.5% |
8% |
False |
True |
62,107 |
| 120 |
0.7467 |
0.7027 |
0.0440 |
6.2% |
0.0032 |
0.5% |
8% |
False |
True |
51,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7328 |
|
2.618 |
0.7235 |
|
1.618 |
0.7177 |
|
1.000 |
0.7142 |
|
0.618 |
0.7120 |
|
HIGH |
0.7084 |
|
0.618 |
0.7062 |
|
0.500 |
0.7055 |
|
0.382 |
0.7048 |
|
LOW |
0.7027 |
|
0.618 |
0.6991 |
|
1.000 |
0.6969 |
|
1.618 |
0.6933 |
|
2.618 |
0.6876 |
|
4.250 |
0.6782 |
|
|
| Fisher Pivots for day following 11-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7061 |
0.7063 |
| PP |
0.7058 |
0.7063 |
| S1 |
0.7055 |
0.7062 |
|