CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 12-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2024 |
12-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7055 |
0.7064 |
0.0010 |
0.1% |
0.7148 |
| High |
0.7084 |
0.7078 |
-0.0006 |
-0.1% |
0.7148 |
| Low |
0.7027 |
0.7030 |
0.0004 |
0.0% |
0.7062 |
| Close |
0.7064 |
0.7040 |
-0.0024 |
-0.3% |
0.7065 |
| Range |
0.0058 |
0.0048 |
-0.0010 |
-16.5% |
0.0086 |
| ATR |
0.0040 |
0.0041 |
0.0001 |
1.4% |
0.0000 |
| Volume |
203,617 |
168,364 |
-35,253 |
-17.3% |
504,041 |
|
| Daily Pivots for day following 12-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7193 |
0.7164 |
0.7066 |
|
| R3 |
0.7145 |
0.7116 |
0.7053 |
|
| R2 |
0.7097 |
0.7097 |
0.7048 |
|
| R1 |
0.7068 |
0.7068 |
0.7044 |
0.7059 |
| PP |
0.7049 |
0.7049 |
0.7049 |
0.7044 |
| S1 |
0.7020 |
0.7020 |
0.7035 |
0.7011 |
| S2 |
0.7001 |
0.7001 |
0.7031 |
|
| S3 |
0.6953 |
0.6972 |
0.7026 |
|
| S4 |
0.6905 |
0.6924 |
0.7013 |
|
|
| 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 |
0.7135 |
0.7027 |
0.0109 |
1.5% |
0.0048 |
0.7% |
12% |
False |
False |
171,396 |
| 10 |
0.7156 |
0.7027 |
0.0130 |
1.8% |
0.0041 |
0.6% |
10% |
False |
False |
129,258 |
| 20 |
0.7185 |
0.7027 |
0.0159 |
2.3% |
0.0042 |
0.6% |
8% |
False |
False |
111,709 |
| 40 |
0.7287 |
0.7027 |
0.0261 |
3.7% |
0.0036 |
0.5% |
5% |
False |
False |
93,284 |
| 60 |
0.7467 |
0.7027 |
0.0440 |
6.3% |
0.0036 |
0.5% |
3% |
False |
False |
92,595 |
| 80 |
0.7467 |
0.7027 |
0.0440 |
6.3% |
0.0034 |
0.5% |
3% |
False |
False |
79,571 |
| 100 |
0.7467 |
0.7027 |
0.0440 |
6.3% |
0.0033 |
0.5% |
3% |
False |
False |
63,788 |
| 120 |
0.7467 |
0.7027 |
0.0440 |
6.3% |
0.0032 |
0.5% |
3% |
False |
False |
53,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7282 |
|
2.618 |
0.7204 |
|
1.618 |
0.7156 |
|
1.000 |
0.7126 |
|
0.618 |
0.7108 |
|
HIGH |
0.7078 |
|
0.618 |
0.7060 |
|
0.500 |
0.7054 |
|
0.382 |
0.7048 |
|
LOW |
0.7030 |
|
0.618 |
0.7000 |
|
1.000 |
0.6982 |
|
1.618 |
0.6952 |
|
2.618 |
0.6904 |
|
4.250 |
0.6826 |
|
|
| Fisher Pivots for day following 12-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7054 |
0.7055 |
| PP |
0.7049 |
0.7050 |
| S1 |
0.7044 |
0.7045 |
|