CME Canadian Dollar Future December 2024
Trading Metrics calculated at close of trading on 13-Dec-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2024 |
13-Dec-2024 |
Change |
Change % |
Previous Week |
Open |
0.7064 |
0.7036 |
-0.0029 |
-0.4% |
0.7063 |
High |
0.7078 |
0.7038 |
-0.0040 |
-0.6% |
0.7098 |
Low |
0.7030 |
0.7021 |
-0.0010 |
-0.1% |
0.7021 |
Close |
0.7040 |
0.7027 |
-0.0013 |
-0.2% |
0.7027 |
Range |
0.0048 |
0.0018 |
-0.0031 |
-63.5% |
0.0078 |
ATR |
0.0041 |
0.0039 |
-0.0002 |
-3.8% |
0.0000 |
Volume |
168,364 |
73,588 |
-94,776 |
-56.3% |
768,344 |
|
Daily Pivots for day following 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7081 |
0.7072 |
0.7037 |
|
R3 |
0.7064 |
0.7054 |
0.7032 |
|
R2 |
0.7046 |
0.7046 |
0.7030 |
|
R1 |
0.7037 |
0.7037 |
0.7029 |
0.7033 |
PP |
0.7029 |
0.7029 |
0.7029 |
0.7027 |
S1 |
0.7019 |
0.7019 |
0.7025 |
0.7015 |
S2 |
0.7011 |
0.7011 |
0.7024 |
|
S3 |
0.6994 |
0.7002 |
0.7022 |
|
S4 |
0.6976 |
0.6984 |
0.7017 |
|
|
Weekly Pivots for week ending 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7281 |
0.7232 |
0.7070 |
|
R3 |
0.7204 |
0.7154 |
0.7048 |
|
R2 |
0.7126 |
0.7126 |
0.7041 |
|
R1 |
0.7077 |
0.7077 |
0.7034 |
0.7063 |
PP |
0.7049 |
0.7049 |
0.7049 |
0.7042 |
S1 |
0.6999 |
0.6999 |
0.7020 |
0.6985 |
S2 |
0.6971 |
0.6971 |
0.7013 |
|
S3 |
0.6894 |
0.6922 |
0.7006 |
|
S4 |
0.6816 |
0.6844 |
0.6984 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7098 |
0.7021 |
0.0078 |
1.1% |
0.0037 |
0.5% |
8% |
False |
True |
153,668 |
10 |
0.7148 |
0.7021 |
0.0128 |
1.8% |
0.0039 |
0.6% |
5% |
False |
True |
127,238 |
20 |
0.7185 |
0.7021 |
0.0165 |
2.3% |
0.0041 |
0.6% |
4% |
False |
True |
109,907 |
40 |
0.7267 |
0.7021 |
0.0246 |
3.5% |
0.0036 |
0.5% |
3% |
False |
True |
93,429 |
60 |
0.7467 |
0.7021 |
0.0446 |
6.3% |
0.0035 |
0.5% |
1% |
False |
True |
91,704 |
80 |
0.7467 |
0.7021 |
0.0446 |
6.3% |
0.0034 |
0.5% |
1% |
False |
True |
80,467 |
100 |
0.7467 |
0.7021 |
0.0446 |
6.3% |
0.0033 |
0.5% |
1% |
False |
True |
64,518 |
120 |
0.7467 |
0.7021 |
0.0446 |
6.3% |
0.0032 |
0.5% |
1% |
False |
True |
53,827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7112 |
2.618 |
0.7084 |
1.618 |
0.7066 |
1.000 |
0.7056 |
0.618 |
0.7049 |
HIGH |
0.7038 |
0.618 |
0.7031 |
0.500 |
0.7029 |
0.382 |
0.7027 |
LOW |
0.7021 |
0.618 |
0.7010 |
1.000 |
0.7003 |
1.618 |
0.6992 |
2.618 |
0.6975 |
4.250 |
0.6946 |
|
|
Fisher Pivots for day following 13-Dec-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7029 |
0.7052 |
PP |
0.7029 |
0.7044 |
S1 |
0.7028 |
0.7035 |
|