CME Canadian Dollar Future December 2024
Trading Metrics calculated at close of trading on 16-Dec-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2024 |
16-Dec-2024 |
Change |
Change % |
Previous Week |
Open |
0.7036 |
0.7028 |
-0.0008 |
-0.1% |
0.7063 |
High |
0.7038 |
0.7034 |
-0.0005 |
-0.1% |
0.7098 |
Low |
0.7021 |
0.7007 |
-0.0014 |
-0.2% |
0.7021 |
Close |
0.7027 |
0.7025 |
-0.0003 |
0.0% |
0.7027 |
Range |
0.0018 |
0.0027 |
0.0009 |
51.4% |
0.0078 |
ATR |
0.0039 |
0.0038 |
-0.0001 |
-2.3% |
0.0000 |
Volume |
73,588 |
12,053 |
-61,535 |
-83.6% |
768,344 |
|
Daily Pivots for day following 16-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7101 |
0.7089 |
0.7039 |
|
R3 |
0.7075 |
0.7063 |
0.7032 |
|
R2 |
0.7048 |
0.7048 |
0.7029 |
|
R1 |
0.7036 |
0.7036 |
0.7027 |
0.7029 |
PP |
0.7022 |
0.7022 |
0.7022 |
0.7018 |
S1 |
0.7010 |
0.7010 |
0.7022 |
0.7003 |
S2 |
0.6995 |
0.6995 |
0.7020 |
|
S3 |
0.6969 |
0.6983 |
0.7017 |
|
S4 |
0.6942 |
0.6957 |
0.7010 |
|
|
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 |
0.7084 |
0.7007 |
0.0077 |
1.1% |
0.0034 |
0.5% |
23% |
False |
True |
125,242 |
10 |
0.7142 |
0.7007 |
0.0135 |
1.9% |
0.0037 |
0.5% |
13% |
False |
True |
119,357 |
20 |
0.7185 |
0.7007 |
0.0178 |
2.5% |
0.0040 |
0.6% |
10% |
False |
True |
105,622 |
40 |
0.7259 |
0.7007 |
0.0252 |
3.6% |
0.0036 |
0.5% |
7% |
False |
True |
92,469 |
60 |
0.7467 |
0.7007 |
0.0460 |
6.5% |
0.0035 |
0.5% |
4% |
False |
True |
90,495 |
80 |
0.7467 |
0.7007 |
0.0460 |
6.5% |
0.0034 |
0.5% |
4% |
False |
True |
80,603 |
100 |
0.7467 |
0.7007 |
0.0460 |
6.5% |
0.0033 |
0.5% |
4% |
False |
True |
64,634 |
120 |
0.7467 |
0.7007 |
0.0460 |
6.5% |
0.0032 |
0.5% |
4% |
False |
True |
53,926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7146 |
2.618 |
0.7103 |
1.618 |
0.7076 |
1.000 |
0.7060 |
0.618 |
0.7050 |
HIGH |
0.7034 |
0.618 |
0.7023 |
0.500 |
0.7020 |
0.382 |
0.7017 |
LOW |
0.7007 |
0.618 |
0.6991 |
1.000 |
0.6981 |
1.618 |
0.6964 |
2.618 |
0.6938 |
4.250 |
0.6894 |
|
|
Fisher Pivots for day following 16-Dec-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7023 |
0.7043 |
PP |
0.7022 |
0.7037 |
S1 |
0.7020 |
0.7031 |
|