CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 17-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2024 |
17-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7028 |
0.7022 |
-0.0006 |
-0.1% |
0.7063 |
| High |
0.7034 |
0.7026 |
-0.0008 |
-0.1% |
0.7098 |
| Low |
0.7007 |
0.6990 |
-0.0018 |
-0.2% |
0.7021 |
| Close |
0.7025 |
0.6996 |
-0.0029 |
-0.4% |
0.7027 |
| Range |
0.0027 |
0.0037 |
0.0010 |
37.7% |
0.0078 |
| ATR |
0.0038 |
0.0038 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
12,053 |
714 |
-11,339 |
-94.1% |
768,344 |
|
| Daily Pivots for day following 17-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7113 |
0.7091 |
0.7016 |
|
| R3 |
0.7077 |
0.7054 |
0.7006 |
|
| R2 |
0.7040 |
0.7040 |
0.7002 |
|
| R1 |
0.7018 |
0.7018 |
0.6999 |
0.7011 |
| PP |
0.7004 |
0.7004 |
0.7004 |
0.7000 |
| S1 |
0.6981 |
0.6981 |
0.6992 |
0.6974 |
| S2 |
0.6967 |
0.6967 |
0.6989 |
|
| S3 |
0.6931 |
0.6945 |
0.6985 |
|
| S4 |
0.6894 |
0.6908 |
0.6975 |
|
|
| 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 |
0.6990 |
0.0095 |
1.4% |
0.0037 |
0.5% |
6% |
False |
True |
91,667 |
| 10 |
0.7141 |
0.6990 |
0.0151 |
2.2% |
0.0037 |
0.5% |
4% |
False |
True |
111,855 |
| 20 |
0.7185 |
0.6990 |
0.0196 |
2.8% |
0.0040 |
0.6% |
3% |
False |
True |
102,004 |
| 40 |
0.7252 |
0.6990 |
0.0263 |
3.8% |
0.0037 |
0.5% |
2% |
False |
True |
91,133 |
| 60 |
0.7467 |
0.6990 |
0.0477 |
6.8% |
0.0035 |
0.5% |
1% |
False |
True |
88,889 |
| 80 |
0.7467 |
0.6990 |
0.0477 |
6.8% |
0.0034 |
0.5% |
1% |
False |
True |
80,558 |
| 100 |
0.7467 |
0.6990 |
0.0477 |
6.8% |
0.0033 |
0.5% |
1% |
False |
True |
64,637 |
| 120 |
0.7467 |
0.6990 |
0.0477 |
6.8% |
0.0032 |
0.5% |
1% |
False |
True |
53,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7181 |
|
2.618 |
0.7122 |
|
1.618 |
0.7085 |
|
1.000 |
0.7063 |
|
0.618 |
0.7049 |
|
HIGH |
0.7026 |
|
0.618 |
0.7012 |
|
0.500 |
0.7008 |
|
0.382 |
0.7003 |
|
LOW |
0.6990 |
|
0.618 |
0.6967 |
|
1.000 |
0.6953 |
|
1.618 |
0.6930 |
|
2.618 |
0.6894 |
|
4.250 |
0.6834 |
|
|
| Fisher Pivots for day following 17-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7008 |
0.7014 |
| PP |
0.7004 |
0.7008 |
| S1 |
0.7000 |
0.7002 |
|