CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 21-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2024 |
21-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7263 |
0.7257 |
-0.0006 |
-0.1% |
0.7280 |
| High |
0.7267 |
0.7259 |
-0.0008 |
-0.1% |
0.7287 |
| Low |
0.7251 |
0.7233 |
-0.0019 |
-0.3% |
0.7239 |
| Close |
0.7254 |
0.7237 |
-0.0017 |
-0.2% |
0.7254 |
| Range |
0.0016 |
0.0027 |
0.0011 |
71.0% |
0.0049 |
| ATR |
0.0031 |
0.0030 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
50,465 |
54,160 |
3,695 |
7.3% |
375,120 |
|
| Daily Pivots for day following 21-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7322 |
0.7306 |
0.7252 |
|
| R3 |
0.7296 |
0.7280 |
0.7244 |
|
| R2 |
0.7269 |
0.7269 |
0.7242 |
|
| R1 |
0.7253 |
0.7253 |
0.7239 |
0.7248 |
| PP |
0.7243 |
0.7243 |
0.7243 |
0.7240 |
| S1 |
0.7227 |
0.7227 |
0.7235 |
0.7222 |
| S2 |
0.7216 |
0.7216 |
0.7232 |
|
| S3 |
0.7190 |
0.7200 |
0.7230 |
|
| S4 |
0.7163 |
0.7174 |
0.7222 |
|
|
| Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7405 |
0.7378 |
0.7281 |
|
| R3 |
0.7357 |
0.7330 |
0.7267 |
|
| R2 |
0.7308 |
0.7308 |
0.7263 |
|
| R1 |
0.7281 |
0.7281 |
0.7258 |
0.7271 |
| PP |
0.7260 |
0.7260 |
0.7260 |
0.7255 |
| S1 |
0.7233 |
0.7233 |
0.7250 |
0.7222 |
| S2 |
0.7211 |
0.7211 |
0.7245 |
|
| S3 |
0.7163 |
0.7184 |
0.7241 |
|
| S4 |
0.7114 |
0.7136 |
0.7227 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7287 |
0.7233 |
0.0055 |
0.8% |
0.0026 |
0.4% |
8% |
False |
True |
74,996 |
| 10 |
0.7360 |
0.7233 |
0.0127 |
1.8% |
0.0030 |
0.4% |
4% |
False |
True |
82,972 |
| 20 |
0.7467 |
0.7233 |
0.0234 |
3.2% |
0.0031 |
0.4% |
2% |
False |
True |
84,401 |
| 40 |
0.7467 |
0.7233 |
0.0234 |
3.2% |
0.0031 |
0.4% |
2% |
False |
True |
69,982 |
| 60 |
0.7467 |
0.7195 |
0.0272 |
3.8% |
0.0031 |
0.4% |
16% |
False |
False |
46,973 |
| 80 |
0.7467 |
0.7195 |
0.0272 |
3.8% |
0.0030 |
0.4% |
16% |
False |
False |
35,329 |
| 100 |
0.7467 |
0.7195 |
0.0272 |
3.8% |
0.0029 |
0.4% |
16% |
False |
False |
28,326 |
| 120 |
0.7467 |
0.7195 |
0.0272 |
3.8% |
0.0028 |
0.4% |
16% |
False |
False |
23,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7372 |
|
2.618 |
0.7328 |
|
1.618 |
0.7302 |
|
1.000 |
0.7286 |
|
0.618 |
0.7275 |
|
HIGH |
0.7259 |
|
0.618 |
0.7249 |
|
0.500 |
0.7246 |
|
0.382 |
0.7243 |
|
LOW |
0.7233 |
|
0.618 |
0.7216 |
|
1.000 |
0.7206 |
|
1.618 |
0.7190 |
|
2.618 |
0.7163 |
|
4.250 |
0.7120 |
|
|
| Fisher Pivots for day following 21-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7246 |
0.7260 |
| PP |
0.7243 |
0.7252 |
| S1 |
0.7240 |
0.7245 |
|