CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 20-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2024 |
20-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7141 |
0.7171 |
0.0030 |
0.4% |
0.7197 |
| High |
0.7172 |
0.7174 |
0.0003 |
0.0% |
0.7200 |
| Low |
0.7131 |
0.7142 |
0.0011 |
0.2% |
0.7096 |
| Close |
0.7167 |
0.7158 |
-0.0010 |
-0.1% |
0.7103 |
| Range |
0.0041 |
0.0033 |
-0.0009 |
-20.7% |
0.0104 |
| ATR |
0.0036 |
0.0035 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
93,796 |
62,475 |
-31,321 |
-33.4% |
423,092 |
|
| Daily Pivots for day following 20-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7255 |
0.7239 |
0.7175 |
|
| R3 |
0.7223 |
0.7206 |
0.7166 |
|
| R2 |
0.7190 |
0.7190 |
0.7163 |
|
| R1 |
0.7174 |
0.7174 |
0.7160 |
0.7166 |
| PP |
0.7158 |
0.7158 |
0.7158 |
0.7154 |
| S1 |
0.7141 |
0.7141 |
0.7155 |
0.7133 |
| S2 |
0.7125 |
0.7125 |
0.7152 |
|
| S3 |
0.7093 |
0.7109 |
0.7149 |
|
| S4 |
0.7060 |
0.7076 |
0.7140 |
|
|
| Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7443 |
0.7376 |
0.7159 |
|
| R3 |
0.7340 |
0.7273 |
0.7131 |
|
| R2 |
0.7236 |
0.7236 |
0.7121 |
|
| R1 |
0.7169 |
0.7169 |
0.7112 |
0.7151 |
| PP |
0.7133 |
0.7133 |
0.7133 |
0.7124 |
| S1 |
0.7066 |
0.7066 |
0.7093 |
0.7048 |
| S2 |
0.7029 |
0.7029 |
0.7084 |
|
| S3 |
0.6926 |
0.6962 |
0.7074 |
|
| S4 |
0.6822 |
0.6859 |
0.7046 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7174 |
0.7096 |
0.0078 |
1.1% |
0.0040 |
0.6% |
79% |
True |
False |
87,346 |
| 10 |
0.7233 |
0.7096 |
0.0137 |
1.9% |
0.0038 |
0.5% |
45% |
False |
False |
81,253 |
| 20 |
0.7252 |
0.7096 |
0.0156 |
2.2% |
0.0035 |
0.5% |
39% |
False |
False |
81,983 |
| 40 |
0.7445 |
0.7096 |
0.0349 |
4.9% |
0.0032 |
0.4% |
18% |
False |
False |
81,661 |
| 60 |
0.7467 |
0.7096 |
0.0371 |
5.2% |
0.0032 |
0.5% |
17% |
False |
False |
75,810 |
| 80 |
0.7467 |
0.7096 |
0.0371 |
5.2% |
0.0032 |
0.4% |
17% |
False |
False |
57,243 |
| 100 |
0.7467 |
0.7096 |
0.0371 |
5.2% |
0.0030 |
0.4% |
17% |
False |
False |
45,871 |
| 120 |
0.7467 |
0.7096 |
0.0371 |
5.2% |
0.0030 |
0.4% |
17% |
False |
False |
38,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7312 |
|
2.618 |
0.7259 |
|
1.618 |
0.7227 |
|
1.000 |
0.7207 |
|
0.618 |
0.7194 |
|
HIGH |
0.7174 |
|
0.618 |
0.7162 |
|
0.500 |
0.7158 |
|
0.382 |
0.7154 |
|
LOW |
0.7142 |
|
0.618 |
0.7121 |
|
1.000 |
0.7109 |
|
1.618 |
0.7089 |
|
2.618 |
0.7056 |
|
4.250 |
0.7003 |
|
|
| Fisher Pivots for day following 20-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7158 |
0.7150 |
| PP |
0.7158 |
0.7143 |
| S1 |
0.7158 |
0.7136 |
|