CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 04-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2024 |
04-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7422 |
0.7390 |
-0.0032 |
-0.4% |
0.7414 |
| High |
0.7422 |
0.7396 |
-0.0026 |
-0.4% |
0.7437 |
| Low |
0.7381 |
0.7371 |
-0.0010 |
-0.1% |
0.7371 |
| Close |
0.7395 |
0.7380 |
-0.0015 |
-0.2% |
0.7380 |
| Range |
0.0041 |
0.0025 |
-0.0016 |
-39.0% |
0.0066 |
| ATR |
0.0033 |
0.0032 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
92,243 |
84,479 |
-7,764 |
-8.4% |
416,334 |
|
| Daily Pivots for day following 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7457 |
0.7443 |
0.7393 |
|
| R3 |
0.7432 |
0.7418 |
0.7386 |
|
| R2 |
0.7407 |
0.7407 |
0.7384 |
|
| R1 |
0.7393 |
0.7393 |
0.7382 |
0.7388 |
| PP |
0.7382 |
0.7382 |
0.7382 |
0.7379 |
| S1 |
0.7368 |
0.7368 |
0.7377 |
0.7363 |
| S2 |
0.7357 |
0.7357 |
0.7375 |
|
| S3 |
0.7332 |
0.7343 |
0.7373 |
|
| S4 |
0.7307 |
0.7318 |
0.7366 |
|
|
| Weekly Pivots for week ending 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7594 |
0.7553 |
0.7416 |
|
| R3 |
0.7528 |
0.7487 |
0.7398 |
|
| R2 |
0.7462 |
0.7462 |
0.7392 |
|
| R1 |
0.7421 |
0.7421 |
0.7386 |
0.7408 |
| PP |
0.7396 |
0.7396 |
0.7396 |
0.7390 |
| S1 |
0.7355 |
0.7355 |
0.7373 |
0.7342 |
| S2 |
0.7330 |
0.7330 |
0.7367 |
|
| S3 |
0.7264 |
0.7289 |
0.7361 |
|
| S4 |
0.7198 |
0.7223 |
0.7343 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7437 |
0.7371 |
0.0066 |
0.9% |
0.0029 |
0.4% |
13% |
False |
True |
83,266 |
| 10 |
0.7467 |
0.7371 |
0.0096 |
1.3% |
0.0035 |
0.5% |
9% |
False |
True |
87,378 |
| 20 |
0.7467 |
0.7343 |
0.0124 |
1.7% |
0.0032 |
0.4% |
30% |
False |
False |
89,894 |
| 40 |
0.7467 |
0.7290 |
0.0177 |
2.4% |
0.0030 |
0.4% |
51% |
False |
False |
47,521 |
| 60 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0030 |
0.4% |
68% |
False |
False |
31,864 |
| 80 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0029 |
0.4% |
68% |
False |
False |
24,006 |
| 100 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0028 |
0.4% |
68% |
False |
False |
19,217 |
| 120 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0027 |
0.4% |
68% |
False |
False |
16,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7502 |
|
2.618 |
0.7461 |
|
1.618 |
0.7436 |
|
1.000 |
0.7421 |
|
0.618 |
0.7411 |
|
HIGH |
0.7396 |
|
0.618 |
0.7386 |
|
0.500 |
0.7384 |
|
0.382 |
0.7381 |
|
LOW |
0.7371 |
|
0.618 |
0.7356 |
|
1.000 |
0.7346 |
|
1.618 |
0.7331 |
|
2.618 |
0.7306 |
|
4.250 |
0.7265 |
|
|
| Fisher Pivots for day following 04-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7384 |
0.7404 |
| PP |
0.7382 |
0.7396 |
| S1 |
0.7381 |
0.7388 |
|