CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 01-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2024 |
01-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7226 |
0.7213 |
-0.0013 |
-0.2% |
0.7231 |
| High |
0.7229 |
0.7226 |
-0.0003 |
0.0% |
0.7241 |
| Low |
0.7206 |
0.7198 |
-0.0008 |
-0.1% |
0.7198 |
| Close |
0.7225 |
0.7201 |
-0.0024 |
-0.3% |
0.7201 |
| Range |
0.0023 |
0.0028 |
0.0005 |
21.7% |
0.0043 |
| ATR |
0.0025 |
0.0025 |
0.0000 |
0.8% |
0.0000 |
| Volume |
917 |
467 |
-450 |
-49.1% |
4,059 |
|
| Daily Pivots for day following 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7292 |
0.7275 |
0.7216 |
|
| R3 |
0.7264 |
0.7247 |
0.7209 |
|
| R2 |
0.7236 |
0.7236 |
0.7206 |
|
| R1 |
0.7219 |
0.7219 |
0.7204 |
0.7214 |
| PP |
0.7208 |
0.7208 |
0.7208 |
0.7206 |
| S1 |
0.7191 |
0.7191 |
0.7198 |
0.7186 |
| S2 |
0.7180 |
0.7180 |
0.7196 |
|
| S3 |
0.7152 |
0.7163 |
0.7193 |
|
| S4 |
0.7124 |
0.7135 |
0.7186 |
|
|
| Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7341 |
0.7313 |
0.7224 |
|
| R3 |
0.7298 |
0.7271 |
0.7213 |
|
| R2 |
0.7256 |
0.7256 |
0.7209 |
|
| R1 |
0.7228 |
0.7228 |
0.7205 |
0.7221 |
| PP |
0.7213 |
0.7213 |
0.7213 |
0.7209 |
| S1 |
0.7186 |
0.7186 |
0.7197 |
0.7178 |
| S2 |
0.7171 |
0.7171 |
0.7193 |
|
| S3 |
0.7128 |
0.7143 |
0.7189 |
|
| S4 |
0.7086 |
0.7101 |
0.7178 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7241 |
0.7198 |
0.0043 |
0.6% |
0.0022 |
0.3% |
7% |
False |
True |
811 |
| 10 |
0.7281 |
0.7198 |
0.0083 |
1.1% |
0.0023 |
0.3% |
4% |
False |
True |
685 |
| 20 |
0.7397 |
0.7198 |
0.0199 |
2.8% |
0.0026 |
0.4% |
2% |
False |
True |
771 |
| 40 |
0.7479 |
0.7198 |
0.0281 |
3.9% |
0.0026 |
0.4% |
1% |
False |
True |
501 |
| 60 |
0.7479 |
0.7198 |
0.0281 |
3.9% |
0.0023 |
0.3% |
1% |
False |
True |
350 |
| 80 |
0.7479 |
0.7198 |
0.0281 |
3.9% |
0.0022 |
0.3% |
1% |
False |
True |
275 |
| 100 |
0.7479 |
0.7198 |
0.0281 |
3.9% |
0.0019 |
0.3% |
1% |
False |
True |
223 |
| 120 |
0.7479 |
0.7198 |
0.0281 |
3.9% |
0.0018 |
0.2% |
1% |
False |
True |
187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7345 |
|
2.618 |
0.7299 |
|
1.618 |
0.7271 |
|
1.000 |
0.7254 |
|
0.618 |
0.7243 |
|
HIGH |
0.7226 |
|
0.618 |
0.7215 |
|
0.500 |
0.7212 |
|
0.382 |
0.7209 |
|
LOW |
0.7198 |
|
0.618 |
0.7181 |
|
1.000 |
0.7170 |
|
1.618 |
0.7153 |
|
2.618 |
0.7125 |
|
4.250 |
0.7079 |
|
|
| Fisher Pivots for day following 01-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7212 |
0.7214 |
| PP |
0.7208 |
0.7210 |
| S1 |
0.7205 |
0.7205 |
|