CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 04-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2024 |
04-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7213 |
0.7215 |
0.0002 |
0.0% |
0.7231 |
| High |
0.7226 |
0.7240 |
0.0014 |
0.2% |
0.7241 |
| Low |
0.7198 |
0.7215 |
0.0017 |
0.2% |
0.7198 |
| Close |
0.7201 |
0.7229 |
0.0028 |
0.4% |
0.7201 |
| Range |
0.0028 |
0.0026 |
-0.0003 |
-8.9% |
0.0043 |
| ATR |
0.0025 |
0.0026 |
0.0001 |
3.8% |
0.0000 |
| Volume |
467 |
361 |
-106 |
-22.7% |
4,059 |
|
| Daily Pivots for day following 04-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7304 |
0.7292 |
0.7243 |
|
| R3 |
0.7279 |
0.7267 |
0.7236 |
|
| R2 |
0.7253 |
0.7253 |
0.7234 |
|
| R1 |
0.7241 |
0.7241 |
0.7231 |
0.7247 |
| PP |
0.7228 |
0.7228 |
0.7228 |
0.7231 |
| S1 |
0.7216 |
0.7216 |
0.7227 |
0.7222 |
| S2 |
0.7202 |
0.7202 |
0.7224 |
|
| S3 |
0.7177 |
0.7190 |
0.7222 |
|
| S4 |
0.7151 |
0.7165 |
0.7215 |
|
|
| 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% |
0.0025 |
0.3% |
73% |
False |
False |
775 |
| 10 |
0.7276 |
0.7198 |
0.0078 |
1.1% |
0.0023 |
0.3% |
40% |
False |
False |
673 |
| 20 |
0.7376 |
0.7198 |
0.0178 |
2.5% |
0.0025 |
0.3% |
17% |
False |
False |
763 |
| 40 |
0.7479 |
0.7198 |
0.0281 |
3.9% |
0.0027 |
0.4% |
11% |
False |
False |
509 |
| 60 |
0.7479 |
0.7198 |
0.0281 |
3.9% |
0.0023 |
0.3% |
11% |
False |
False |
356 |
| 80 |
0.7479 |
0.7198 |
0.0281 |
3.9% |
0.0022 |
0.3% |
11% |
False |
False |
279 |
| 100 |
0.7479 |
0.7198 |
0.0281 |
3.9% |
0.0019 |
0.3% |
11% |
False |
False |
227 |
| 120 |
0.7479 |
0.7198 |
0.0281 |
3.9% |
0.0018 |
0.2% |
11% |
False |
False |
190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7348 |
|
2.618 |
0.7307 |
|
1.618 |
0.7281 |
|
1.000 |
0.7266 |
|
0.618 |
0.7256 |
|
HIGH |
0.7240 |
|
0.618 |
0.7230 |
|
0.500 |
0.7227 |
|
0.382 |
0.7224 |
|
LOW |
0.7215 |
|
0.618 |
0.7199 |
|
1.000 |
0.7189 |
|
1.618 |
0.7173 |
|
2.618 |
0.7148 |
|
4.250 |
0.7106 |
|
|
| Fisher Pivots for day following 04-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7228 |
0.7226 |
| PP |
0.7228 |
0.7222 |
| S1 |
0.7227 |
0.7219 |
|