CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 05-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2024 |
05-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7215 |
0.7226 |
0.0011 |
0.2% |
0.7231 |
| High |
0.7240 |
0.7265 |
0.0025 |
0.3% |
0.7241 |
| Low |
0.7215 |
0.7225 |
0.0011 |
0.1% |
0.7198 |
| Close |
0.7229 |
0.7258 |
0.0029 |
0.4% |
0.7201 |
| Range |
0.0026 |
0.0040 |
0.0015 |
56.9% |
0.0043 |
| ATR |
0.0026 |
0.0027 |
0.0001 |
3.7% |
0.0000 |
| Volume |
361 |
782 |
421 |
116.6% |
4,059 |
|
| Daily Pivots for day following 05-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7369 |
0.7354 |
0.7280 |
|
| R3 |
0.7329 |
0.7314 |
0.7269 |
|
| R2 |
0.7289 |
0.7289 |
0.7265 |
|
| R1 |
0.7274 |
0.7274 |
0.7262 |
0.7282 |
| PP |
0.7249 |
0.7249 |
0.7249 |
0.7253 |
| S1 |
0.7234 |
0.7234 |
0.7254 |
0.7242 |
| S2 |
0.7209 |
0.7209 |
0.7251 |
|
| S3 |
0.7169 |
0.7194 |
0.7247 |
|
| S4 |
0.7129 |
0.7154 |
0.7236 |
|
|
| 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 |
0.7265 |
0.7198 |
0.0067 |
0.9% |
0.0027 |
0.4% |
90% |
True |
False |
690 |
| 10 |
0.7276 |
0.7198 |
0.0078 |
1.1% |
0.0026 |
0.4% |
77% |
False |
False |
706 |
| 20 |
0.7361 |
0.7198 |
0.0163 |
2.2% |
0.0025 |
0.4% |
37% |
False |
False |
776 |
| 40 |
0.7479 |
0.7198 |
0.0281 |
3.9% |
0.0027 |
0.4% |
21% |
False |
False |
529 |
| 60 |
0.7479 |
0.7198 |
0.0281 |
3.9% |
0.0023 |
0.3% |
21% |
False |
False |
369 |
| 80 |
0.7479 |
0.7198 |
0.0281 |
3.9% |
0.0022 |
0.3% |
21% |
False |
False |
289 |
| 100 |
0.7479 |
0.7198 |
0.0281 |
3.9% |
0.0019 |
0.3% |
21% |
False |
False |
235 |
| 120 |
0.7479 |
0.7198 |
0.0281 |
3.9% |
0.0018 |
0.3% |
21% |
False |
False |
196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7435 |
|
2.618 |
0.7370 |
|
1.618 |
0.7330 |
|
1.000 |
0.7305 |
|
0.618 |
0.7290 |
|
HIGH |
0.7265 |
|
0.618 |
0.7250 |
|
0.500 |
0.7245 |
|
0.382 |
0.7240 |
|
LOW |
0.7225 |
|
0.618 |
0.7200 |
|
1.000 |
0.7185 |
|
1.618 |
0.7160 |
|
2.618 |
0.7120 |
|
4.250 |
0.7055 |
|
|
| Fisher Pivots for day following 05-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7254 |
0.7249 |
| PP |
0.7249 |
0.7240 |
| S1 |
0.7245 |
0.7232 |
|