CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 12-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2024 |
12-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7222 |
0.7214 |
-0.0008 |
-0.1% |
0.7215 |
| High |
0.7222 |
0.7214 |
-0.0008 |
-0.1% |
0.7265 |
| Low |
0.7201 |
0.7192 |
-0.0009 |
-0.1% |
0.7195 |
| Close |
0.7213 |
0.7203 |
-0.0010 |
-0.1% |
0.7220 |
| Range |
0.0022 |
0.0023 |
0.0001 |
4.7% |
0.0070 |
| ATR |
0.0031 |
0.0031 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
236 |
1,521 |
1,285 |
544.5% |
4,954 |
|
| Daily Pivots for day following 12-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7270 |
0.7259 |
0.7215 |
|
| R3 |
0.7248 |
0.7237 |
0.7209 |
|
| R2 |
0.7225 |
0.7225 |
0.7207 |
|
| R1 |
0.7214 |
0.7214 |
0.7205 |
0.7209 |
| PP |
0.7203 |
0.7203 |
0.7203 |
0.7200 |
| S1 |
0.7192 |
0.7192 |
0.7201 |
0.7186 |
| S2 |
0.7180 |
0.7180 |
0.7199 |
|
| S3 |
0.7158 |
0.7169 |
0.7197 |
|
| S4 |
0.7135 |
0.7147 |
0.7191 |
|
|
| Weekly Pivots for week ending 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7437 |
0.7398 |
0.7258 |
|
| R3 |
0.7367 |
0.7328 |
0.7239 |
|
| R2 |
0.7297 |
0.7297 |
0.7232 |
|
| R1 |
0.7258 |
0.7258 |
0.7226 |
0.7277 |
| PP |
0.7227 |
0.7227 |
0.7227 |
0.7236 |
| S1 |
0.7188 |
0.7188 |
0.7213 |
0.7207 |
| S2 |
0.7157 |
0.7157 |
0.7207 |
|
| S3 |
0.7087 |
0.7118 |
0.7200 |
|
| S4 |
0.7017 |
0.7048 |
0.7181 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7263 |
0.7192 |
0.0072 |
1.0% |
0.0040 |
0.6% |
16% |
False |
True |
1,113 |
| 10 |
0.7265 |
0.7192 |
0.0074 |
1.0% |
0.0034 |
0.5% |
16% |
False |
True |
902 |
| 20 |
0.7309 |
0.7192 |
0.0117 |
1.6% |
0.0028 |
0.4% |
10% |
False |
True |
749 |
| 40 |
0.7479 |
0.7192 |
0.0288 |
4.0% |
0.0031 |
0.4% |
4% |
False |
True |
659 |
| 60 |
0.7479 |
0.7192 |
0.0288 |
4.0% |
0.0026 |
0.4% |
4% |
False |
True |
461 |
| 80 |
0.7479 |
0.7192 |
0.0288 |
4.0% |
0.0024 |
0.3% |
4% |
False |
True |
357 |
| 100 |
0.7479 |
0.7192 |
0.0288 |
4.0% |
0.0021 |
0.3% |
4% |
False |
True |
290 |
| 120 |
0.7479 |
0.7192 |
0.0288 |
4.0% |
0.0020 |
0.3% |
4% |
False |
True |
242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7310 |
|
2.618 |
0.7273 |
|
1.618 |
0.7250 |
|
1.000 |
0.7237 |
|
0.618 |
0.7228 |
|
HIGH |
0.7214 |
|
0.618 |
0.7205 |
|
0.500 |
0.7203 |
|
0.382 |
0.7200 |
|
LOW |
0.7192 |
|
0.618 |
0.7178 |
|
1.000 |
0.7169 |
|
1.618 |
0.7155 |
|
2.618 |
0.7133 |
|
4.250 |
0.7096 |
|
|
| Fisher Pivots for day following 12-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7203 |
0.7218 |
| PP |
0.7203 |
0.7213 |
| S1 |
0.7203 |
0.7208 |
|