CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 13-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2024 |
13-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7214 |
0.7202 |
-0.0012 |
-0.2% |
0.7215 |
| High |
0.7214 |
0.7209 |
-0.0006 |
-0.1% |
0.7265 |
| Low |
0.7192 |
0.7173 |
-0.0019 |
-0.3% |
0.7195 |
| Close |
0.7203 |
0.7175 |
-0.0029 |
-0.4% |
0.7220 |
| Range |
0.0023 |
0.0036 |
0.0013 |
57.8% |
0.0070 |
| ATR |
0.0031 |
0.0031 |
0.0000 |
1.1% |
0.0000 |
| Volume |
1,521 |
2,373 |
852 |
56.0% |
4,954 |
|
| Daily Pivots for day following 13-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7292 |
0.7269 |
0.7194 |
|
| R3 |
0.7256 |
0.7233 |
0.7184 |
|
| R2 |
0.7221 |
0.7221 |
0.7181 |
|
| R1 |
0.7198 |
0.7198 |
0.7178 |
0.7192 |
| PP |
0.7185 |
0.7185 |
0.7185 |
0.7182 |
| S1 |
0.7162 |
0.7162 |
0.7171 |
0.7156 |
| S2 |
0.7150 |
0.7150 |
0.7168 |
|
| S3 |
0.7114 |
0.7127 |
0.7165 |
|
| S4 |
0.7079 |
0.7091 |
0.7155 |
|
|
| 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 |
0.7257 |
0.7173 |
0.0084 |
1.2% |
0.0033 |
0.5% |
2% |
False |
True |
1,319 |
| 10 |
0.7265 |
0.7173 |
0.0092 |
1.3% |
0.0035 |
0.5% |
2% |
False |
True |
1,046 |
| 20 |
0.7308 |
0.7173 |
0.0135 |
1.9% |
0.0028 |
0.4% |
1% |
False |
True |
836 |
| 40 |
0.7479 |
0.7173 |
0.0306 |
4.3% |
0.0030 |
0.4% |
0% |
False |
True |
711 |
| 60 |
0.7479 |
0.7173 |
0.0306 |
4.3% |
0.0026 |
0.4% |
0% |
False |
True |
500 |
| 80 |
0.7479 |
0.7173 |
0.0306 |
4.3% |
0.0024 |
0.3% |
0% |
False |
True |
387 |
| 100 |
0.7479 |
0.7173 |
0.0306 |
4.3% |
0.0021 |
0.3% |
0% |
False |
True |
313 |
| 120 |
0.7479 |
0.7173 |
0.0306 |
4.3% |
0.0020 |
0.3% |
0% |
False |
True |
262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7359 |
|
2.618 |
0.7301 |
|
1.618 |
0.7266 |
|
1.000 |
0.7244 |
|
0.618 |
0.7230 |
|
HIGH |
0.7209 |
|
0.618 |
0.7195 |
|
0.500 |
0.7191 |
|
0.382 |
0.7187 |
|
LOW |
0.7173 |
|
0.618 |
0.7151 |
|
1.000 |
0.7138 |
|
1.618 |
0.7116 |
|
2.618 |
0.7080 |
|
4.250 |
0.7022 |
|
|
| Fisher Pivots for day following 13-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7191 |
0.7198 |
| PP |
0.7185 |
0.7190 |
| S1 |
0.7180 |
0.7182 |
|