CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 22-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2024 |
22-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7189 |
0.7186 |
-0.0003 |
0.0% |
0.7130 |
| High |
0.7209 |
0.7194 |
-0.0015 |
-0.2% |
0.7209 |
| Low |
0.7185 |
0.7162 |
-0.0023 |
-0.3% |
0.7125 |
| Close |
0.7192 |
0.7183 |
-0.0009 |
-0.1% |
0.7183 |
| Range |
0.0024 |
0.0032 |
0.0008 |
33.3% |
0.0084 |
| ATR |
0.0033 |
0.0033 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
3,739 |
1,998 |
-1,741 |
-46.6% |
13,229 |
|
| Daily Pivots for day following 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7276 |
0.7261 |
0.7200 |
|
| R3 |
0.7244 |
0.7229 |
0.7191 |
|
| R2 |
0.7212 |
0.7212 |
0.7188 |
|
| R1 |
0.7197 |
0.7197 |
0.7185 |
0.7188 |
| PP |
0.7180 |
0.7180 |
0.7180 |
0.7175 |
| S1 |
0.7165 |
0.7165 |
0.7180 |
0.7156 |
| S2 |
0.7148 |
0.7148 |
0.7177 |
|
| S3 |
0.7116 |
0.7133 |
0.7174 |
|
| S4 |
0.7084 |
0.7101 |
0.7165 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7424 |
0.7387 |
0.7229 |
|
| R3 |
0.7340 |
0.7303 |
0.7206 |
|
| R2 |
0.7256 |
0.7256 |
0.7198 |
|
| R1 |
0.7219 |
0.7219 |
0.7190 |
0.7238 |
| PP |
0.7172 |
0.7172 |
0.7172 |
0.7181 |
| S1 |
0.7135 |
0.7135 |
0.7175 |
0.7154 |
| S2 |
0.7088 |
0.7088 |
0.7167 |
|
| S3 |
0.7004 |
0.7051 |
0.7159 |
|
| S4 |
0.6920 |
0.6967 |
0.7136 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7209 |
0.7125 |
0.0084 |
1.2% |
0.0035 |
0.5% |
69% |
False |
False |
2,645 |
| 10 |
0.7222 |
0.7121 |
0.0101 |
1.4% |
0.0032 |
0.5% |
61% |
False |
False |
2,290 |
| 20 |
0.7265 |
0.7121 |
0.0144 |
2.0% |
0.0033 |
0.5% |
43% |
False |
False |
1,595 |
| 40 |
0.7451 |
0.7121 |
0.0330 |
4.6% |
0.0030 |
0.4% |
19% |
False |
False |
1,124 |
| 60 |
0.7479 |
0.7121 |
0.0358 |
5.0% |
0.0029 |
0.4% |
17% |
False |
False |
801 |
| 80 |
0.7479 |
0.7121 |
0.0358 |
5.0% |
0.0025 |
0.4% |
17% |
False |
False |
613 |
| 100 |
0.7479 |
0.7121 |
0.0358 |
5.0% |
0.0023 |
0.3% |
17% |
False |
False |
500 |
| 120 |
0.7479 |
0.7121 |
0.0358 |
5.0% |
0.0021 |
0.3% |
17% |
False |
False |
418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7330 |
|
2.618 |
0.7278 |
|
1.618 |
0.7246 |
|
1.000 |
0.7226 |
|
0.618 |
0.7214 |
|
HIGH |
0.7194 |
|
0.618 |
0.7182 |
|
0.500 |
0.7178 |
|
0.382 |
0.7174 |
|
LOW |
0.7162 |
|
0.618 |
0.7142 |
|
1.000 |
0.7130 |
|
1.618 |
0.7110 |
|
2.618 |
0.7078 |
|
4.250 |
0.7026 |
|
|
| Fisher Pivots for day following 22-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7181 |
0.7185 |
| PP |
0.7180 |
0.7184 |
| S1 |
0.7178 |
0.7183 |
|