CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 25-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2024 |
25-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7186 |
0.7194 |
0.0008 |
0.1% |
0.7130 |
| High |
0.7194 |
0.7210 |
0.0016 |
0.2% |
0.7209 |
| Low |
0.7162 |
0.7170 |
0.0008 |
0.1% |
0.7125 |
| Close |
0.7183 |
0.7184 |
0.0002 |
0.0% |
0.7183 |
| Range |
0.0032 |
0.0040 |
0.0008 |
25.0% |
0.0084 |
| ATR |
0.0033 |
0.0033 |
0.0001 |
1.6% |
0.0000 |
| Volume |
1,998 |
5,376 |
3,378 |
169.1% |
13,229 |
|
| Daily Pivots for day following 25-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7308 |
0.7286 |
0.7206 |
|
| R3 |
0.7268 |
0.7246 |
0.7195 |
|
| R2 |
0.7228 |
0.7228 |
0.7191 |
|
| R1 |
0.7206 |
0.7206 |
0.7188 |
0.7197 |
| PP |
0.7188 |
0.7188 |
0.7188 |
0.7183 |
| S1 |
0.7166 |
0.7166 |
0.7180 |
0.7157 |
| S2 |
0.7148 |
0.7148 |
0.7177 |
|
| S3 |
0.7108 |
0.7126 |
0.7173 |
|
| S4 |
0.7068 |
0.7086 |
0.7162 |
|
|
| 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 |
0.7210 |
0.7157 |
0.0053 |
0.7% |
0.0034 |
0.5% |
52% |
True |
False |
3,266 |
| 10 |
0.7214 |
0.7121 |
0.0093 |
1.3% |
0.0034 |
0.5% |
68% |
False |
False |
2,804 |
| 20 |
0.7265 |
0.7121 |
0.0144 |
2.0% |
0.0034 |
0.5% |
44% |
False |
False |
1,837 |
| 40 |
0.7451 |
0.7121 |
0.0330 |
4.6% |
0.0030 |
0.4% |
19% |
False |
False |
1,249 |
| 60 |
0.7479 |
0.7121 |
0.0358 |
5.0% |
0.0029 |
0.4% |
18% |
False |
False |
891 |
| 80 |
0.7479 |
0.7121 |
0.0358 |
5.0% |
0.0026 |
0.4% |
18% |
False |
False |
680 |
| 100 |
0.7479 |
0.7121 |
0.0358 |
5.0% |
0.0023 |
0.3% |
18% |
False |
False |
553 |
| 120 |
0.7479 |
0.7121 |
0.0358 |
5.0% |
0.0021 |
0.3% |
18% |
False |
False |
463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7380 |
|
2.618 |
0.7314 |
|
1.618 |
0.7274 |
|
1.000 |
0.7250 |
|
0.618 |
0.7234 |
|
HIGH |
0.7210 |
|
0.618 |
0.7194 |
|
0.500 |
0.7190 |
|
0.382 |
0.7185 |
|
LOW |
0.7170 |
|
0.618 |
0.7145 |
|
1.000 |
0.7130 |
|
1.618 |
0.7105 |
|
2.618 |
0.7065 |
|
4.250 |
0.7000 |
|
|
| Fisher Pivots for day following 25-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7190 |
0.7186 |
| PP |
0.7188 |
0.7185 |
| S1 |
0.7186 |
0.7185 |
|