CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 29-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2024 |
29-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7140 |
0.7159 |
0.0019 |
0.3% |
0.7194 |
| High |
0.7166 |
0.7180 |
0.0014 |
0.2% |
0.7210 |
| Low |
0.7133 |
0.7149 |
0.0016 |
0.2% |
0.7083 |
| Close |
0.7155 |
0.7172 |
0.0017 |
0.2% |
0.7172 |
| Range |
0.0034 |
0.0032 |
-0.0002 |
-6.0% |
0.0127 |
| ATR |
0.0038 |
0.0037 |
0.0000 |
-1.2% |
0.0000 |
| Volume |
2,999 |
2,662 |
-337 |
-11.2% |
18,080 |
|
| Daily Pivots for day following 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7261 |
0.7248 |
0.7189 |
|
| R3 |
0.7230 |
0.7217 |
0.7181 |
|
| R2 |
0.7198 |
0.7198 |
0.7178 |
|
| R1 |
0.7185 |
0.7185 |
0.7175 |
0.7192 |
| PP |
0.7167 |
0.7167 |
0.7167 |
0.7170 |
| S1 |
0.7154 |
0.7154 |
0.7169 |
0.7160 |
| S2 |
0.7135 |
0.7135 |
0.7166 |
|
| S3 |
0.7104 |
0.7122 |
0.7163 |
|
| S4 |
0.7072 |
0.7091 |
0.7155 |
|
|
| Weekly Pivots for week ending 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7536 |
0.7481 |
0.7242 |
|
| R3 |
0.7409 |
0.7354 |
0.7207 |
|
| R2 |
0.7282 |
0.7282 |
0.7195 |
|
| R1 |
0.7227 |
0.7227 |
0.7184 |
0.7191 |
| PP |
0.7155 |
0.7155 |
0.7155 |
0.7137 |
| S1 |
0.7100 |
0.7100 |
0.7160 |
0.7064 |
| S2 |
0.7028 |
0.7028 |
0.7149 |
|
| S3 |
0.6901 |
0.6973 |
0.7137 |
|
| S4 |
0.6774 |
0.6846 |
0.7102 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7210 |
0.7083 |
0.0127 |
1.8% |
0.0047 |
0.7% |
70% |
False |
False |
4,015 |
| 10 |
0.7210 |
0.7083 |
0.0127 |
1.8% |
0.0041 |
0.6% |
70% |
False |
False |
3,265 |
| 20 |
0.7265 |
0.7083 |
0.0183 |
2.5% |
0.0039 |
0.5% |
49% |
False |
False |
2,320 |
| 40 |
0.7412 |
0.7083 |
0.0330 |
4.6% |
0.0032 |
0.4% |
27% |
False |
False |
1,541 |
| 60 |
0.7479 |
0.7083 |
0.0397 |
5.5% |
0.0031 |
0.4% |
23% |
False |
False |
1,101 |
| 80 |
0.7479 |
0.7083 |
0.0397 |
5.5% |
0.0027 |
0.4% |
23% |
False |
False |
837 |
| 100 |
0.7479 |
0.7083 |
0.0397 |
5.5% |
0.0025 |
0.3% |
23% |
False |
False |
680 |
| 120 |
0.7479 |
0.7083 |
0.0397 |
5.5% |
0.0022 |
0.3% |
23% |
False |
False |
569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7314 |
|
2.618 |
0.7262 |
|
1.618 |
0.7231 |
|
1.000 |
0.7212 |
|
0.618 |
0.7199 |
|
HIGH |
0.7180 |
|
0.618 |
0.7168 |
|
0.500 |
0.7164 |
|
0.382 |
0.7161 |
|
LOW |
0.7149 |
|
0.618 |
0.7129 |
|
1.000 |
0.7117 |
|
1.618 |
0.7098 |
|
2.618 |
0.7066 |
|
4.250 |
0.7015 |
|
|
| Fisher Pivots for day following 29-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7169 |
0.7158 |
| PP |
0.7167 |
0.7145 |
| S1 |
0.7164 |
0.7131 |
|