CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 07-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2024 |
07-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7263 |
0.7203 |
-0.0061 |
-0.8% |
0.7231 |
| High |
0.7263 |
0.7257 |
-0.0007 |
-0.1% |
0.7241 |
| Low |
0.7195 |
0.7203 |
0.0008 |
0.1% |
0.7198 |
| Close |
0.7210 |
0.7247 |
0.0037 |
0.5% |
0.7201 |
| Range |
0.0068 |
0.0054 |
-0.0014 |
-20.6% |
0.0043 |
| ATR |
0.0030 |
0.0032 |
0.0002 |
5.6% |
0.0000 |
| Volume |
1,346 |
1,040 |
-306 |
-22.7% |
4,059 |
|
| Daily Pivots for day following 07-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7397 |
0.7376 |
0.7277 |
|
| R3 |
0.7343 |
0.7322 |
0.7262 |
|
| R2 |
0.7289 |
0.7289 |
0.7257 |
|
| R1 |
0.7268 |
0.7268 |
0.7252 |
0.7279 |
| PP |
0.7235 |
0.7235 |
0.7235 |
0.7241 |
| S1 |
0.7214 |
0.7214 |
0.7242 |
0.7225 |
| S2 |
0.7181 |
0.7181 |
0.7237 |
|
| S3 |
0.7127 |
0.7160 |
0.7232 |
|
| S4 |
0.7073 |
0.7106 |
0.7217 |
|
|
| Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7341 |
0.7313 |
0.7224 |
|
| R3 |
0.7298 |
0.7271 |
0.7213 |
|
| R2 |
0.7256 |
0.7256 |
0.7209 |
|
| R1 |
0.7228 |
0.7228 |
0.7205 |
0.7221 |
| PP |
0.7213 |
0.7213 |
0.7213 |
0.7209 |
| S1 |
0.7186 |
0.7186 |
0.7197 |
0.7178 |
| S2 |
0.7171 |
0.7171 |
0.7193 |
|
| S3 |
0.7128 |
0.7143 |
0.7189 |
|
| S4 |
0.7086 |
0.7101 |
0.7178 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7265 |
0.7195 |
0.0070 |
1.0% |
0.0043 |
0.6% |
74% |
False |
False |
799 |
| 10 |
0.7265 |
0.7195 |
0.0070 |
1.0% |
0.0033 |
0.5% |
74% |
False |
False |
820 |
| 20 |
0.7317 |
0.7195 |
0.0122 |
1.7% |
0.0028 |
0.4% |
43% |
False |
False |
762 |
| 40 |
0.7479 |
0.7195 |
0.0284 |
3.9% |
0.0030 |
0.4% |
18% |
False |
False |
586 |
| 60 |
0.7479 |
0.7195 |
0.0284 |
3.9% |
0.0025 |
0.3% |
18% |
False |
False |
408 |
| 80 |
0.7479 |
0.7195 |
0.0284 |
3.9% |
0.0023 |
0.3% |
18% |
False |
False |
318 |
| 100 |
0.7479 |
0.7195 |
0.0284 |
3.9% |
0.0020 |
0.3% |
18% |
False |
False |
258 |
| 120 |
0.7479 |
0.7195 |
0.0284 |
3.9% |
0.0019 |
0.3% |
18% |
False |
False |
216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7486 |
|
2.618 |
0.7398 |
|
1.618 |
0.7344 |
|
1.000 |
0.7311 |
|
0.618 |
0.7290 |
|
HIGH |
0.7257 |
|
0.618 |
0.7236 |
|
0.500 |
0.7230 |
|
0.382 |
0.7223 |
|
LOW |
0.7203 |
|
0.618 |
0.7169 |
|
1.000 |
0.7149 |
|
1.618 |
0.7115 |
|
2.618 |
0.7061 |
|
4.250 |
0.6973 |
|
|
| Fisher Pivots for day following 07-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7241 |
0.7241 |
| PP |
0.7235 |
0.7236 |
| S1 |
0.7230 |
0.7230 |
|