CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 14-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2024 |
14-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7202 |
0.7177 |
-0.0025 |
-0.3% |
0.7215 |
| High |
0.7209 |
0.7177 |
-0.0032 |
-0.4% |
0.7265 |
| Low |
0.7173 |
0.7143 |
-0.0030 |
-0.4% |
0.7195 |
| Close |
0.7175 |
0.7156 |
-0.0019 |
-0.3% |
0.7220 |
| Range |
0.0036 |
0.0034 |
-0.0002 |
-4.2% |
0.0070 |
| ATR |
0.0031 |
0.0031 |
0.0000 |
0.7% |
0.0000 |
| Volume |
2,373 |
4,206 |
1,833 |
77.2% |
4,954 |
|
| Daily Pivots for day following 14-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7261 |
0.7242 |
0.7175 |
|
| R3 |
0.7227 |
0.7208 |
0.7165 |
|
| R2 |
0.7193 |
0.7193 |
0.7162 |
|
| R1 |
0.7174 |
0.7174 |
0.7159 |
0.7167 |
| PP |
0.7159 |
0.7159 |
0.7159 |
0.7155 |
| S1 |
0.7140 |
0.7140 |
0.7153 |
0.7133 |
| S2 |
0.7125 |
0.7125 |
0.7150 |
|
| S3 |
0.7091 |
0.7106 |
0.7147 |
|
| S4 |
0.7057 |
0.7072 |
0.7137 |
|
|
| 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 |
0.7245 |
0.7143 |
0.0102 |
1.4% |
0.0029 |
0.4% |
13% |
False |
True |
1,952 |
| 10 |
0.7265 |
0.7143 |
0.0122 |
1.7% |
0.0036 |
0.5% |
11% |
False |
True |
1,375 |
| 20 |
0.7290 |
0.7143 |
0.0147 |
2.0% |
0.0029 |
0.4% |
9% |
False |
True |
1,021 |
| 40 |
0.7479 |
0.7143 |
0.0336 |
4.7% |
0.0030 |
0.4% |
4% |
False |
True |
806 |
| 60 |
0.7479 |
0.7143 |
0.0336 |
4.7% |
0.0026 |
0.4% |
4% |
False |
True |
568 |
| 80 |
0.7479 |
0.7143 |
0.0336 |
4.7% |
0.0024 |
0.3% |
4% |
False |
True |
437 |
| 100 |
0.7479 |
0.7143 |
0.0336 |
4.7% |
0.0022 |
0.3% |
4% |
False |
True |
355 |
| 120 |
0.7479 |
0.7143 |
0.0336 |
4.7% |
0.0020 |
0.3% |
4% |
False |
True |
297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7322 |
|
2.618 |
0.7266 |
|
1.618 |
0.7232 |
|
1.000 |
0.7211 |
|
0.618 |
0.7198 |
|
HIGH |
0.7177 |
|
0.618 |
0.7164 |
|
0.500 |
0.7160 |
|
0.382 |
0.7156 |
|
LOW |
0.7143 |
|
0.618 |
0.7122 |
|
1.000 |
0.7109 |
|
1.618 |
0.7088 |
|
2.618 |
0.7054 |
|
4.250 |
0.6999 |
|
|
| Fisher Pivots for day following 14-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7160 |
0.7179 |
| PP |
0.7159 |
0.7171 |
| S1 |
0.7157 |
0.7164 |
|