CME Canadian Dollar Future March 2025


Trading Metrics calculated at close of trading on 15-Nov-2024
Day Change Summary
Previous Current
14-Nov-2024 15-Nov-2024 Change Change % Previous Week
Open 0.7177 0.7143 -0.0035 -0.5% 0.7222
High 0.7177 0.7157 -0.0020 -0.3% 0.7222
Low 0.7143 0.7121 -0.0022 -0.3% 0.7121
Close 0.7156 0.7127 -0.0029 -0.4% 0.7127
Range 0.0034 0.0036 0.0002 5.9% 0.0101
ATR 0.0031 0.0032 0.0000 1.1% 0.0000
Volume 4,206 1,341 -2,865 -68.1% 9,677
Daily Pivots for day following 15-Nov-2024
Classic Woodie Camarilla DeMark
R4 0.7243 0.7221 0.7147
R3 0.7207 0.7185 0.7137
R2 0.7171 0.7171 0.7134
R1 0.7149 0.7149 0.7130 0.7142
PP 0.7135 0.7135 0.7135 0.7132
S1 0.7113 0.7113 0.7124 0.7106
S2 0.7099 0.7099 0.7120
S3 0.7063 0.7077 0.7117
S4 0.7027 0.7041 0.7107
Weekly Pivots for week ending 15-Nov-2024
Classic Woodie Camarilla DeMark
R4 0.7460 0.7394 0.7183
R3 0.7359 0.7293 0.7155
R2 0.7258 0.7258 0.7146
R1 0.7192 0.7192 0.7136 0.7175
PP 0.7157 0.7157 0.7157 0.7148
S1 0.7091 0.7091 0.7118 0.7074
S2 0.7056 0.7056 0.7108
S3 0.6955 0.6990 0.7099
S4 0.6854 0.6889 0.7071
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7222 0.7121 0.0101 1.4% 0.0030 0.4% 6% False True 1,935
10 0.7265 0.7121 0.0144 2.0% 0.0037 0.5% 4% False True 1,463
20 0.7281 0.7121 0.0160 2.2% 0.0030 0.4% 4% False True 1,074
40 0.7479 0.7121 0.0358 5.0% 0.0030 0.4% 2% False True 825
60 0.7479 0.7121 0.0358 5.0% 0.0027 0.4% 2% False True 587
80 0.7479 0.7121 0.0358 5.0% 0.0025 0.3% 2% False True 451
100 0.7479 0.7121 0.0358 5.0% 0.0022 0.3% 2% False True 368
120 0.7479 0.7121 0.0358 5.0% 0.0020 0.3% 2% False True 308
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7310
2.618 0.7251
1.618 0.7215
1.000 0.7193
0.618 0.7179
HIGH 0.7157
0.618 0.7143
0.500 0.7139
0.382 0.7135
LOW 0.7121
0.618 0.7099
1.000 0.7085
1.618 0.7063
2.618 0.7027
4.250 0.6968
Fisher Pivots for day following 15-Nov-2024
Pivot 1 day 3 day
R1 0.7139 0.7165
PP 0.7135 0.7152
S1 0.7131 0.7140

These figures are updated between 7pm and 10pm EST after a trading day.

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