CME Canadian Dollar Future March 2025
Trading Metrics calculated at close of trading on 18-Nov-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2024 |
18-Nov-2024 |
Change |
Change % |
Previous Week |
Open |
0.7143 |
0.7130 |
-0.0013 |
-0.2% |
0.7222 |
High |
0.7157 |
0.7171 |
0.0014 |
0.2% |
0.7222 |
Low |
0.7121 |
0.7125 |
0.0004 |
0.0% |
0.7121 |
Close |
0.7127 |
0.7165 |
0.0038 |
0.5% |
0.7127 |
Range |
0.0036 |
0.0047 |
0.0011 |
29.2% |
0.0101 |
ATR |
0.0032 |
0.0033 |
0.0001 |
3.3% |
0.0000 |
Volume |
1,341 |
2,272 |
931 |
69.4% |
9,677 |
|
Daily Pivots for day following 18-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7293 |
0.7276 |
0.7191 |
|
R3 |
0.7247 |
0.7229 |
0.7178 |
|
R2 |
0.7200 |
0.7200 |
0.7174 |
|
R1 |
0.7183 |
0.7183 |
0.7169 |
0.7191 |
PP |
0.7154 |
0.7154 |
0.7154 |
0.7158 |
S1 |
0.7136 |
0.7136 |
0.7161 |
0.7145 |
S2 |
0.7107 |
0.7107 |
0.7156 |
|
S3 |
0.7061 |
0.7090 |
0.7152 |
|
S4 |
0.7014 |
0.7043 |
0.7139 |
|
|
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 |
0.7214 |
0.7121 |
0.0093 |
1.3% |
0.0035 |
0.5% |
47% |
False |
False |
2,342 |
10 |
0.7265 |
0.7121 |
0.0144 |
2.0% |
0.0039 |
0.5% |
31% |
False |
False |
1,654 |
20 |
0.7276 |
0.7121 |
0.0155 |
2.2% |
0.0031 |
0.4% |
28% |
False |
False |
1,163 |
40 |
0.7479 |
0.7121 |
0.0358 |
5.0% |
0.0030 |
0.4% |
12% |
False |
False |
874 |
60 |
0.7479 |
0.7121 |
0.0358 |
5.0% |
0.0027 |
0.4% |
12% |
False |
False |
621 |
80 |
0.7479 |
0.7121 |
0.0358 |
5.0% |
0.0025 |
0.4% |
12% |
False |
False |
479 |
100 |
0.7479 |
0.7121 |
0.0358 |
5.0% |
0.0022 |
0.3% |
12% |
False |
False |
391 |
120 |
0.7479 |
0.7121 |
0.0358 |
5.0% |
0.0021 |
0.3% |
12% |
False |
False |
327 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7369 |
2.618 |
0.7293 |
1.618 |
0.7246 |
1.000 |
0.7218 |
0.618 |
0.7200 |
HIGH |
0.7171 |
0.618 |
0.7153 |
0.500 |
0.7148 |
0.382 |
0.7142 |
LOW |
0.7125 |
0.618 |
0.7096 |
1.000 |
0.7078 |
1.618 |
0.7049 |
2.618 |
0.7003 |
4.250 |
0.6927 |
|
|
Fisher Pivots for day following 18-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7159 |
0.7160 |
PP |
0.7154 |
0.7154 |
S1 |
0.7148 |
0.7149 |
|