CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 20-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2024 |
20-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7162 |
0.7197 |
0.0036 |
0.5% |
0.7222 |
| High |
0.7197 |
0.7200 |
0.0003 |
0.0% |
0.7222 |
| Low |
0.7157 |
0.7168 |
0.0011 |
0.2% |
0.7121 |
| Close |
0.7192 |
0.7183 |
-0.0010 |
-0.1% |
0.7127 |
| Range |
0.0041 |
0.0032 |
-0.0009 |
-21.0% |
0.0101 |
| ATR |
0.0033 |
0.0033 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
3,128 |
2,092 |
-1,036 |
-33.1% |
9,677 |
|
| Daily Pivots for day following 20-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7279 |
0.7263 |
0.7200 |
|
| R3 |
0.7247 |
0.7231 |
0.7191 |
|
| R2 |
0.7215 |
0.7215 |
0.7188 |
|
| R1 |
0.7199 |
0.7199 |
0.7185 |
0.7191 |
| PP |
0.7183 |
0.7183 |
0.7183 |
0.7179 |
| S1 |
0.7167 |
0.7167 |
0.7180 |
0.7159 |
| S2 |
0.7151 |
0.7151 |
0.7177 |
|
| S3 |
0.7119 |
0.7135 |
0.7174 |
|
| S4 |
0.7087 |
0.7103 |
0.7165 |
|
|
| 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 |
0.7200 |
0.7121 |
0.0079 |
1.1% |
0.0038 |
0.5% |
78% |
True |
False |
2,607 |
| 10 |
0.7257 |
0.7121 |
0.0136 |
1.9% |
0.0036 |
0.5% |
45% |
False |
False |
1,963 |
| 20 |
0.7276 |
0.7121 |
0.0155 |
2.2% |
0.0033 |
0.5% |
40% |
False |
False |
1,374 |
| 40 |
0.7459 |
0.7121 |
0.0338 |
4.7% |
0.0029 |
0.4% |
18% |
False |
False |
990 |
| 60 |
0.7479 |
0.7121 |
0.0358 |
5.0% |
0.0028 |
0.4% |
17% |
False |
False |
706 |
| 80 |
0.7479 |
0.7121 |
0.0358 |
5.0% |
0.0026 |
0.4% |
17% |
False |
False |
543 |
| 100 |
0.7479 |
0.7121 |
0.0358 |
5.0% |
0.0023 |
0.3% |
17% |
False |
False |
443 |
| 120 |
0.7479 |
0.7121 |
0.0358 |
5.0% |
0.0021 |
0.3% |
17% |
False |
False |
371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7336 |
|
2.618 |
0.7283 |
|
1.618 |
0.7251 |
|
1.000 |
0.7232 |
|
0.618 |
0.7219 |
|
HIGH |
0.7200 |
|
0.618 |
0.7187 |
|
0.500 |
0.7184 |
|
0.382 |
0.7180 |
|
LOW |
0.7168 |
|
0.618 |
0.7148 |
|
1.000 |
0.7136 |
|
1.618 |
0.7116 |
|
2.618 |
0.7084 |
|
4.250 |
0.7032 |
|
|
| Fisher Pivots for day following 20-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7184 |
0.7176 |
| PP |
0.7183 |
0.7169 |
| S1 |
0.7183 |
0.7162 |
|