CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 21-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2024 |
21-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7197 |
0.7189 |
-0.0008 |
-0.1% |
0.7222 |
| High |
0.7200 |
0.7209 |
0.0009 |
0.1% |
0.7222 |
| Low |
0.7168 |
0.7185 |
0.0017 |
0.2% |
0.7121 |
| Close |
0.7183 |
0.7192 |
0.0009 |
0.1% |
0.7127 |
| Range |
0.0032 |
0.0024 |
-0.0008 |
-25.0% |
0.0101 |
| ATR |
0.0033 |
0.0033 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
2,092 |
3,739 |
1,647 |
78.7% |
9,677 |
|
| Daily Pivots for day following 21-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7267 |
0.7253 |
0.7205 |
|
| R3 |
0.7243 |
0.7229 |
0.7198 |
|
| R2 |
0.7219 |
0.7219 |
0.7196 |
|
| R1 |
0.7205 |
0.7205 |
0.7194 |
0.7212 |
| PP |
0.7195 |
0.7195 |
0.7195 |
0.7198 |
| S1 |
0.7181 |
0.7181 |
0.7189 |
0.7188 |
| S2 |
0.7171 |
0.7171 |
0.7187 |
|
| S3 |
0.7147 |
0.7157 |
0.7185 |
|
| S4 |
0.7123 |
0.7133 |
0.7178 |
|
|
| 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 |
0.7209 |
0.7121 |
0.0088 |
1.2% |
0.0036 |
0.5% |
81% |
True |
False |
2,514 |
| 10 |
0.7245 |
0.7121 |
0.0124 |
1.7% |
0.0033 |
0.5% |
57% |
False |
False |
2,233 |
| 20 |
0.7265 |
0.7121 |
0.0144 |
2.0% |
0.0033 |
0.5% |
49% |
False |
False |
1,526 |
| 40 |
0.7456 |
0.7121 |
0.0335 |
4.7% |
0.0030 |
0.4% |
21% |
False |
False |
1,077 |
| 60 |
0.7479 |
0.7121 |
0.0358 |
5.0% |
0.0028 |
0.4% |
20% |
False |
False |
768 |
| 80 |
0.7479 |
0.7121 |
0.0358 |
5.0% |
0.0026 |
0.4% |
20% |
False |
False |
589 |
| 100 |
0.7479 |
0.7121 |
0.0358 |
5.0% |
0.0023 |
0.3% |
20% |
False |
False |
480 |
| 120 |
0.7479 |
0.7121 |
0.0358 |
5.0% |
0.0021 |
0.3% |
20% |
False |
False |
402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7311 |
|
2.618 |
0.7271 |
|
1.618 |
0.7247 |
|
1.000 |
0.7233 |
|
0.618 |
0.7223 |
|
HIGH |
0.7209 |
|
0.618 |
0.7199 |
|
0.500 |
0.7197 |
|
0.382 |
0.7194 |
|
LOW |
0.7185 |
|
0.618 |
0.7170 |
|
1.000 |
0.7161 |
|
1.618 |
0.7146 |
|
2.618 |
0.7122 |
|
4.250 |
0.7083 |
|
|
| Fisher Pivots for day following 21-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7197 |
0.7189 |
| PP |
0.7195 |
0.7186 |
| S1 |
0.7193 |
0.7183 |
|