CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 27-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2024 |
27-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7180 |
0.7140 |
-0.0040 |
-0.6% |
0.7130 |
| High |
0.7180 |
0.7166 |
-0.0014 |
-0.2% |
0.7209 |
| Low |
0.7083 |
0.7133 |
0.0050 |
0.7% |
0.7125 |
| Close |
0.7141 |
0.7155 |
0.0014 |
0.2% |
0.7183 |
| Range |
0.0097 |
0.0034 |
-0.0064 |
-65.5% |
0.0084 |
| ATR |
0.0038 |
0.0038 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
7,043 |
2,999 |
-4,044 |
-57.4% |
13,229 |
|
| Daily Pivots for day following 27-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7252 |
0.7237 |
0.7173 |
|
| R3 |
0.7218 |
0.7203 |
0.7164 |
|
| R2 |
0.7185 |
0.7185 |
0.7161 |
|
| R1 |
0.7170 |
0.7170 |
0.7158 |
0.7177 |
| PP |
0.7151 |
0.7151 |
0.7151 |
0.7155 |
| S1 |
0.7136 |
0.7136 |
0.7152 |
0.7144 |
| S2 |
0.7118 |
0.7118 |
0.7149 |
|
| S3 |
0.7084 |
0.7103 |
0.7146 |
|
| S4 |
0.7051 |
0.7069 |
0.7137 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7424 |
0.7387 |
0.7229 |
|
| R3 |
0.7340 |
0.7303 |
0.7206 |
|
| R2 |
0.7256 |
0.7256 |
0.7198 |
|
| R1 |
0.7219 |
0.7219 |
0.7190 |
0.7238 |
| PP |
0.7172 |
0.7172 |
0.7172 |
0.7181 |
| S1 |
0.7135 |
0.7135 |
0.7175 |
0.7154 |
| S2 |
0.7088 |
0.7088 |
0.7167 |
|
| S3 |
0.7004 |
0.7051 |
0.7159 |
|
| S4 |
0.6920 |
0.6967 |
0.7136 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7210 |
0.7083 |
0.0127 |
1.8% |
0.0045 |
0.6% |
57% |
False |
False |
4,231 |
| 10 |
0.7210 |
0.7083 |
0.0127 |
1.8% |
0.0042 |
0.6% |
57% |
False |
False |
3,419 |
| 20 |
0.7265 |
0.7083 |
0.0183 |
2.6% |
0.0038 |
0.5% |
40% |
False |
False |
2,233 |
| 40 |
0.7431 |
0.7083 |
0.0349 |
4.9% |
0.0032 |
0.4% |
21% |
False |
False |
1,485 |
| 60 |
0.7479 |
0.7083 |
0.0397 |
5.5% |
0.0031 |
0.4% |
18% |
False |
False |
1,057 |
| 80 |
0.7479 |
0.7083 |
0.0397 |
5.5% |
0.0026 |
0.4% |
18% |
False |
False |
803 |
| 100 |
0.7479 |
0.7083 |
0.0397 |
5.5% |
0.0025 |
0.3% |
18% |
False |
False |
653 |
| 120 |
0.7479 |
0.7083 |
0.0397 |
5.5% |
0.0022 |
0.3% |
18% |
False |
False |
547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7308 |
|
2.618 |
0.7254 |
|
1.618 |
0.7220 |
|
1.000 |
0.7200 |
|
0.618 |
0.7187 |
|
HIGH |
0.7166 |
|
0.618 |
0.7153 |
|
0.500 |
0.7149 |
|
0.382 |
0.7145 |
|
LOW |
0.7133 |
|
0.618 |
0.7112 |
|
1.000 |
0.7099 |
|
1.618 |
0.7078 |
|
2.618 |
0.7045 |
|
4.250 |
0.6990 |
|
|
| Fisher Pivots for day following 27-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7153 |
0.7152 |
| PP |
0.7151 |
0.7149 |
| S1 |
0.7149 |
0.7146 |
|