CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 26-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2024 |
26-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7194 |
0.7180 |
-0.0015 |
-0.2% |
0.7130 |
| High |
0.7210 |
0.7180 |
-0.0030 |
-0.4% |
0.7209 |
| Low |
0.7170 |
0.7083 |
-0.0087 |
-1.2% |
0.7125 |
| Close |
0.7184 |
0.7141 |
-0.0043 |
-0.6% |
0.7183 |
| Range |
0.0040 |
0.0097 |
0.0057 |
142.5% |
0.0084 |
| ATR |
0.0033 |
0.0038 |
0.0005 |
14.7% |
0.0000 |
| Volume |
5,376 |
7,043 |
1,667 |
31.0% |
13,229 |
|
| Daily Pivots for day following 26-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7425 |
0.7380 |
0.7194 |
|
| R3 |
0.7328 |
0.7283 |
0.7168 |
|
| R2 |
0.7231 |
0.7231 |
0.7159 |
|
| R1 |
0.7186 |
0.7186 |
0.7150 |
0.7160 |
| PP |
0.7134 |
0.7134 |
0.7134 |
0.7121 |
| S1 |
0.7089 |
0.7089 |
0.7132 |
0.7063 |
| S2 |
0.7037 |
0.7037 |
0.7123 |
|
| S3 |
0.6940 |
0.6992 |
0.7114 |
|
| S4 |
0.6843 |
0.6895 |
0.7088 |
|
|
| 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% |
46% |
False |
True |
4,049 |
| 10 |
0.7210 |
0.7083 |
0.0127 |
1.8% |
0.0042 |
0.6% |
46% |
False |
True |
3,356 |
| 20 |
0.7265 |
0.7083 |
0.0183 |
2.6% |
0.0038 |
0.5% |
32% |
False |
True |
2,129 |
| 40 |
0.7451 |
0.7083 |
0.0369 |
5.2% |
0.0032 |
0.4% |
16% |
False |
True |
1,419 |
| 60 |
0.7479 |
0.7083 |
0.0397 |
5.6% |
0.0030 |
0.4% |
15% |
False |
True |
1,007 |
| 80 |
0.7479 |
0.7083 |
0.0397 |
5.6% |
0.0026 |
0.4% |
15% |
False |
True |
766 |
| 100 |
0.7479 |
0.7083 |
0.0397 |
5.6% |
0.0024 |
0.3% |
15% |
False |
True |
623 |
| 120 |
0.7479 |
0.7083 |
0.0397 |
5.6% |
0.0022 |
0.3% |
15% |
False |
True |
522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7592 |
|
2.618 |
0.7433 |
|
1.618 |
0.7336 |
|
1.000 |
0.7277 |
|
0.618 |
0.7239 |
|
HIGH |
0.7180 |
|
0.618 |
0.7142 |
|
0.500 |
0.7131 |
|
0.382 |
0.7120 |
|
LOW |
0.7083 |
|
0.618 |
0.7023 |
|
1.000 |
0.6986 |
|
1.618 |
0.6926 |
|
2.618 |
0.6829 |
|
4.250 |
0.6670 |
|
|
| Fisher Pivots for day following 26-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7138 |
0.7146 |
| PP |
0.7134 |
0.7144 |
| S1 |
0.7131 |
0.7143 |
|