CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 20-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2024 |
20-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7352 |
0.7388 |
0.0036 |
0.5% |
0.7326 |
| High |
0.7375 |
0.7391 |
0.0016 |
0.2% |
0.7346 |
| Low |
0.7352 |
0.7382 |
0.0030 |
0.4% |
0.7315 |
| Close |
0.7375 |
0.7382 |
0.0007 |
0.1% |
0.7346 |
| Range |
0.0023 |
0.0010 |
-0.0014 |
-58.7% |
0.0032 |
| ATR |
0.0019 |
0.0019 |
0.0000 |
-1.3% |
0.0000 |
| Volume |
2 |
60 |
58 |
2,900.0% |
24 |
|
| Daily Pivots for day following 20-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7413 |
0.7407 |
0.7387 |
|
| R3 |
0.7404 |
0.7398 |
0.7385 |
|
| R2 |
0.7394 |
0.7394 |
0.7384 |
|
| R1 |
0.7388 |
0.7388 |
0.7383 |
0.7387 |
| PP |
0.7385 |
0.7385 |
0.7385 |
0.7384 |
| S1 |
0.7379 |
0.7379 |
0.7381 |
0.7377 |
| S2 |
0.7375 |
0.7375 |
0.7380 |
|
| S3 |
0.7366 |
0.7369 |
0.7379 |
|
| S4 |
0.7356 |
0.7360 |
0.7377 |
|
|
| Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7430 |
0.7420 |
0.7363 |
|
| R3 |
0.7399 |
0.7388 |
0.7355 |
|
| R2 |
0.7367 |
0.7367 |
0.7352 |
|
| R1 |
0.7357 |
0.7357 |
0.7349 |
0.7362 |
| PP |
0.7336 |
0.7336 |
0.7336 |
0.7338 |
| S1 |
0.7325 |
0.7325 |
0.7343 |
0.7330 |
| S2 |
0.7304 |
0.7304 |
0.7340 |
|
| S3 |
0.7273 |
0.7294 |
0.7337 |
|
| S4 |
0.7241 |
0.7262 |
0.7329 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7391 |
0.7322 |
0.0070 |
0.9% |
0.0014 |
0.2% |
87% |
True |
False |
14 |
| 10 |
0.7391 |
0.7309 |
0.0083 |
1.1% |
0.0012 |
0.2% |
89% |
True |
False |
11 |
| 20 |
0.7391 |
0.7210 |
0.0181 |
2.5% |
0.0019 |
0.3% |
95% |
True |
False |
47 |
| 40 |
0.7399 |
0.7210 |
0.0189 |
2.6% |
0.0014 |
0.2% |
91% |
False |
False |
33 |
| 60 |
0.7399 |
0.7210 |
0.0189 |
2.6% |
0.0014 |
0.2% |
91% |
False |
False |
25 |
| 80 |
0.7399 |
0.7210 |
0.0189 |
2.6% |
0.0012 |
0.2% |
91% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7431 |
|
2.618 |
0.7416 |
|
1.618 |
0.7406 |
|
1.000 |
0.7401 |
|
0.618 |
0.7397 |
|
HIGH |
0.7391 |
|
0.618 |
0.7387 |
|
0.500 |
0.7386 |
|
0.382 |
0.7385 |
|
LOW |
0.7382 |
|
0.618 |
0.7376 |
|
1.000 |
0.7372 |
|
1.618 |
0.7366 |
|
2.618 |
0.7357 |
|
4.250 |
0.7341 |
|
|
| Fisher Pivots for day following 20-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7386 |
0.7373 |
| PP |
0.7385 |
0.7365 |
| S1 |
0.7383 |
0.7356 |
|