CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 05-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2024 |
05-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7417 |
0.7438 |
0.0022 |
0.3% |
0.7460 |
| High |
0.7437 |
0.7439 |
0.0002 |
0.0% |
0.7475 |
| Low |
0.7410 |
0.7432 |
0.0022 |
0.3% |
0.7444 |
| Close |
0.7433 |
0.7439 |
0.0006 |
0.1% |
0.7452 |
| Range |
0.0027 |
0.0008 |
-0.0020 |
-72.2% |
0.0031 |
| ATR |
0.0021 |
0.0020 |
-0.0001 |
-4.6% |
0.0000 |
| Volume |
32 |
26 |
-6 |
-18.8% |
174 |
|
| Daily Pivots for day following 05-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7459 |
0.7457 |
0.7443 |
|
| R3 |
0.7452 |
0.7449 |
0.7441 |
|
| R2 |
0.7444 |
0.7444 |
0.7440 |
|
| R1 |
0.7442 |
0.7442 |
0.7440 |
0.7443 |
| PP |
0.7437 |
0.7437 |
0.7437 |
0.7437 |
| S1 |
0.7434 |
0.7434 |
0.7438 |
0.7435 |
| S2 |
0.7429 |
0.7429 |
0.7438 |
|
| S3 |
0.7422 |
0.7427 |
0.7437 |
|
| S4 |
0.7414 |
0.7419 |
0.7435 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7550 |
0.7532 |
0.7469 |
|
| R3 |
0.7519 |
0.7501 |
0.7461 |
|
| R2 |
0.7488 |
0.7488 |
0.7458 |
|
| R1 |
0.7470 |
0.7470 |
0.7455 |
0.7464 |
| PP |
0.7457 |
0.7457 |
0.7457 |
0.7454 |
| S1 |
0.7439 |
0.7439 |
0.7449 |
0.7433 |
| S2 |
0.7426 |
0.7426 |
0.7446 |
|
| S3 |
0.7395 |
0.7408 |
0.7443 |
|
| S4 |
0.7364 |
0.7377 |
0.7435 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7462 |
0.7410 |
0.0052 |
0.7% |
0.0013 |
0.2% |
56% |
False |
False |
25 |
| 10 |
0.7475 |
0.7387 |
0.0088 |
1.2% |
0.0014 |
0.2% |
59% |
False |
False |
65 |
| 20 |
0.7475 |
0.7309 |
0.0167 |
2.2% |
0.0013 |
0.2% |
78% |
False |
False |
44 |
| 40 |
0.7475 |
0.7210 |
0.0265 |
3.6% |
0.0016 |
0.2% |
86% |
False |
False |
48 |
| 60 |
0.7475 |
0.7210 |
0.0265 |
3.6% |
0.0014 |
0.2% |
86% |
False |
False |
37 |
| 80 |
0.7475 |
0.7210 |
0.0265 |
3.6% |
0.0013 |
0.2% |
86% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7471 |
|
2.618 |
0.7459 |
|
1.618 |
0.7451 |
|
1.000 |
0.7447 |
|
0.618 |
0.7444 |
|
HIGH |
0.7439 |
|
0.618 |
0.7436 |
|
0.500 |
0.7435 |
|
0.382 |
0.7434 |
|
LOW |
0.7432 |
|
0.618 |
0.7427 |
|
1.000 |
0.7424 |
|
1.618 |
0.7419 |
|
2.618 |
0.7412 |
|
4.250 |
0.7400 |
|
|
| Fisher Pivots for day following 05-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7438 |
0.7434 |
| PP |
0.7437 |
0.7429 |
| S1 |
0.7435 |
0.7425 |
|