CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 11-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2024 |
11-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7399 |
0.7395 |
-0.0004 |
-0.1% |
0.7428 |
| High |
0.7399 |
0.7401 |
0.0002 |
0.0% |
0.7459 |
| Low |
0.7385 |
0.7376 |
-0.0009 |
-0.1% |
0.7402 |
| Close |
0.7385 |
0.7401 |
0.0017 |
0.2% |
0.7409 |
| Range |
0.0015 |
0.0025 |
0.0011 |
72.4% |
0.0057 |
| ATR |
0.0022 |
0.0022 |
0.0000 |
1.1% |
0.0000 |
| Volume |
4 |
37 |
33 |
825.0% |
156 |
|
| Daily Pivots for day following 11-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7468 |
0.7459 |
0.7415 |
|
| R3 |
0.7443 |
0.7434 |
0.7408 |
|
| R2 |
0.7418 |
0.7418 |
0.7406 |
|
| R1 |
0.7409 |
0.7409 |
0.7403 |
0.7414 |
| PP |
0.7393 |
0.7393 |
0.7393 |
0.7395 |
| S1 |
0.7384 |
0.7384 |
0.7399 |
0.7389 |
| S2 |
0.7368 |
0.7368 |
0.7396 |
|
| S3 |
0.7343 |
0.7359 |
0.7394 |
|
| S4 |
0.7318 |
0.7334 |
0.7387 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7594 |
0.7558 |
0.7440 |
|
| R3 |
0.7537 |
0.7501 |
0.7424 |
|
| R2 |
0.7480 |
0.7480 |
0.7419 |
|
| R1 |
0.7444 |
0.7444 |
0.7414 |
0.7434 |
| PP |
0.7423 |
0.7423 |
0.7423 |
0.7418 |
| S1 |
0.7387 |
0.7387 |
0.7403 |
0.7377 |
| S2 |
0.7366 |
0.7366 |
0.7398 |
|
| S3 |
0.7309 |
0.7330 |
0.7393 |
|
| S4 |
0.7252 |
0.7273 |
0.7377 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7459 |
0.7376 |
0.0083 |
1.1% |
0.0022 |
0.3% |
30% |
False |
True |
35 |
| 10 |
0.7466 |
0.7376 |
0.0090 |
1.2% |
0.0018 |
0.2% |
28% |
False |
True |
28 |
| 20 |
0.7475 |
0.7322 |
0.0154 |
2.1% |
0.0016 |
0.2% |
52% |
False |
False |
50 |
| 40 |
0.7475 |
0.7210 |
0.0265 |
3.6% |
0.0017 |
0.2% |
72% |
False |
False |
49 |
| 60 |
0.7475 |
0.7210 |
0.0265 |
3.6% |
0.0014 |
0.2% |
72% |
False |
False |
39 |
| 80 |
0.7475 |
0.7210 |
0.0265 |
3.6% |
0.0014 |
0.2% |
72% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7507 |
|
2.618 |
0.7466 |
|
1.618 |
0.7441 |
|
1.000 |
0.7426 |
|
0.618 |
0.7416 |
|
HIGH |
0.7401 |
|
0.618 |
0.7391 |
|
0.500 |
0.7389 |
|
0.382 |
0.7386 |
|
LOW |
0.7376 |
|
0.618 |
0.7361 |
|
1.000 |
0.7351 |
|
1.618 |
0.7336 |
|
2.618 |
0.7311 |
|
4.250 |
0.7270 |
|
|
| Fisher Pivots for day following 11-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7397 |
0.7399 |
| PP |
0.7393 |
0.7397 |
| S1 |
0.7389 |
0.7394 |
|