CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 19-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2024 |
19-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7394 |
0.7378 |
-0.0016 |
-0.2% |
0.7413 |
| High |
0.7430 |
0.7421 |
-0.0010 |
-0.1% |
0.7413 |
| Low |
0.7374 |
0.7361 |
-0.0014 |
-0.2% |
0.7376 |
| Close |
0.7401 |
0.7409 |
0.0009 |
0.1% |
0.7389 |
| Range |
0.0056 |
0.0060 |
0.0004 |
7.1% |
0.0037 |
| ATR |
0.0022 |
0.0024 |
0.0003 |
12.6% |
0.0000 |
| Volume |
301 |
377 |
76 |
25.2% |
219 |
|
| Daily Pivots for day following 19-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7577 |
0.7553 |
0.7442 |
|
| R3 |
0.7517 |
0.7493 |
0.7426 |
|
| R2 |
0.7457 |
0.7457 |
0.7420 |
|
| R1 |
0.7433 |
0.7433 |
0.7415 |
0.7445 |
| PP |
0.7397 |
0.7397 |
0.7397 |
0.7403 |
| S1 |
0.7373 |
0.7373 |
0.7404 |
0.7385 |
| S2 |
0.7337 |
0.7337 |
0.7398 |
|
| S3 |
0.7277 |
0.7313 |
0.7393 |
|
| S4 |
0.7217 |
0.7253 |
0.7376 |
|
|
| Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7502 |
0.7482 |
0.7409 |
|
| R3 |
0.7465 |
0.7445 |
0.7399 |
|
| R2 |
0.7429 |
0.7429 |
0.7395 |
|
| R1 |
0.7409 |
0.7409 |
0.7392 |
0.7401 |
| PP |
0.7392 |
0.7392 |
0.7392 |
0.7388 |
| S1 |
0.7372 |
0.7372 |
0.7385 |
0.7364 |
| S2 |
0.7356 |
0.7356 |
0.7382 |
|
| S3 |
0.7319 |
0.7336 |
0.7378 |
|
| S4 |
0.7283 |
0.7299 |
0.7368 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7430 |
0.7361 |
0.0070 |
0.9% |
0.0030 |
0.4% |
70% |
False |
True |
188 |
| 10 |
0.7459 |
0.7361 |
0.0098 |
1.3% |
0.0026 |
0.3% |
49% |
False |
True |
116 |
| 20 |
0.7475 |
0.7361 |
0.0115 |
1.5% |
0.0020 |
0.3% |
42% |
False |
True |
90 |
| 40 |
0.7475 |
0.7210 |
0.0265 |
3.6% |
0.0019 |
0.3% |
75% |
False |
False |
68 |
| 60 |
0.7475 |
0.7210 |
0.0265 |
3.6% |
0.0016 |
0.2% |
75% |
False |
False |
54 |
| 80 |
0.7475 |
0.7210 |
0.0265 |
3.6% |
0.0015 |
0.2% |
75% |
False |
False |
43 |
| 100 |
0.7475 |
0.7210 |
0.0265 |
3.6% |
0.0014 |
0.2% |
75% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7676 |
|
2.618 |
0.7578 |
|
1.618 |
0.7518 |
|
1.000 |
0.7481 |
|
0.618 |
0.7458 |
|
HIGH |
0.7421 |
|
0.618 |
0.7398 |
|
0.500 |
0.7391 |
|
0.382 |
0.7383 |
|
LOW |
0.7361 |
|
0.618 |
0.7323 |
|
1.000 |
0.7301 |
|
1.618 |
0.7263 |
|
2.618 |
0.7203 |
|
4.250 |
0.7106 |
|
|
| Fisher Pivots for day following 19-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7403 |
0.7404 |
| PP |
0.7397 |
0.7400 |
| S1 |
0.7391 |
0.7395 |
|