CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 24-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2024 |
24-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7403 |
0.7421 |
0.0019 |
0.2% |
0.7398 |
| High |
0.7445 |
0.7474 |
0.0029 |
0.4% |
0.7430 |
| Low |
0.7394 |
0.7421 |
0.0028 |
0.4% |
0.7361 |
| Close |
0.7437 |
0.7469 |
0.0032 |
0.4% |
0.7406 |
| Range |
0.0051 |
0.0053 |
0.0002 |
2.9% |
0.0070 |
| ATR |
0.0026 |
0.0028 |
0.0002 |
7.1% |
0.0000 |
| Volume |
300 |
228 |
-72 |
-24.0% |
1,461 |
|
| Daily Pivots for day following 24-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7612 |
0.7593 |
0.7497 |
|
| R3 |
0.7559 |
0.7540 |
0.7483 |
|
| R2 |
0.7507 |
0.7507 |
0.7478 |
|
| R1 |
0.7488 |
0.7488 |
0.7473 |
0.7497 |
| PP |
0.7454 |
0.7454 |
0.7454 |
0.7459 |
| S1 |
0.7435 |
0.7435 |
0.7464 |
0.7445 |
| S2 |
0.7402 |
0.7402 |
0.7459 |
|
| S3 |
0.7349 |
0.7383 |
0.7454 |
|
| S4 |
0.7297 |
0.7330 |
0.7440 |
|
|
| Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7607 |
0.7576 |
0.7444 |
|
| R3 |
0.7538 |
0.7506 |
0.7425 |
|
| R2 |
0.7468 |
0.7468 |
0.7418 |
|
| R1 |
0.7437 |
0.7437 |
0.7412 |
0.7453 |
| PP |
0.7399 |
0.7399 |
0.7399 |
0.7407 |
| S1 |
0.7367 |
0.7367 |
0.7399 |
0.7383 |
| S2 |
0.7329 |
0.7329 |
0.7393 |
|
| S3 |
0.7260 |
0.7298 |
0.7386 |
|
| S4 |
0.7190 |
0.7228 |
0.7367 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7474 |
0.7361 |
0.0113 |
1.5% |
0.0049 |
0.7% |
96% |
True |
False |
358 |
| 10 |
0.7474 |
0.7361 |
0.0113 |
1.5% |
0.0031 |
0.4% |
96% |
True |
False |
216 |
| 20 |
0.7475 |
0.7361 |
0.0115 |
1.5% |
0.0023 |
0.3% |
94% |
False |
False |
125 |
| 40 |
0.7475 |
0.7210 |
0.0265 |
3.5% |
0.0021 |
0.3% |
98% |
False |
False |
88 |
| 60 |
0.7475 |
0.7210 |
0.0265 |
3.5% |
0.0018 |
0.2% |
98% |
False |
False |
72 |
| 80 |
0.7475 |
0.7210 |
0.0265 |
3.5% |
0.0017 |
0.2% |
98% |
False |
False |
56 |
| 100 |
0.7475 |
0.7210 |
0.0265 |
3.5% |
0.0015 |
0.2% |
98% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7697 |
|
2.618 |
0.7611 |
|
1.618 |
0.7558 |
|
1.000 |
0.7526 |
|
0.618 |
0.7506 |
|
HIGH |
0.7474 |
|
0.618 |
0.7453 |
|
0.500 |
0.7447 |
|
0.382 |
0.7441 |
|
LOW |
0.7421 |
|
0.618 |
0.7389 |
|
1.000 |
0.7369 |
|
1.618 |
0.7336 |
|
2.618 |
0.7284 |
|
4.250 |
0.7198 |
|
|
| Fisher Pivots for day following 24-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7461 |
0.7456 |
| PP |
0.7454 |
0.7444 |
| S1 |
0.7447 |
0.7432 |
|