CME Canadian Dollar Future March 2025
Trading Metrics calculated at close of trading on 27-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2024 |
27-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
0.7449 |
0.7454 |
0.0006 |
0.1% |
0.7403 |
High |
0.7459 |
0.7456 |
-0.0003 |
0.0% |
0.7479 |
Low |
0.7443 |
0.7423 |
-0.0021 |
-0.3% |
0.7394 |
Close |
0.7454 |
0.7431 |
-0.0023 |
-0.3% |
0.7431 |
Range |
0.0016 |
0.0034 |
0.0018 |
109.4% |
0.0086 |
ATR |
0.0028 |
0.0028 |
0.0000 |
1.5% |
0.0000 |
Volume |
250 |
153 |
-97 |
-38.8% |
1,291 |
|
Daily Pivots for day following 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7537 |
0.7517 |
0.7449 |
|
R3 |
0.7503 |
0.7484 |
0.7440 |
|
R2 |
0.7470 |
0.7470 |
0.7437 |
|
R1 |
0.7450 |
0.7450 |
0.7434 |
0.7443 |
PP |
0.7436 |
0.7436 |
0.7436 |
0.7433 |
S1 |
0.7417 |
0.7417 |
0.7427 |
0.7410 |
S2 |
0.7403 |
0.7403 |
0.7424 |
|
S3 |
0.7369 |
0.7383 |
0.7421 |
|
S4 |
0.7336 |
0.7350 |
0.7412 |
|
|
Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7691 |
0.7646 |
0.7478 |
|
R3 |
0.7605 |
0.7561 |
0.7454 |
|
R2 |
0.7520 |
0.7520 |
0.7446 |
|
R1 |
0.7475 |
0.7475 |
0.7438 |
0.7498 |
PP |
0.7434 |
0.7434 |
0.7434 |
0.7446 |
S1 |
0.7390 |
0.7390 |
0.7423 |
0.7412 |
S2 |
0.7349 |
0.7349 |
0.7415 |
|
S3 |
0.7263 |
0.7304 |
0.7407 |
|
S4 |
0.7178 |
0.7219 |
0.7383 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7479 |
0.7394 |
0.0086 |
1.2% |
0.0037 |
0.5% |
43% |
False |
False |
258 |
10 |
0.7479 |
0.7361 |
0.0119 |
1.6% |
0.0035 |
0.5% |
59% |
False |
False |
275 |
20 |
0.7479 |
0.7361 |
0.0119 |
1.6% |
0.0027 |
0.4% |
59% |
False |
False |
157 |
40 |
0.7479 |
0.7210 |
0.0269 |
3.6% |
0.0021 |
0.3% |
82% |
False |
False |
103 |
60 |
0.7479 |
0.7210 |
0.0269 |
3.6% |
0.0019 |
0.3% |
82% |
False |
False |
85 |
80 |
0.7479 |
0.7210 |
0.0269 |
3.6% |
0.0017 |
0.2% |
82% |
False |
False |
66 |
100 |
0.7479 |
0.7210 |
0.0269 |
3.6% |
0.0016 |
0.2% |
82% |
False |
False |
54 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7598 |
2.618 |
0.7544 |
1.618 |
0.7510 |
1.000 |
0.7490 |
0.618 |
0.7477 |
HIGH |
0.7456 |
0.618 |
0.7443 |
0.500 |
0.7439 |
0.382 |
0.7435 |
LOW |
0.7423 |
0.618 |
0.7402 |
1.000 |
0.7389 |
1.618 |
0.7368 |
2.618 |
0.7335 |
4.250 |
0.7280 |
|
|
Fisher Pivots for day following 27-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7439 |
0.7451 |
PP |
0.7436 |
0.7444 |
S1 |
0.7433 |
0.7437 |
|