CME Canadian Dollar Future March 2025


Trading Metrics calculated at close of trading on 30-Sep-2024
Day Change Summary
Previous Current
27-Sep-2024 30-Sep-2024 Change Change % Previous Week
Open 0.7454 0.7429 -0.0026 -0.3% 0.7403
High 0.7456 0.7442 -0.0015 -0.2% 0.7479
Low 0.7423 0.7418 -0.0005 -0.1% 0.7394
Close 0.7431 0.7425 -0.0006 -0.1% 0.7431
Range 0.0034 0.0024 -0.0010 -29.9% 0.0086
ATR 0.0028 0.0028 0.0000 -1.2% 0.0000
Volume 153 363 210 137.3% 1,291
Daily Pivots for day following 30-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.7499 0.7485 0.7438
R3 0.7475 0.7462 0.7431
R2 0.7452 0.7452 0.7429
R1 0.7438 0.7438 0.7427 0.7433
PP 0.7428 0.7428 0.7428 0.7426
S1 0.7415 0.7415 0.7423 0.7410
S2 0.7405 0.7405 0.7421
S3 0.7381 0.7391 0.7419
S4 0.7358 0.7368 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 0.7418 0.0061 0.8% 0.0032 0.4% 11% False True 270
10 0.7479 0.7361 0.0119 1.6% 0.0036 0.5% 54% False False 295
20 0.7479 0.7361 0.0119 1.6% 0.0027 0.4% 54% False False 174
40 0.7479 0.7210 0.0269 3.6% 0.0021 0.3% 80% False False 111
60 0.7479 0.7210 0.0269 3.6% 0.0019 0.3% 80% False False 90
80 0.7479 0.7210 0.0269 3.6% 0.0017 0.2% 80% False False 70
100 0.7479 0.7210 0.0269 3.6% 0.0015 0.2% 80% False False 57
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7541
2.618 0.7503
1.618 0.7480
1.000 0.7465
0.618 0.7456
HIGH 0.7442
0.618 0.7433
0.500 0.7430
0.382 0.7427
LOW 0.7418
0.618 0.7403
1.000 0.7395
1.618 0.7380
2.618 0.7356
4.250 0.7318
Fisher Pivots for day following 30-Sep-2024
Pivot 1 day 3 day
R1 0.7430 0.7439
PP 0.7428 0.7434
S1 0.7427 0.7430

These figures are updated between 7pm and 10pm EST after a trading day.

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