CME Canadian Dollar Future March 2025
Trading Metrics calculated at close of trading on 01-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2024 |
01-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
0.7429 |
0.7425 |
-0.0004 |
0.0% |
0.7403 |
High |
0.7442 |
0.7447 |
0.0006 |
0.1% |
0.7479 |
Low |
0.7418 |
0.7416 |
-0.0003 |
0.0% |
0.7394 |
Close |
0.7425 |
0.7447 |
0.0022 |
0.3% |
0.7431 |
Range |
0.0024 |
0.0032 |
0.0008 |
34.0% |
0.0086 |
ATR |
0.0028 |
0.0028 |
0.0000 |
0.9% |
0.0000 |
Volume |
363 |
232 |
-131 |
-36.1% |
1,291 |
|
Daily Pivots for day following 01-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7531 |
0.7520 |
0.7464 |
|
R3 |
0.7499 |
0.7489 |
0.7455 |
|
R2 |
0.7468 |
0.7468 |
0.7452 |
|
R1 |
0.7457 |
0.7457 |
0.7449 |
0.7463 |
PP |
0.7436 |
0.7436 |
0.7436 |
0.7439 |
S1 |
0.7426 |
0.7426 |
0.7444 |
0.7431 |
S2 |
0.7405 |
0.7405 |
0.7441 |
|
S3 |
0.7373 |
0.7394 |
0.7438 |
|
S4 |
0.7342 |
0.7363 |
0.7429 |
|
|
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 |
0.7416 |
0.0064 |
0.9% |
0.0028 |
0.4% |
49% |
False |
True |
271 |
10 |
0.7479 |
0.7361 |
0.0119 |
1.6% |
0.0038 |
0.5% |
73% |
False |
False |
315 |
20 |
0.7479 |
0.7361 |
0.0119 |
1.6% |
0.0028 |
0.4% |
73% |
False |
False |
184 |
40 |
0.7479 |
0.7280 |
0.0200 |
2.7% |
0.0020 |
0.3% |
84% |
False |
False |
113 |
60 |
0.7479 |
0.7210 |
0.0269 |
3.6% |
0.0019 |
0.3% |
88% |
False |
False |
92 |
80 |
0.7479 |
0.7210 |
0.0269 |
3.6% |
0.0017 |
0.2% |
88% |
False |
False |
73 |
100 |
0.7479 |
0.7210 |
0.0269 |
3.6% |
0.0016 |
0.2% |
88% |
False |
False |
59 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7581 |
2.618 |
0.7529 |
1.618 |
0.7498 |
1.000 |
0.7479 |
0.618 |
0.7466 |
HIGH |
0.7447 |
0.618 |
0.7435 |
0.500 |
0.7431 |
0.382 |
0.7428 |
LOW |
0.7416 |
0.618 |
0.7396 |
1.000 |
0.7384 |
1.618 |
0.7365 |
2.618 |
0.7333 |
4.250 |
0.7282 |
|
|
Fisher Pivots for day following 01-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7441 |
0.7443 |
PP |
0.7436 |
0.7439 |
S1 |
0.7431 |
0.7436 |
|