CME Canadian Dollar Future March 2025


Trading Metrics calculated at close of trading on 02-Oct-2024
Day Change Summary
Previous Current
01-Oct-2024 02-Oct-2024 Change Change % Previous Week
Open 0.7425 0.7439 0.0014 0.2% 0.7403
High 0.7447 0.7451 0.0004 0.1% 0.7479
Low 0.7416 0.7433 0.0017 0.2% 0.7394
Close 0.7447 0.7434 -0.0013 -0.2% 0.7431
Range 0.0032 0.0019 -0.0013 -41.3% 0.0086
ATR 0.0028 0.0027 -0.0001 -2.4% 0.0000
Volume 232 373 141 60.8% 1,291
Daily Pivots for day following 02-Oct-2024
Classic Woodie Camarilla DeMark
R4 0.7495 0.7483 0.7444
R3 0.7476 0.7464 0.7439
R2 0.7458 0.7458 0.7437
R1 0.7446 0.7446 0.7435 0.7442
PP 0.7439 0.7439 0.7439 0.7437
S1 0.7427 0.7427 0.7432 0.7424
S2 0.7421 0.7421 0.7430
S3 0.7402 0.7409 0.7428
S4 0.7384 0.7390 0.7423
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 0.7459 0.7416 0.0044 0.6% 0.0025 0.3% 41% False False 274
10 0.7479 0.7361 0.0119 1.6% 0.0035 0.5% 62% False False 322
20 0.7479 0.7361 0.0119 1.6% 0.0027 0.4% 62% False False 201
40 0.7479 0.7309 0.0171 2.3% 0.0020 0.3% 73% False False 122
60 0.7479 0.7210 0.0269 3.6% 0.0020 0.3% 83% False False 99
80 0.7479 0.7210 0.0269 3.6% 0.0017 0.2% 83% False False 77
100 0.7479 0.7210 0.0269 3.6% 0.0016 0.2% 83% False False 63
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7530
2.618 0.7499
1.618 0.7481
1.000 0.7470
0.618 0.7462
HIGH 0.7451
0.618 0.7444
0.500 0.7442
0.382 0.7440
LOW 0.7433
0.618 0.7421
1.000 0.7414
1.618 0.7403
2.618 0.7384
4.250 0.7354
Fisher Pivots for day following 02-Oct-2024
Pivot 1 day 3 day
R1 0.7442 0.7433
PP 0.7439 0.7433
S1 0.7436 0.7433

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

View Archives - Comment on this page... - Back to Index of Symbols