CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 03-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2024 |
03-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7439 |
0.7431 |
-0.0008 |
-0.1% |
0.7403 |
| High |
0.7451 |
0.7431 |
-0.0020 |
-0.3% |
0.7479 |
| Low |
0.7433 |
0.7401 |
-0.0032 |
-0.4% |
0.7394 |
| Close |
0.7434 |
0.7411 |
-0.0023 |
-0.3% |
0.7431 |
| Range |
0.0019 |
0.0030 |
0.0012 |
62.2% |
0.0086 |
| ATR |
0.0027 |
0.0028 |
0.0000 |
1.3% |
0.0000 |
| Volume |
373 |
419 |
46 |
12.3% |
1,291 |
|
| Daily Pivots for day following 03-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7504 |
0.7487 |
0.7427 |
|
| R3 |
0.7474 |
0.7457 |
0.7419 |
|
| R2 |
0.7444 |
0.7444 |
0.7416 |
|
| R1 |
0.7427 |
0.7427 |
0.7413 |
0.7421 |
| PP |
0.7414 |
0.7414 |
0.7414 |
0.7411 |
| S1 |
0.7397 |
0.7397 |
0.7408 |
0.7391 |
| S2 |
0.7384 |
0.7384 |
0.7405 |
|
| S3 |
0.7354 |
0.7367 |
0.7402 |
|
| S4 |
0.7324 |
0.7337 |
0.7394 |
|
|
| 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 |
0.7456 |
0.7401 |
0.0055 |
0.7% |
0.0027 |
0.4% |
17% |
False |
True |
308 |
| 10 |
0.7479 |
0.7390 |
0.0089 |
1.2% |
0.0032 |
0.4% |
23% |
False |
False |
326 |
| 20 |
0.7479 |
0.7361 |
0.0119 |
1.6% |
0.0029 |
0.4% |
42% |
False |
False |
221 |
| 40 |
0.7479 |
0.7309 |
0.0171 |
2.3% |
0.0021 |
0.3% |
60% |
False |
False |
133 |
| 60 |
0.7479 |
0.7210 |
0.0269 |
3.6% |
0.0020 |
0.3% |
75% |
False |
False |
106 |
| 80 |
0.7479 |
0.7210 |
0.0269 |
3.6% |
0.0017 |
0.2% |
75% |
False |
False |
83 |
| 100 |
0.7479 |
0.7210 |
0.0269 |
3.6% |
0.0016 |
0.2% |
75% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7559 |
|
2.618 |
0.7510 |
|
1.618 |
0.7480 |
|
1.000 |
0.7461 |
|
0.618 |
0.7450 |
|
HIGH |
0.7431 |
|
0.618 |
0.7420 |
|
0.500 |
0.7416 |
|
0.382 |
0.7412 |
|
LOW |
0.7401 |
|
0.618 |
0.7382 |
|
1.000 |
0.7371 |
|
1.618 |
0.7352 |
|
2.618 |
0.7322 |
|
4.250 |
0.7274 |
|
|
| Fisher Pivots for day following 03-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7416 |
0.7426 |
| PP |
0.7414 |
0.7421 |
| S1 |
0.7412 |
0.7416 |
|