CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 07-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2024 |
07-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7408 |
0.7397 |
-0.0011 |
-0.1% |
0.7429 |
| High |
0.7412 |
0.7397 |
-0.0015 |
-0.2% |
0.7451 |
| Low |
0.7388 |
0.7362 |
-0.0026 |
-0.3% |
0.7388 |
| Close |
0.7396 |
0.7363 |
-0.0034 |
-0.5% |
0.7396 |
| Range |
0.0025 |
0.0035 |
0.0011 |
42.9% |
0.0064 |
| ATR |
0.0028 |
0.0028 |
0.0001 |
1.9% |
0.0000 |
| Volume |
278 |
521 |
243 |
87.4% |
1,665 |
|
| Daily Pivots for day following 07-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7479 |
0.7456 |
0.7382 |
|
| R3 |
0.7444 |
0.7421 |
0.7372 |
|
| R2 |
0.7409 |
0.7409 |
0.7369 |
|
| R1 |
0.7386 |
0.7386 |
0.7366 |
0.7380 |
| PP |
0.7374 |
0.7374 |
0.7374 |
0.7371 |
| S1 |
0.7351 |
0.7351 |
0.7359 |
0.7345 |
| S2 |
0.7339 |
0.7339 |
0.7356 |
|
| S3 |
0.7304 |
0.7316 |
0.7353 |
|
| S4 |
0.7269 |
0.7281 |
0.7343 |
|
|
| Weekly Pivots for week ending 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7602 |
0.7563 |
0.7431 |
|
| R3 |
0.7539 |
0.7499 |
0.7413 |
|
| R2 |
0.7475 |
0.7475 |
0.7408 |
|
| R1 |
0.7436 |
0.7436 |
0.7402 |
0.7424 |
| PP |
0.7412 |
0.7412 |
0.7412 |
0.7406 |
| S1 |
0.7372 |
0.7372 |
0.7390 |
0.7360 |
| S2 |
0.7348 |
0.7348 |
0.7384 |
|
| S3 |
0.7285 |
0.7309 |
0.7379 |
|
| S4 |
0.7221 |
0.7245 |
0.7361 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7451 |
0.7362 |
0.0089 |
1.2% |
0.0028 |
0.4% |
1% |
False |
True |
364 |
| 10 |
0.7479 |
0.7362 |
0.0117 |
1.6% |
0.0030 |
0.4% |
0% |
False |
True |
317 |
| 20 |
0.7479 |
0.7361 |
0.0119 |
1.6% |
0.0028 |
0.4% |
2% |
False |
False |
255 |
| 40 |
0.7479 |
0.7315 |
0.0165 |
2.2% |
0.0022 |
0.3% |
29% |
False |
False |
152 |
| 60 |
0.7479 |
0.7210 |
0.0269 |
3.7% |
0.0021 |
0.3% |
57% |
False |
False |
117 |
| 80 |
0.7479 |
0.7210 |
0.0269 |
3.7% |
0.0018 |
0.2% |
57% |
False |
False |
93 |
| 100 |
0.7479 |
0.7210 |
0.0269 |
3.7% |
0.0016 |
0.2% |
57% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7546 |
|
2.618 |
0.7489 |
|
1.618 |
0.7454 |
|
1.000 |
0.7432 |
|
0.618 |
0.7419 |
|
HIGH |
0.7397 |
|
0.618 |
0.7384 |
|
0.500 |
0.7380 |
|
0.382 |
0.7375 |
|
LOW |
0.7362 |
|
0.618 |
0.7340 |
|
1.000 |
0.7327 |
|
1.618 |
0.7305 |
|
2.618 |
0.7270 |
|
4.250 |
0.7213 |
|
|
| Fisher Pivots for day following 07-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7380 |
0.7397 |
| PP |
0.7374 |
0.7385 |
| S1 |
0.7368 |
0.7374 |
|