CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 08-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2024 |
08-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7397 |
0.7371 |
-0.0026 |
-0.4% |
0.7429 |
| High |
0.7397 |
0.7376 |
-0.0022 |
-0.3% |
0.7451 |
| Low |
0.7362 |
0.7344 |
-0.0019 |
-0.3% |
0.7388 |
| Close |
0.7363 |
0.7354 |
-0.0009 |
-0.1% |
0.7396 |
| Range |
0.0035 |
0.0032 |
-0.0003 |
-8.6% |
0.0064 |
| ATR |
0.0028 |
0.0028 |
0.0000 |
1.0% |
0.0000 |
| Volume |
521 |
535 |
14 |
2.7% |
1,665 |
|
| Daily Pivots for day following 08-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7454 |
0.7436 |
0.7372 |
|
| R3 |
0.7422 |
0.7404 |
0.7363 |
|
| R2 |
0.7390 |
0.7390 |
0.7360 |
|
| R1 |
0.7372 |
0.7372 |
0.7357 |
0.7365 |
| PP |
0.7358 |
0.7358 |
0.7358 |
0.7354 |
| S1 |
0.7340 |
0.7340 |
0.7351 |
0.7333 |
| S2 |
0.7326 |
0.7326 |
0.7348 |
|
| S3 |
0.7294 |
0.7308 |
0.7345 |
|
| S4 |
0.7262 |
0.7276 |
0.7336 |
|
|
| 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 |
0.7344 |
0.0108 |
1.5% |
0.0028 |
0.4% |
10% |
False |
True |
425 |
| 10 |
0.7479 |
0.7344 |
0.0136 |
1.8% |
0.0028 |
0.4% |
8% |
False |
True |
348 |
| 20 |
0.7479 |
0.7344 |
0.0136 |
1.8% |
0.0029 |
0.4% |
8% |
False |
True |
282 |
| 40 |
0.7479 |
0.7320 |
0.0159 |
2.2% |
0.0023 |
0.3% |
21% |
False |
False |
165 |
| 60 |
0.7479 |
0.7210 |
0.0269 |
3.7% |
0.0021 |
0.3% |
54% |
False |
False |
126 |
| 80 |
0.7479 |
0.7210 |
0.0269 |
3.7% |
0.0018 |
0.2% |
54% |
False |
False |
99 |
| 100 |
0.7479 |
0.7210 |
0.0269 |
3.7% |
0.0017 |
0.2% |
54% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7512 |
|
2.618 |
0.7459 |
|
1.618 |
0.7427 |
|
1.000 |
0.7408 |
|
0.618 |
0.7395 |
|
HIGH |
0.7376 |
|
0.618 |
0.7363 |
|
0.500 |
0.7360 |
|
0.382 |
0.7356 |
|
LOW |
0.7344 |
|
0.618 |
0.7324 |
|
1.000 |
0.7312 |
|
1.618 |
0.7292 |
|
2.618 |
0.7260 |
|
4.250 |
0.7208 |
|
|
| Fisher Pivots for day following 08-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7360 |
0.7378 |
| PP |
0.7358 |
0.7370 |
| S1 |
0.7356 |
0.7362 |
|