CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 09-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2024 |
09-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7371 |
0.7361 |
-0.0011 |
-0.1% |
0.7429 |
| High |
0.7376 |
0.7361 |
-0.0015 |
-0.2% |
0.7451 |
| Low |
0.7344 |
0.7323 |
-0.0021 |
-0.3% |
0.7388 |
| Close |
0.7354 |
0.7326 |
-0.0028 |
-0.4% |
0.7396 |
| Range |
0.0032 |
0.0039 |
0.0007 |
20.3% |
0.0064 |
| ATR |
0.0028 |
0.0029 |
0.0001 |
2.6% |
0.0000 |
| Volume |
535 |
1,375 |
840 |
157.0% |
1,665 |
|
| Daily Pivots for day following 09-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7452 |
0.7428 |
0.7347 |
|
| R3 |
0.7414 |
0.7389 |
0.7337 |
|
| R2 |
0.7375 |
0.7375 |
0.7333 |
|
| R1 |
0.7351 |
0.7351 |
0.7330 |
0.7344 |
| PP |
0.7337 |
0.7337 |
0.7337 |
0.7333 |
| S1 |
0.7312 |
0.7312 |
0.7322 |
0.7305 |
| S2 |
0.7298 |
0.7298 |
0.7319 |
|
| S3 |
0.7260 |
0.7274 |
0.7315 |
|
| S4 |
0.7221 |
0.7235 |
0.7305 |
|
|
| 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 |
0.7431 |
0.7323 |
0.0109 |
1.5% |
0.0032 |
0.4% |
3% |
False |
True |
625 |
| 10 |
0.7459 |
0.7323 |
0.0137 |
1.9% |
0.0028 |
0.4% |
3% |
False |
True |
449 |
| 20 |
0.7479 |
0.7323 |
0.0157 |
2.1% |
0.0030 |
0.4% |
2% |
False |
True |
349 |
| 40 |
0.7479 |
0.7322 |
0.0158 |
2.1% |
0.0023 |
0.3% |
3% |
False |
False |
199 |
| 60 |
0.7479 |
0.7210 |
0.0269 |
3.7% |
0.0022 |
0.3% |
43% |
False |
False |
149 |
| 80 |
0.7479 |
0.7210 |
0.0269 |
3.7% |
0.0018 |
0.2% |
43% |
False |
False |
116 |
| 100 |
0.7479 |
0.7210 |
0.0269 |
3.7% |
0.0017 |
0.2% |
43% |
False |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7525 |
|
2.618 |
0.7462 |
|
1.618 |
0.7423 |
|
1.000 |
0.7400 |
|
0.618 |
0.7385 |
|
HIGH |
0.7361 |
|
0.618 |
0.7346 |
|
0.500 |
0.7342 |
|
0.382 |
0.7337 |
|
LOW |
0.7323 |
|
0.618 |
0.7299 |
|
1.000 |
0.7284 |
|
1.618 |
0.7260 |
|
2.618 |
0.7222 |
|
4.250 |
0.7159 |
|
|
| Fisher Pivots for day following 09-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7342 |
0.7360 |
| PP |
0.7337 |
0.7349 |
| S1 |
0.7331 |
0.7337 |
|