CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 11-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2024 |
11-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7330 |
0.7308 |
-0.0023 |
-0.3% |
0.7397 |
| High |
0.7330 |
0.7317 |
-0.0014 |
-0.2% |
0.7397 |
| Low |
0.7293 |
0.7289 |
-0.0005 |
-0.1% |
0.7289 |
| Close |
0.7302 |
0.7300 |
-0.0002 |
0.0% |
0.7300 |
| Range |
0.0037 |
0.0028 |
-0.0009 |
-24.3% |
0.0109 |
| ATR |
0.0030 |
0.0030 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
1,289 |
1,577 |
288 |
22.3% |
5,297 |
|
| Daily Pivots for day following 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7386 |
0.7371 |
0.7315 |
|
| R3 |
0.7358 |
0.7343 |
0.7308 |
|
| R2 |
0.7330 |
0.7330 |
0.7305 |
|
| R1 |
0.7315 |
0.7315 |
0.7303 |
0.7308 |
| PP |
0.7302 |
0.7302 |
0.7302 |
0.7298 |
| S1 |
0.7287 |
0.7287 |
0.7297 |
0.7280 |
| S2 |
0.7274 |
0.7274 |
0.7295 |
|
| S3 |
0.7246 |
0.7259 |
0.7292 |
|
| S4 |
0.7218 |
0.7231 |
0.7285 |
|
|
| Weekly Pivots for week ending 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7654 |
0.7586 |
0.7360 |
|
| R3 |
0.7546 |
0.7477 |
0.7330 |
|
| R2 |
0.7437 |
0.7437 |
0.7320 |
|
| R1 |
0.7369 |
0.7369 |
0.7310 |
0.7349 |
| PP |
0.7329 |
0.7329 |
0.7329 |
0.7319 |
| S1 |
0.7260 |
0.7260 |
0.7290 |
0.7240 |
| S2 |
0.7220 |
0.7220 |
0.7280 |
|
| S3 |
0.7112 |
0.7152 |
0.7270 |
|
| S4 |
0.7003 |
0.7043 |
0.7240 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7397 |
0.7289 |
0.0109 |
1.5% |
0.0034 |
0.5% |
11% |
False |
True |
1,059 |
| 10 |
0.7451 |
0.7289 |
0.0163 |
2.2% |
0.0030 |
0.4% |
7% |
False |
True |
696 |
| 20 |
0.7479 |
0.7289 |
0.0191 |
2.6% |
0.0033 |
0.4% |
6% |
False |
True |
485 |
| 40 |
0.7479 |
0.7289 |
0.0191 |
2.6% |
0.0024 |
0.3% |
6% |
False |
True |
271 |
| 60 |
0.7479 |
0.7210 |
0.0269 |
3.7% |
0.0022 |
0.3% |
33% |
False |
False |
197 |
| 80 |
0.7479 |
0.7210 |
0.0269 |
3.7% |
0.0019 |
0.3% |
33% |
False |
False |
152 |
| 100 |
0.7479 |
0.7210 |
0.0269 |
3.7% |
0.0018 |
0.2% |
33% |
False |
False |
123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7436 |
|
2.618 |
0.7390 |
|
1.618 |
0.7362 |
|
1.000 |
0.7345 |
|
0.618 |
0.7334 |
|
HIGH |
0.7317 |
|
0.618 |
0.7306 |
|
0.500 |
0.7303 |
|
0.382 |
0.7299 |
|
LOW |
0.7289 |
|
0.618 |
0.7271 |
|
1.000 |
0.7261 |
|
1.618 |
0.7243 |
|
2.618 |
0.7215 |
|
4.250 |
0.7170 |
|
|
| Fisher Pivots for day following 11-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7303 |
0.7325 |
| PP |
0.7302 |
0.7317 |
| S1 |
0.7301 |
0.7308 |
|