CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 14-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2024 |
14-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7308 |
0.7295 |
-0.0013 |
-0.2% |
0.7397 |
| High |
0.7317 |
0.7295 |
-0.0022 |
-0.3% |
0.7397 |
| Low |
0.7289 |
0.7278 |
-0.0011 |
-0.1% |
0.7289 |
| Close |
0.7300 |
0.7279 |
-0.0021 |
-0.3% |
0.7300 |
| Range |
0.0028 |
0.0017 |
-0.0012 |
-41.1% |
0.0109 |
| ATR |
0.0030 |
0.0029 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
1,577 |
351 |
-1,226 |
-77.7% |
5,297 |
|
| Daily Pivots for day following 14-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7333 |
0.7323 |
0.7288 |
|
| R3 |
0.7317 |
0.7306 |
0.7284 |
|
| R2 |
0.7300 |
0.7300 |
0.7282 |
|
| R1 |
0.7290 |
0.7290 |
0.7281 |
0.7287 |
| PP |
0.7284 |
0.7284 |
0.7284 |
0.7282 |
| S1 |
0.7273 |
0.7273 |
0.7277 |
0.7270 |
| S2 |
0.7267 |
0.7267 |
0.7276 |
|
| S3 |
0.7251 |
0.7257 |
0.7274 |
|
| S4 |
0.7234 |
0.7240 |
0.7270 |
|
|
| 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 |
0.7376 |
0.7278 |
0.0098 |
1.3% |
0.0030 |
0.4% |
1% |
False |
True |
1,025 |
| 10 |
0.7451 |
0.7278 |
0.0173 |
2.4% |
0.0029 |
0.4% |
1% |
False |
True |
695 |
| 20 |
0.7479 |
0.7278 |
0.0201 |
2.8% |
0.0033 |
0.5% |
0% |
False |
True |
495 |
| 40 |
0.7479 |
0.7278 |
0.0201 |
2.8% |
0.0024 |
0.3% |
0% |
False |
True |
279 |
| 60 |
0.7479 |
0.7210 |
0.0269 |
3.7% |
0.0022 |
0.3% |
26% |
False |
False |
202 |
| 80 |
0.7479 |
0.7210 |
0.0269 |
3.7% |
0.0019 |
0.3% |
26% |
False |
False |
156 |
| 100 |
0.7479 |
0.7210 |
0.0269 |
3.7% |
0.0018 |
0.2% |
26% |
False |
False |
126 |
| 120 |
0.7479 |
0.7210 |
0.0269 |
3.7% |
0.0016 |
0.2% |
26% |
False |
False |
106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7365 |
|
2.618 |
0.7338 |
|
1.618 |
0.7321 |
|
1.000 |
0.7311 |
|
0.618 |
0.7305 |
|
HIGH |
0.7295 |
|
0.618 |
0.7288 |
|
0.500 |
0.7286 |
|
0.382 |
0.7284 |
|
LOW |
0.7278 |
|
0.618 |
0.7268 |
|
1.000 |
0.7262 |
|
1.618 |
0.7251 |
|
2.618 |
0.7235 |
|
4.250 |
0.7208 |
|
|
| Fisher Pivots for day following 14-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7286 |
0.7304 |
| PP |
0.7284 |
0.7296 |
| S1 |
0.7281 |
0.7287 |
|