CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 15-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2024 |
15-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7295 |
0.7282 |
-0.0013 |
-0.2% |
0.7397 |
| High |
0.7295 |
0.7296 |
0.0002 |
0.0% |
0.7397 |
| Low |
0.7278 |
0.7262 |
-0.0016 |
-0.2% |
0.7289 |
| Close |
0.7279 |
0.7285 |
0.0006 |
0.1% |
0.7300 |
| Range |
0.0017 |
0.0034 |
0.0018 |
106.1% |
0.0109 |
| ATR |
0.0029 |
0.0029 |
0.0000 |
1.2% |
0.0000 |
| Volume |
351 |
1,509 |
1,158 |
329.9% |
5,297 |
|
| Daily Pivots for day following 15-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7383 |
0.7368 |
0.7304 |
|
| R3 |
0.7349 |
0.7334 |
0.7294 |
|
| R2 |
0.7315 |
0.7315 |
0.7291 |
|
| R1 |
0.7300 |
0.7300 |
0.7288 |
0.7308 |
| PP |
0.7281 |
0.7281 |
0.7281 |
0.7285 |
| S1 |
0.7266 |
0.7266 |
0.7282 |
0.7274 |
| S2 |
0.7247 |
0.7247 |
0.7279 |
|
| S3 |
0.7213 |
0.7232 |
0.7276 |
|
| S4 |
0.7179 |
0.7198 |
0.7266 |
|
|
| 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 |
0.7361 |
0.7262 |
0.0099 |
1.4% |
0.0031 |
0.4% |
23% |
False |
True |
1,220 |
| 10 |
0.7451 |
0.7262 |
0.0189 |
2.6% |
0.0029 |
0.4% |
12% |
False |
True |
822 |
| 20 |
0.7479 |
0.7262 |
0.0217 |
3.0% |
0.0034 |
0.5% |
11% |
False |
True |
568 |
| 40 |
0.7479 |
0.7262 |
0.0217 |
3.0% |
0.0025 |
0.3% |
11% |
False |
True |
317 |
| 60 |
0.7479 |
0.7210 |
0.0269 |
3.7% |
0.0023 |
0.3% |
28% |
False |
False |
226 |
| 80 |
0.7479 |
0.7210 |
0.0269 |
3.7% |
0.0019 |
0.3% |
28% |
False |
False |
175 |
| 100 |
0.7479 |
0.7210 |
0.0269 |
3.7% |
0.0018 |
0.2% |
28% |
False |
False |
141 |
| 120 |
0.7479 |
0.7210 |
0.0269 |
3.7% |
0.0016 |
0.2% |
28% |
False |
False |
118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7441 |
|
2.618 |
0.7385 |
|
1.618 |
0.7351 |
|
1.000 |
0.7330 |
|
0.618 |
0.7317 |
|
HIGH |
0.7296 |
|
0.618 |
0.7283 |
|
0.500 |
0.7279 |
|
0.382 |
0.7275 |
|
LOW |
0.7262 |
|
0.618 |
0.7241 |
|
1.000 |
0.7228 |
|
1.618 |
0.7207 |
|
2.618 |
0.7173 |
|
4.250 |
0.7118 |
|
|
| Fisher Pivots for day following 15-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7283 |
0.7289 |
| PP |
0.7281 |
0.7288 |
| S1 |
0.7279 |
0.7286 |
|