CME Canadian Dollar Future March 2025
Trading Metrics calculated at close of trading on 16-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2024 |
16-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
0.7282 |
0.7291 |
0.0010 |
0.1% |
0.7397 |
High |
0.7296 |
0.7309 |
0.0013 |
0.2% |
0.7397 |
Low |
0.7262 |
0.7285 |
0.0023 |
0.3% |
0.7289 |
Close |
0.7285 |
0.7303 |
0.0018 |
0.2% |
0.7300 |
Range |
0.0034 |
0.0024 |
-0.0011 |
-30.9% |
0.0109 |
ATR |
0.0029 |
0.0029 |
0.0000 |
-1.4% |
0.0000 |
Volume |
1,509 |
628 |
-881 |
-58.4% |
5,297 |
|
Daily Pivots for day following 16-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7369 |
0.7360 |
0.7316 |
|
R3 |
0.7346 |
0.7336 |
0.7309 |
|
R2 |
0.7322 |
0.7322 |
0.7307 |
|
R1 |
0.7313 |
0.7313 |
0.7305 |
0.7318 |
PP |
0.7299 |
0.7299 |
0.7299 |
0.7301 |
S1 |
0.7289 |
0.7289 |
0.7301 |
0.7294 |
S2 |
0.7275 |
0.7275 |
0.7299 |
|
S3 |
0.7252 |
0.7266 |
0.7297 |
|
S4 |
0.7228 |
0.7242 |
0.7290 |
|
|
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 |
0.7330 |
0.7262 |
0.0068 |
0.9% |
0.0028 |
0.4% |
60% |
False |
False |
1,070 |
10 |
0.7431 |
0.7262 |
0.0169 |
2.3% |
0.0030 |
0.4% |
24% |
False |
False |
848 |
20 |
0.7479 |
0.7262 |
0.0217 |
3.0% |
0.0032 |
0.4% |
19% |
False |
False |
585 |
40 |
0.7479 |
0.7262 |
0.0217 |
3.0% |
0.0025 |
0.3% |
19% |
False |
False |
331 |
60 |
0.7479 |
0.7210 |
0.0269 |
3.7% |
0.0023 |
0.3% |
35% |
False |
False |
237 |
80 |
0.7479 |
0.7210 |
0.0269 |
3.7% |
0.0020 |
0.3% |
35% |
False |
False |
182 |
100 |
0.7479 |
0.7210 |
0.0269 |
3.7% |
0.0018 |
0.2% |
35% |
False |
False |
147 |
120 |
0.7479 |
0.7210 |
0.0269 |
3.7% |
0.0017 |
0.2% |
35% |
False |
False |
123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7408 |
2.618 |
0.7370 |
1.618 |
0.7347 |
1.000 |
0.7332 |
0.618 |
0.7323 |
HIGH |
0.7309 |
0.618 |
0.7300 |
0.500 |
0.7297 |
0.382 |
0.7294 |
LOW |
0.7285 |
0.618 |
0.7270 |
1.000 |
0.7262 |
1.618 |
0.7247 |
2.618 |
0.7223 |
4.250 |
0.7185 |
|
|
Fisher Pivots for day following 16-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7301 |
0.7297 |
PP |
0.7299 |
0.7291 |
S1 |
0.7297 |
0.7285 |
|