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
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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