CME Canadian Dollar Future March 2025
Trading Metrics calculated at close of trading on 21-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2024 |
21-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
0.7284 |
0.7280 |
-0.0004 |
-0.1% |
0.7295 |
High |
0.7290 |
0.7281 |
-0.0009 |
-0.1% |
0.7309 |
Low |
0.7274 |
0.7257 |
-0.0018 |
-0.2% |
0.7262 |
Close |
0.7277 |
0.7261 |
-0.0017 |
-0.2% |
0.7277 |
Range |
0.0016 |
0.0024 |
0.0009 |
54.8% |
0.0047 |
ATR |
0.0028 |
0.0027 |
0.0000 |
-1.0% |
0.0000 |
Volume |
282 |
482 |
200 |
70.9% |
3,283 |
|
Daily Pivots for day following 21-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7338 |
0.7323 |
0.7274 |
|
R3 |
0.7314 |
0.7299 |
0.7267 |
|
R2 |
0.7290 |
0.7290 |
0.7265 |
|
R1 |
0.7275 |
0.7275 |
0.7263 |
0.7271 |
PP |
0.7266 |
0.7266 |
0.7266 |
0.7264 |
S1 |
0.7251 |
0.7251 |
0.7258 |
0.7247 |
S2 |
0.7242 |
0.7242 |
0.7256 |
|
S3 |
0.7218 |
0.7227 |
0.7254 |
|
S4 |
0.7194 |
0.7203 |
0.7247 |
|
|
Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7422 |
0.7396 |
0.7303 |
|
R3 |
0.7376 |
0.7350 |
0.7290 |
|
R2 |
0.7329 |
0.7329 |
0.7286 |
|
R1 |
0.7303 |
0.7303 |
0.7281 |
0.7293 |
PP |
0.7283 |
0.7283 |
0.7283 |
0.7277 |
S1 |
0.7257 |
0.7257 |
0.7273 |
0.7246 |
S2 |
0.7236 |
0.7236 |
0.7268 |
|
S3 |
0.7190 |
0.7210 |
0.7264 |
|
S4 |
0.7143 |
0.7164 |
0.7251 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7309 |
0.7257 |
0.0052 |
0.7% |
0.0025 |
0.3% |
8% |
False |
True |
682 |
10 |
0.7376 |
0.7257 |
0.0119 |
1.6% |
0.0027 |
0.4% |
3% |
False |
True |
854 |
20 |
0.7479 |
0.7257 |
0.0223 |
3.1% |
0.0029 |
0.4% |
2% |
False |
True |
585 |
40 |
0.7479 |
0.7257 |
0.0223 |
3.1% |
0.0025 |
0.3% |
2% |
False |
True |
350 |
60 |
0.7479 |
0.7210 |
0.0269 |
3.7% |
0.0023 |
0.3% |
19% |
False |
False |
250 |
80 |
0.7479 |
0.7210 |
0.0269 |
3.7% |
0.0020 |
0.3% |
19% |
False |
False |
198 |
100 |
0.7479 |
0.7210 |
0.0269 |
3.7% |
0.0018 |
0.3% |
19% |
False |
False |
160 |
120 |
0.7479 |
0.7210 |
0.0269 |
3.7% |
0.0017 |
0.2% |
19% |
False |
False |
134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7383 |
2.618 |
0.7343 |
1.618 |
0.7319 |
1.000 |
0.7305 |
0.618 |
0.7295 |
HIGH |
0.7281 |
0.618 |
0.7271 |
0.500 |
0.7269 |
0.382 |
0.7266 |
LOW |
0.7257 |
0.618 |
0.7242 |
1.000 |
0.7233 |
1.618 |
0.7218 |
2.618 |
0.7194 |
4.250 |
0.7155 |
|
|
Fisher Pivots for day following 21-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7269 |
0.7282 |
PP |
0.7266 |
0.7275 |
S1 |
0.7263 |
0.7268 |
|