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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
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

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

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