CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 29-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2024 |
29-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7231 |
0.7235 |
0.0005 |
0.1% |
0.7280 |
| High |
0.7240 |
0.7241 |
0.0001 |
0.0% |
0.7281 |
| Low |
0.7226 |
0.7214 |
-0.0012 |
-0.2% |
0.7232 |
| Close |
0.7233 |
0.7218 |
-0.0015 |
-0.2% |
0.7238 |
| Range |
0.0014 |
0.0027 |
0.0013 |
96.3% |
0.0049 |
| ATR |
0.0026 |
0.0026 |
0.0000 |
0.2% |
0.0000 |
| Volume |
544 |
1,206 |
662 |
121.7% |
2,799 |
|
| Daily Pivots for day following 29-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7304 |
0.7287 |
0.7233 |
|
| R3 |
0.7277 |
0.7261 |
0.7225 |
|
| R2 |
0.7251 |
0.7251 |
0.7223 |
|
| R1 |
0.7234 |
0.7234 |
0.7220 |
0.7229 |
| PP |
0.7224 |
0.7224 |
0.7224 |
0.7222 |
| S1 |
0.7208 |
0.7208 |
0.7216 |
0.7203 |
| S2 |
0.7198 |
0.7198 |
0.7213 |
|
| S3 |
0.7171 |
0.7181 |
0.7211 |
|
| S4 |
0.7145 |
0.7155 |
0.7203 |
|
|
| Weekly Pivots for week ending 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7397 |
0.7366 |
0.7264 |
|
| R3 |
0.7348 |
0.7317 |
0.7251 |
|
| R2 |
0.7299 |
0.7299 |
0.7246 |
|
| R1 |
0.7268 |
0.7268 |
0.7242 |
0.7259 |
| PP |
0.7250 |
0.7250 |
0.7250 |
0.7245 |
| S1 |
0.7219 |
0.7219 |
0.7233 |
0.7210 |
| S2 |
0.7201 |
0.7201 |
0.7229 |
|
| S3 |
0.7152 |
0.7170 |
0.7224 |
|
| S4 |
0.7103 |
0.7121 |
0.7211 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7276 |
0.7214 |
0.0062 |
0.9% |
0.0024 |
0.3% |
6% |
False |
True |
722 |
| 10 |
0.7309 |
0.7214 |
0.0095 |
1.3% |
0.0022 |
0.3% |
4% |
False |
True |
597 |
| 20 |
0.7451 |
0.7214 |
0.0237 |
3.3% |
0.0026 |
0.4% |
2% |
False |
True |
709 |
| 40 |
0.7479 |
0.7214 |
0.0265 |
3.7% |
0.0027 |
0.4% |
2% |
False |
True |
447 |
| 60 |
0.7479 |
0.7214 |
0.0265 |
3.7% |
0.0022 |
0.3% |
2% |
False |
True |
312 |
| 80 |
0.7479 |
0.7210 |
0.0269 |
3.7% |
0.0021 |
0.3% |
3% |
False |
False |
247 |
| 100 |
0.7479 |
0.7210 |
0.0269 |
3.7% |
0.0019 |
0.3% |
3% |
False |
False |
200 |
| 120 |
0.7479 |
0.7210 |
0.0269 |
3.7% |
0.0017 |
0.2% |
3% |
False |
False |
168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7353 |
|
2.618 |
0.7310 |
|
1.618 |
0.7283 |
|
1.000 |
0.7267 |
|
0.618 |
0.7257 |
|
HIGH |
0.7241 |
|
0.618 |
0.7230 |
|
0.500 |
0.7227 |
|
0.382 |
0.7224 |
|
LOW |
0.7214 |
|
0.618 |
0.7198 |
|
1.000 |
0.7188 |
|
1.618 |
0.7171 |
|
2.618 |
0.7145 |
|
4.250 |
0.7101 |
|
|
| Fisher Pivots for day following 29-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7227 |
0.7238 |
| PP |
0.7224 |
0.7231 |
| S1 |
0.7221 |
0.7225 |
|