CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 31-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2024 |
31-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7266 |
0.7270 |
0.0005 |
0.1% |
0.7314 |
| High |
0.7272 |
0.7295 |
0.0024 |
0.3% |
0.7314 |
| Low |
0.7260 |
0.7264 |
0.0004 |
0.0% |
0.7268 |
| Close |
0.7266 |
0.7295 |
0.0029 |
0.4% |
0.7272 |
| Range |
0.0012 |
0.0032 |
0.0020 |
173.9% |
0.0047 |
| ATR |
0.0017 |
0.0018 |
0.0001 |
6.5% |
0.0000 |
| Volume |
56 |
67 |
11 |
19.6% |
526 |
|
| Daily Pivots for day following 31-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7379 |
0.7369 |
0.7312 |
|
| R3 |
0.7348 |
0.7337 |
0.7304 |
|
| R2 |
0.7316 |
0.7316 |
0.7301 |
|
| R1 |
0.7306 |
0.7306 |
0.7298 |
0.7311 |
| PP |
0.7285 |
0.7285 |
0.7285 |
0.7287 |
| S1 |
0.7274 |
0.7274 |
0.7292 |
0.7279 |
| S2 |
0.7253 |
0.7253 |
0.7289 |
|
| S3 |
0.7222 |
0.7243 |
0.7286 |
|
| S4 |
0.7190 |
0.7211 |
0.7278 |
|
|
| Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7424 |
0.7394 |
0.7297 |
|
| R3 |
0.7377 |
0.7348 |
0.7284 |
|
| R2 |
0.7331 |
0.7331 |
0.7280 |
|
| R1 |
0.7301 |
0.7301 |
0.7276 |
0.7293 |
| PP |
0.7284 |
0.7284 |
0.7284 |
0.7280 |
| S1 |
0.7255 |
0.7255 |
0.7267 |
0.7246 |
| S2 |
0.7238 |
0.7238 |
0.7263 |
|
| S3 |
0.7191 |
0.7208 |
0.7259 |
|
| S4 |
0.7145 |
0.7162 |
0.7246 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7295 |
0.7260 |
0.0035 |
0.5% |
0.0019 |
0.3% |
100% |
True |
False |
85 |
| 10 |
0.7350 |
0.7260 |
0.0090 |
1.2% |
0.0015 |
0.2% |
39% |
False |
False |
67 |
| 20 |
0.7399 |
0.7260 |
0.0139 |
1.9% |
0.0012 |
0.2% |
25% |
False |
False |
45 |
| 40 |
0.7399 |
0.7260 |
0.0139 |
1.9% |
0.0011 |
0.2% |
25% |
False |
False |
27 |
| 60 |
0.7399 |
0.7260 |
0.0139 |
1.9% |
0.0011 |
0.1% |
25% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7429 |
|
2.618 |
0.7377 |
|
1.618 |
0.7346 |
|
1.000 |
0.7327 |
|
0.618 |
0.7314 |
|
HIGH |
0.7295 |
|
0.618 |
0.7283 |
|
0.500 |
0.7279 |
|
0.382 |
0.7276 |
|
LOW |
0.7264 |
|
0.618 |
0.7244 |
|
1.000 |
0.7232 |
|
1.618 |
0.7213 |
|
2.618 |
0.7181 |
|
4.250 |
0.7130 |
|
|
| Fisher Pivots for day following 31-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7290 |
0.7289 |
| PP |
0.7285 |
0.7283 |
| S1 |
0.7279 |
0.7278 |
|