CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 06-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2024 |
06-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7240 |
0.7280 |
0.0040 |
0.5% |
0.7272 |
| High |
0.7275 |
0.7302 |
0.0027 |
0.4% |
0.7295 |
| Low |
0.7210 |
0.7280 |
0.0070 |
1.0% |
0.7244 |
| Close |
0.7268 |
0.7302 |
0.0034 |
0.5% |
0.7250 |
| Range |
0.0065 |
0.0022 |
-0.0043 |
-66.2% |
0.0051 |
| ATR |
0.0023 |
0.0024 |
0.0001 |
3.3% |
0.0000 |
| Volume |
165 |
14 |
-151 |
-91.5% |
215 |
|
| Daily Pivots for day following 06-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7360 |
0.7353 |
0.7314 |
|
| R3 |
0.7338 |
0.7331 |
0.7308 |
|
| R2 |
0.7316 |
0.7316 |
0.7306 |
|
| R1 |
0.7309 |
0.7309 |
0.7304 |
0.7313 |
| PP |
0.7294 |
0.7294 |
0.7294 |
0.7296 |
| S1 |
0.7287 |
0.7287 |
0.7299 |
0.7291 |
| S2 |
0.7272 |
0.7272 |
0.7297 |
|
| S3 |
0.7250 |
0.7265 |
0.7295 |
|
| S4 |
0.7228 |
0.7243 |
0.7289 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7416 |
0.7384 |
0.7278 |
|
| R3 |
0.7365 |
0.7333 |
0.7264 |
|
| R2 |
0.7314 |
0.7314 |
0.7259 |
|
| R1 |
0.7282 |
0.7282 |
0.7254 |
0.7272 |
| PP |
0.7263 |
0.7263 |
0.7263 |
0.7258 |
| S1 |
0.7231 |
0.7231 |
0.7245 |
0.7221 |
| S2 |
0.7212 |
0.7212 |
0.7240 |
|
| S3 |
0.7161 |
0.7180 |
0.7235 |
|
| S4 |
0.7110 |
0.7129 |
0.7221 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7302 |
0.7210 |
0.0092 |
1.3% |
0.0038 |
0.5% |
100% |
True |
False |
64 |
| 10 |
0.7302 |
0.7210 |
0.0092 |
1.3% |
0.0027 |
0.4% |
100% |
True |
False |
84 |
| 20 |
0.7399 |
0.7210 |
0.0189 |
2.6% |
0.0019 |
0.3% |
49% |
False |
False |
52 |
| 40 |
0.7399 |
0.7210 |
0.0189 |
2.6% |
0.0014 |
0.2% |
49% |
False |
False |
33 |
| 60 |
0.7399 |
0.7210 |
0.0189 |
2.6% |
0.0013 |
0.2% |
49% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7395 |
|
2.618 |
0.7359 |
|
1.618 |
0.7337 |
|
1.000 |
0.7324 |
|
0.618 |
0.7315 |
|
HIGH |
0.7302 |
|
0.618 |
0.7293 |
|
0.500 |
0.7291 |
|
0.382 |
0.7288 |
|
LOW |
0.7280 |
|
0.618 |
0.7266 |
|
1.000 |
0.7258 |
|
1.618 |
0.7244 |
|
2.618 |
0.7222 |
|
4.250 |
0.7186 |
|
|
| Fisher Pivots for day following 06-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7298 |
0.7286 |
| PP |
0.7294 |
0.7271 |
| S1 |
0.7291 |
0.7256 |
|