CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 12-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2024 |
12-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7320 |
0.7326 |
0.0006 |
0.1% |
0.7240 |
| High |
0.7324 |
0.7326 |
0.0002 |
0.0% |
0.7324 |
| Low |
0.7317 |
0.7315 |
-0.0002 |
0.0% |
0.7210 |
| Close |
0.7322 |
0.7321 |
-0.0001 |
0.0% |
0.7322 |
| Range |
0.0008 |
0.0011 |
0.0004 |
46.7% |
0.0114 |
| ATR |
0.0021 |
0.0021 |
-0.0001 |
-3.5% |
0.0000 |
| Volume |
9 |
3 |
-6 |
-66.7% |
206 |
|
| Daily Pivots for day following 12-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7353 |
0.7348 |
0.7327 |
|
| R3 |
0.7342 |
0.7337 |
0.7324 |
|
| R2 |
0.7331 |
0.7331 |
0.7323 |
|
| R1 |
0.7326 |
0.7326 |
0.7322 |
0.7323 |
| PP |
0.7320 |
0.7320 |
0.7320 |
0.7319 |
| S1 |
0.7315 |
0.7315 |
0.7319 |
0.7312 |
| S2 |
0.7309 |
0.7309 |
0.7318 |
|
| S3 |
0.7298 |
0.7304 |
0.7317 |
|
| S4 |
0.7287 |
0.7293 |
0.7314 |
|
|
| Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7627 |
0.7588 |
0.7384 |
|
| R3 |
0.7513 |
0.7474 |
0.7353 |
|
| R2 |
0.7399 |
0.7399 |
0.7342 |
|
| R1 |
0.7360 |
0.7360 |
0.7332 |
0.7380 |
| PP |
0.7285 |
0.7285 |
0.7285 |
0.7295 |
| S1 |
0.7246 |
0.7246 |
0.7311 |
0.7266 |
| S2 |
0.7171 |
0.7171 |
0.7301 |
|
| S3 |
0.7057 |
0.7132 |
0.7290 |
|
| S4 |
0.6943 |
0.7018 |
0.7259 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7326 |
0.7280 |
0.0046 |
0.6% |
0.0011 |
0.1% |
89% |
True |
False |
8 |
| 10 |
0.7326 |
0.7210 |
0.0116 |
1.6% |
0.0023 |
0.3% |
96% |
True |
False |
40 |
| 20 |
0.7363 |
0.7210 |
0.0153 |
2.1% |
0.0018 |
0.2% |
72% |
False |
False |
49 |
| 40 |
0.7399 |
0.7210 |
0.0189 |
2.6% |
0.0013 |
0.2% |
59% |
False |
False |
33 |
| 60 |
0.7399 |
0.7210 |
0.0189 |
2.6% |
0.0013 |
0.2% |
59% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7372 |
|
2.618 |
0.7354 |
|
1.618 |
0.7343 |
|
1.000 |
0.7337 |
|
0.618 |
0.7332 |
|
HIGH |
0.7326 |
|
0.618 |
0.7321 |
|
0.500 |
0.7320 |
|
0.382 |
0.7319 |
|
LOW |
0.7315 |
|
0.618 |
0.7308 |
|
1.000 |
0.7304 |
|
1.618 |
0.7297 |
|
2.618 |
0.7286 |
|
4.250 |
0.7268 |
|
|
| Fisher Pivots for day following 12-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7320 |
0.7319 |
| PP |
0.7320 |
0.7318 |
| S1 |
0.7320 |
0.7317 |
|