CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 19-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2024 |
19-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7323 |
0.7352 |
0.0030 |
0.4% |
0.7326 |
| High |
0.7346 |
0.7375 |
0.0029 |
0.4% |
0.7346 |
| Low |
0.7322 |
0.7352 |
0.0031 |
0.4% |
0.7315 |
| Close |
0.7346 |
0.7375 |
0.0029 |
0.4% |
0.7346 |
| Range |
0.0025 |
0.0023 |
-0.0002 |
-6.1% |
0.0032 |
| ATR |
0.0019 |
0.0019 |
0.0001 |
3.9% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
24 |
|
| Daily Pivots for day following 19-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7436 |
0.7429 |
0.7388 |
|
| R3 |
0.7413 |
0.7406 |
0.7381 |
|
| R2 |
0.7390 |
0.7390 |
0.7379 |
|
| R1 |
0.7383 |
0.7383 |
0.7377 |
0.7387 |
| PP |
0.7367 |
0.7367 |
0.7367 |
0.7369 |
| S1 |
0.7360 |
0.7360 |
0.7373 |
0.7364 |
| S2 |
0.7344 |
0.7344 |
0.7371 |
|
| S3 |
0.7321 |
0.7337 |
0.7369 |
|
| S4 |
0.7298 |
0.7314 |
0.7362 |
|
|
| Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7430 |
0.7420 |
0.7363 |
|
| R3 |
0.7399 |
0.7388 |
0.7355 |
|
| R2 |
0.7367 |
0.7367 |
0.7352 |
|
| R1 |
0.7357 |
0.7357 |
0.7349 |
0.7362 |
| PP |
0.7336 |
0.7336 |
0.7336 |
0.7338 |
| S1 |
0.7325 |
0.7325 |
0.7343 |
0.7330 |
| S2 |
0.7304 |
0.7304 |
0.7340 |
|
| S3 |
0.7273 |
0.7294 |
0.7337 |
|
| S4 |
0.7241 |
0.7262 |
0.7329 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7375 |
0.7320 |
0.0055 |
0.7% |
0.0015 |
0.2% |
100% |
True |
False |
4 |
| 10 |
0.7375 |
0.7280 |
0.0096 |
1.3% |
0.0013 |
0.2% |
100% |
True |
False |
6 |
| 20 |
0.7375 |
0.7210 |
0.0165 |
2.2% |
0.0019 |
0.3% |
100% |
True |
False |
44 |
| 40 |
0.7399 |
0.7210 |
0.0189 |
2.6% |
0.0014 |
0.2% |
88% |
False |
False |
33 |
| 60 |
0.7399 |
0.7210 |
0.0189 |
2.6% |
0.0013 |
0.2% |
88% |
False |
False |
24 |
| 80 |
0.7399 |
0.7210 |
0.0189 |
2.6% |
0.0012 |
0.2% |
88% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7473 |
|
2.618 |
0.7435 |
|
1.618 |
0.7412 |
|
1.000 |
0.7398 |
|
0.618 |
0.7389 |
|
HIGH |
0.7375 |
|
0.618 |
0.7366 |
|
0.500 |
0.7364 |
|
0.382 |
0.7361 |
|
LOW |
0.7352 |
|
0.618 |
0.7338 |
|
1.000 |
0.7329 |
|
1.618 |
0.7315 |
|
2.618 |
0.7292 |
|
4.250 |
0.7254 |
|
|
| Fisher Pivots for day following 19-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7371 |
0.7366 |
| PP |
0.7367 |
0.7357 |
| S1 |
0.7364 |
0.7348 |
|