CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 23-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2024 |
23-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7398 |
0.7408 |
0.0011 |
0.1% |
0.7352 |
| High |
0.7398 |
0.7445 |
0.0048 |
0.6% |
0.7445 |
| Low |
0.7391 |
0.7387 |
-0.0004 |
-0.1% |
0.7352 |
| Close |
0.7391 |
0.7439 |
0.0048 |
0.6% |
0.7439 |
| Range |
0.0007 |
0.0058 |
0.0052 |
792.3% |
0.0093 |
| ATR |
0.0019 |
0.0022 |
0.0003 |
15.0% |
0.0000 |
| Volume |
186 |
204 |
18 |
9.7% |
584 |
|
| Daily Pivots for day following 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7598 |
0.7576 |
0.7470 |
|
| R3 |
0.7540 |
0.7518 |
0.7454 |
|
| R2 |
0.7482 |
0.7482 |
0.7449 |
|
| R1 |
0.7460 |
0.7460 |
0.7444 |
0.7471 |
| PP |
0.7424 |
0.7424 |
0.7424 |
0.7429 |
| S1 |
0.7402 |
0.7402 |
0.7433 |
0.7413 |
| S2 |
0.7366 |
0.7366 |
0.7428 |
|
| S3 |
0.7308 |
0.7344 |
0.7423 |
|
| S4 |
0.7250 |
0.7286 |
0.7407 |
|
|
| Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7691 |
0.7658 |
0.7490 |
|
| R3 |
0.7598 |
0.7565 |
0.7464 |
|
| R2 |
0.7505 |
0.7505 |
0.7456 |
|
| R1 |
0.7472 |
0.7472 |
0.7447 |
0.7488 |
| PP |
0.7412 |
0.7412 |
0.7412 |
0.7420 |
| S1 |
0.7379 |
0.7379 |
0.7430 |
0.7395 |
| S2 |
0.7319 |
0.7319 |
0.7421 |
|
| S3 |
0.7226 |
0.7286 |
0.7413 |
|
| S4 |
0.7133 |
0.7193 |
0.7387 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7445 |
0.7352 |
0.0093 |
1.3% |
0.0022 |
0.3% |
93% |
True |
False |
116 |
| 10 |
0.7445 |
0.7315 |
0.0131 |
1.8% |
0.0017 |
0.2% |
95% |
True |
False |
60 |
| 20 |
0.7445 |
0.7210 |
0.0235 |
3.2% |
0.0020 |
0.3% |
97% |
True |
False |
51 |
| 40 |
0.7445 |
0.7210 |
0.0235 |
3.2% |
0.0016 |
0.2% |
97% |
True |
False |
45 |
| 60 |
0.7445 |
0.7210 |
0.0235 |
3.2% |
0.0014 |
0.2% |
97% |
True |
False |
33 |
| 80 |
0.7445 |
0.7210 |
0.0235 |
3.2% |
0.0013 |
0.2% |
97% |
True |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7692 |
|
2.618 |
0.7597 |
|
1.618 |
0.7539 |
|
1.000 |
0.7503 |
|
0.618 |
0.7481 |
|
HIGH |
0.7445 |
|
0.618 |
0.7423 |
|
0.500 |
0.7416 |
|
0.382 |
0.7409 |
|
LOW |
0.7387 |
|
0.618 |
0.7351 |
|
1.000 |
0.7329 |
|
1.618 |
0.7293 |
|
2.618 |
0.7235 |
|
4.250 |
0.7141 |
|
|
| Fisher Pivots for day following 23-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7431 |
0.7431 |
| PP |
0.7424 |
0.7424 |
| S1 |
0.7416 |
0.7416 |
|