CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 27-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2024 |
27-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7460 |
0.7470 |
0.0011 |
0.1% |
0.7352 |
| High |
0.7461 |
0.7475 |
0.0015 |
0.2% |
0.7445 |
| Low |
0.7460 |
0.7470 |
0.0011 |
0.1% |
0.7352 |
| Close |
0.7461 |
0.7475 |
0.0014 |
0.2% |
0.7439 |
| Range |
0.0001 |
0.0005 |
0.0004 |
400.0% |
0.0093 |
| ATR |
0.0022 |
0.0021 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
19 |
108 |
89 |
468.4% |
584 |
|
| Daily Pivots for day following 27-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7488 |
0.7486 |
0.7477 |
|
| R3 |
0.7483 |
0.7481 |
0.7476 |
|
| R2 |
0.7478 |
0.7478 |
0.7475 |
|
| R1 |
0.7476 |
0.7476 |
0.7475 |
0.7477 |
| PP |
0.7473 |
0.7473 |
0.7473 |
0.7474 |
| S1 |
0.7471 |
0.7471 |
0.7474 |
0.7472 |
| S2 |
0.7468 |
0.7468 |
0.7474 |
|
| S3 |
0.7463 |
0.7466 |
0.7473 |
|
| S4 |
0.7458 |
0.7461 |
0.7472 |
|
|
| 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 |
0.7475 |
0.7387 |
0.0088 |
1.2% |
0.0017 |
0.2% |
99% |
True |
False |
129 |
| 10 |
0.7475 |
0.7322 |
0.0154 |
2.1% |
0.0015 |
0.2% |
100% |
True |
False |
72 |
| 20 |
0.7475 |
0.7210 |
0.0265 |
3.5% |
0.0019 |
0.3% |
100% |
True |
False |
54 |
| 40 |
0.7475 |
0.7210 |
0.0265 |
3.5% |
0.0015 |
0.2% |
100% |
True |
False |
48 |
| 60 |
0.7475 |
0.7210 |
0.0265 |
3.5% |
0.0014 |
0.2% |
100% |
True |
False |
35 |
| 80 |
0.7475 |
0.7210 |
0.0265 |
3.5% |
0.0013 |
0.2% |
100% |
True |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7496 |
|
2.618 |
0.7488 |
|
1.618 |
0.7483 |
|
1.000 |
0.7480 |
|
0.618 |
0.7478 |
|
HIGH |
0.7475 |
|
0.618 |
0.7473 |
|
0.500 |
0.7473 |
|
0.382 |
0.7472 |
|
LOW |
0.7470 |
|
0.618 |
0.7467 |
|
1.000 |
0.7465 |
|
1.618 |
0.7462 |
|
2.618 |
0.7457 |
|
4.250 |
0.7449 |
|
|
| Fisher Pivots for day following 27-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7474 |
0.7460 |
| PP |
0.7473 |
0.7446 |
| S1 |
0.7473 |
0.7431 |
|