CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 03-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2024 |
03-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7448 |
0.7428 |
-0.0020 |
-0.3% |
0.7460 |
| High |
0.7460 |
0.7428 |
-0.0032 |
-0.4% |
0.7475 |
| Low |
0.7444 |
0.7416 |
-0.0028 |
-0.4% |
0.7444 |
| Close |
0.7452 |
0.7419 |
-0.0033 |
-0.4% |
0.7452 |
| Range |
0.0016 |
0.0012 |
-0.0004 |
-25.0% |
0.0031 |
| ATR |
0.0019 |
0.0020 |
0.0001 |
6.3% |
0.0000 |
| Volume |
17 |
30 |
13 |
76.5% |
174 |
|
| Daily Pivots for day following 03-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7457 |
0.7450 |
0.7426 |
|
| R3 |
0.7445 |
0.7438 |
0.7422 |
|
| R2 |
0.7433 |
0.7433 |
0.7421 |
|
| R1 |
0.7426 |
0.7426 |
0.7420 |
0.7424 |
| PP |
0.7421 |
0.7421 |
0.7421 |
0.7420 |
| S1 |
0.7414 |
0.7414 |
0.7418 |
0.7412 |
| S2 |
0.7409 |
0.7409 |
0.7417 |
|
| S3 |
0.7397 |
0.7402 |
0.7416 |
|
| S4 |
0.7385 |
0.7390 |
0.7412 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7550 |
0.7532 |
0.7469 |
|
| R3 |
0.7519 |
0.7501 |
0.7461 |
|
| R2 |
0.7488 |
0.7488 |
0.7458 |
|
| R1 |
0.7470 |
0.7470 |
0.7455 |
0.7464 |
| PP |
0.7457 |
0.7457 |
0.7457 |
0.7454 |
| S1 |
0.7439 |
0.7439 |
0.7449 |
0.7433 |
| S2 |
0.7426 |
0.7426 |
0.7446 |
|
| S3 |
0.7395 |
0.7408 |
0.7443 |
|
| S4 |
0.7364 |
0.7377 |
0.7435 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7475 |
0.7416 |
0.0059 |
0.8% |
0.0009 |
0.1% |
5% |
False |
True |
37 |
| 10 |
0.7475 |
0.7382 |
0.0094 |
1.3% |
0.0013 |
0.2% |
40% |
False |
False |
78 |
| 20 |
0.7475 |
0.7280 |
0.0196 |
2.6% |
0.0013 |
0.2% |
71% |
False |
False |
42 |
| 40 |
0.7475 |
0.7210 |
0.0265 |
3.6% |
0.0015 |
0.2% |
79% |
False |
False |
47 |
| 60 |
0.7475 |
0.7210 |
0.0265 |
3.6% |
0.0014 |
0.2% |
79% |
False |
False |
36 |
| 80 |
0.7475 |
0.7210 |
0.0265 |
3.6% |
0.0013 |
0.2% |
79% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7479 |
|
2.618 |
0.7459 |
|
1.618 |
0.7447 |
|
1.000 |
0.7440 |
|
0.618 |
0.7435 |
|
HIGH |
0.7428 |
|
0.618 |
0.7423 |
|
0.500 |
0.7422 |
|
0.382 |
0.7421 |
|
LOW |
0.7416 |
|
0.618 |
0.7409 |
|
1.000 |
0.7404 |
|
1.618 |
0.7397 |
|
2.618 |
0.7385 |
|
4.250 |
0.7365 |
|
|
| Fisher Pivots for day following 03-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7422 |
0.7439 |
| PP |
0.7421 |
0.7432 |
| S1 |
0.7420 |
0.7426 |
|