CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 13-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2024 |
13-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7390 |
0.7397 |
0.0007 |
0.1% |
0.7413 |
| High |
0.7394 |
0.7397 |
0.0003 |
0.0% |
0.7413 |
| Low |
0.7390 |
0.7390 |
0.0000 |
0.0% |
0.7376 |
| Close |
0.7394 |
0.7389 |
-0.0005 |
-0.1% |
0.7389 |
| Range |
0.0004 |
0.0007 |
0.0003 |
62.5% |
0.0037 |
| ATR |
0.0021 |
0.0020 |
-0.0001 |
-4.9% |
0.0000 |
| Volume |
70 |
67 |
-3 |
-4.3% |
219 |
|
| Daily Pivots for day following 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7411 |
0.7406 |
0.7392 |
|
| R3 |
0.7405 |
0.7400 |
0.7390 |
|
| R2 |
0.7398 |
0.7398 |
0.7390 |
|
| R1 |
0.7393 |
0.7393 |
0.7389 |
0.7393 |
| PP |
0.7392 |
0.7392 |
0.7392 |
0.7391 |
| S1 |
0.7387 |
0.7387 |
0.7388 |
0.7386 |
| S2 |
0.7385 |
0.7385 |
0.7387 |
|
| S3 |
0.7379 |
0.7380 |
0.7387 |
|
| S4 |
0.7372 |
0.7374 |
0.7385 |
|
|
| Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7502 |
0.7482 |
0.7409 |
|
| R3 |
0.7465 |
0.7445 |
0.7399 |
|
| R2 |
0.7429 |
0.7429 |
0.7395 |
|
| R1 |
0.7409 |
0.7409 |
0.7392 |
0.7401 |
| PP |
0.7392 |
0.7392 |
0.7392 |
0.7388 |
| S1 |
0.7372 |
0.7372 |
0.7385 |
0.7364 |
| S2 |
0.7356 |
0.7356 |
0.7382 |
|
| S3 |
0.7319 |
0.7336 |
0.7378 |
|
| S4 |
0.7283 |
0.7299 |
0.7368 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7413 |
0.7376 |
0.0037 |
0.5% |
0.0011 |
0.2% |
34% |
False |
False |
43 |
| 10 |
0.7460 |
0.7376 |
0.0084 |
1.1% |
0.0018 |
0.2% |
15% |
False |
False |
39 |
| 20 |
0.7475 |
0.7322 |
0.0154 |
2.1% |
0.0016 |
0.2% |
44% |
False |
False |
56 |
| 40 |
0.7475 |
0.7210 |
0.0265 |
3.6% |
0.0017 |
0.2% |
67% |
False |
False |
52 |
| 60 |
0.7475 |
0.7210 |
0.0265 |
3.6% |
0.0014 |
0.2% |
67% |
False |
False |
41 |
| 80 |
0.7475 |
0.7210 |
0.0265 |
3.6% |
0.0014 |
0.2% |
67% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7424 |
|
2.618 |
0.7414 |
|
1.618 |
0.7407 |
|
1.000 |
0.7403 |
|
0.618 |
0.7401 |
|
HIGH |
0.7397 |
|
0.618 |
0.7394 |
|
0.500 |
0.7393 |
|
0.382 |
0.7392 |
|
LOW |
0.7390 |
|
0.618 |
0.7386 |
|
1.000 |
0.7384 |
|
1.618 |
0.7379 |
|
2.618 |
0.7373 |
|
4.250 |
0.7362 |
|
|
| Fisher Pivots for day following 13-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7393 |
0.7389 |
| PP |
0.7392 |
0.7389 |
| S1 |
0.7390 |
0.7389 |
|