CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 16-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2024 |
16-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7397 |
0.7398 |
0.0002 |
0.0% |
0.7413 |
| High |
0.7397 |
0.7399 |
0.0003 |
0.0% |
0.7413 |
| Low |
0.7390 |
0.7386 |
-0.0005 |
-0.1% |
0.7376 |
| Close |
0.7389 |
0.7391 |
0.0003 |
0.0% |
0.7389 |
| Range |
0.0007 |
0.0014 |
0.0007 |
107.7% |
0.0037 |
| ATR |
0.0020 |
0.0020 |
0.0000 |
-2.3% |
0.0000 |
| Volume |
67 |
156 |
89 |
132.8% |
219 |
|
| Daily Pivots for day following 16-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7432 |
0.7425 |
0.7398 |
|
| R3 |
0.7419 |
0.7412 |
0.7395 |
|
| R2 |
0.7405 |
0.7405 |
0.7393 |
|
| R1 |
0.7398 |
0.7398 |
0.7392 |
0.7395 |
| PP |
0.7392 |
0.7392 |
0.7392 |
0.7390 |
| S1 |
0.7385 |
0.7385 |
0.7390 |
0.7382 |
| S2 |
0.7378 |
0.7378 |
0.7389 |
|
| S3 |
0.7365 |
0.7371 |
0.7387 |
|
| S4 |
0.7351 |
0.7358 |
0.7384 |
|
|
| 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 |
0.7401 |
0.7376 |
0.0025 |
0.3% |
0.0013 |
0.2% |
60% |
False |
False |
66 |
| 10 |
0.7459 |
0.7376 |
0.0083 |
1.1% |
0.0017 |
0.2% |
18% |
False |
False |
53 |
| 20 |
0.7475 |
0.7352 |
0.0123 |
1.7% |
0.0016 |
0.2% |
32% |
False |
False |
64 |
| 40 |
0.7475 |
0.7210 |
0.0265 |
3.6% |
0.0017 |
0.2% |
68% |
False |
False |
56 |
| 60 |
0.7475 |
0.7210 |
0.0265 |
3.6% |
0.0014 |
0.2% |
68% |
False |
False |
43 |
| 80 |
0.7475 |
0.7210 |
0.0265 |
3.6% |
0.0014 |
0.2% |
68% |
False |
False |
34 |
| 100 |
0.7475 |
0.7210 |
0.0265 |
3.6% |
0.0013 |
0.2% |
68% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7456 |
|
2.618 |
0.7434 |
|
1.618 |
0.7421 |
|
1.000 |
0.7413 |
|
0.618 |
0.7407 |
|
HIGH |
0.7399 |
|
0.618 |
0.7394 |
|
0.500 |
0.7392 |
|
0.382 |
0.7391 |
|
LOW |
0.7386 |
|
0.618 |
0.7377 |
|
1.000 |
0.7372 |
|
1.618 |
0.7364 |
|
2.618 |
0.7350 |
|
4.250 |
0.7328 |
|
|
| Fisher Pivots for day following 16-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7392 |
0.7392 |
| PP |
0.7392 |
0.7392 |
| S1 |
0.7391 |
0.7391 |
|