CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 18-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2024 |
18-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7394 |
0.7394 |
0.0001 |
0.0% |
0.7413 |
| High |
0.7394 |
0.7430 |
0.0037 |
0.5% |
0.7413 |
| Low |
0.7381 |
0.7374 |
-0.0007 |
-0.1% |
0.7376 |
| Close |
0.7391 |
0.7401 |
0.0010 |
0.1% |
0.7389 |
| Range |
0.0013 |
0.0056 |
0.0044 |
348.0% |
0.0037 |
| ATR |
0.0019 |
0.0022 |
0.0003 |
13.8% |
0.0000 |
| Volume |
39 |
301 |
262 |
671.8% |
219 |
|
| Daily Pivots for day following 18-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7570 |
0.7541 |
0.7431 |
|
| R3 |
0.7514 |
0.7485 |
0.7416 |
|
| R2 |
0.7458 |
0.7458 |
0.7411 |
|
| R1 |
0.7429 |
0.7429 |
0.7406 |
0.7443 |
| PP |
0.7402 |
0.7402 |
0.7402 |
0.7409 |
| S1 |
0.7373 |
0.7373 |
0.7395 |
0.7387 |
| S2 |
0.7346 |
0.7346 |
0.7390 |
|
| S3 |
0.7290 |
0.7317 |
0.7385 |
|
| S4 |
0.7234 |
0.7261 |
0.7370 |
|
|
| 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 |
0.7430 |
0.7374 |
0.0056 |
0.8% |
0.0019 |
0.2% |
47% |
True |
True |
126 |
| 10 |
0.7459 |
0.7374 |
0.0085 |
1.1% |
0.0020 |
0.3% |
31% |
False |
True |
80 |
| 20 |
0.7475 |
0.7374 |
0.0101 |
1.4% |
0.0018 |
0.2% |
26% |
False |
True |
78 |
| 40 |
0.7475 |
0.7210 |
0.0265 |
3.6% |
0.0018 |
0.2% |
72% |
False |
False |
63 |
| 60 |
0.7475 |
0.7210 |
0.0265 |
3.6% |
0.0015 |
0.2% |
72% |
False |
False |
48 |
| 80 |
0.7475 |
0.7210 |
0.0265 |
3.6% |
0.0015 |
0.2% |
72% |
False |
False |
38 |
| 100 |
0.7475 |
0.7210 |
0.0265 |
3.6% |
0.0013 |
0.2% |
72% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7668 |
|
2.618 |
0.7577 |
|
1.618 |
0.7521 |
|
1.000 |
0.7486 |
|
0.618 |
0.7465 |
|
HIGH |
0.7430 |
|
0.618 |
0.7409 |
|
0.500 |
0.7402 |
|
0.382 |
0.7395 |
|
LOW |
0.7374 |
|
0.618 |
0.7339 |
|
1.000 |
0.7318 |
|
1.618 |
0.7283 |
|
2.618 |
0.7227 |
|
4.250 |
0.7136 |
|
|
| Fisher Pivots for day following 18-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7402 |
0.7402 |
| PP |
0.7402 |
0.7402 |
| S1 |
0.7401 |
0.7401 |
|