CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 20-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2024 |
20-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7378 |
0.7403 |
0.0025 |
0.3% |
0.7398 |
| High |
0.7421 |
0.7416 |
-0.0005 |
-0.1% |
0.7430 |
| Low |
0.7361 |
0.7390 |
0.0030 |
0.4% |
0.7361 |
| Close |
0.7409 |
0.7406 |
-0.0004 |
0.0% |
0.7406 |
| Range |
0.0060 |
0.0026 |
-0.0035 |
-57.5% |
0.0070 |
| ATR |
0.0024 |
0.0025 |
0.0000 |
0.3% |
0.0000 |
| Volume |
377 |
588 |
211 |
56.0% |
1,461 |
|
| Daily Pivots for day following 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7480 |
0.7468 |
0.7420 |
|
| R3 |
0.7455 |
0.7443 |
0.7413 |
|
| R2 |
0.7429 |
0.7429 |
0.7410 |
|
| R1 |
0.7417 |
0.7417 |
0.7408 |
0.7423 |
| PP |
0.7404 |
0.7404 |
0.7404 |
0.7407 |
| S1 |
0.7392 |
0.7392 |
0.7403 |
0.7398 |
| S2 |
0.7378 |
0.7378 |
0.7401 |
|
| S3 |
0.7353 |
0.7366 |
0.7398 |
|
| S4 |
0.7327 |
0.7341 |
0.7391 |
|
|
| Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7607 |
0.7576 |
0.7444 |
|
| R3 |
0.7538 |
0.7506 |
0.7425 |
|
| R2 |
0.7468 |
0.7468 |
0.7418 |
|
| R1 |
0.7437 |
0.7437 |
0.7412 |
0.7453 |
| PP |
0.7399 |
0.7399 |
0.7399 |
0.7407 |
| S1 |
0.7367 |
0.7367 |
0.7399 |
0.7383 |
| S2 |
0.7329 |
0.7329 |
0.7393 |
|
| S3 |
0.7260 |
0.7298 |
0.7386 |
|
| S4 |
0.7190 |
0.7228 |
0.7367 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7430 |
0.7361 |
0.0070 |
0.9% |
0.0034 |
0.5% |
65% |
False |
False |
292 |
| 10 |
0.7430 |
0.7361 |
0.0070 |
0.9% |
0.0022 |
0.3% |
65% |
False |
False |
168 |
| 20 |
0.7475 |
0.7361 |
0.0115 |
1.5% |
0.0021 |
0.3% |
39% |
False |
False |
110 |
| 40 |
0.7475 |
0.7210 |
0.0265 |
3.6% |
0.0020 |
0.3% |
74% |
False |
False |
77 |
| 60 |
0.7475 |
0.7210 |
0.0265 |
3.6% |
0.0017 |
0.2% |
74% |
False |
False |
63 |
| 80 |
0.7475 |
0.7210 |
0.0265 |
3.6% |
0.0015 |
0.2% |
74% |
False |
False |
50 |
| 100 |
0.7475 |
0.7210 |
0.0265 |
3.6% |
0.0014 |
0.2% |
74% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7524 |
|
2.618 |
0.7482 |
|
1.618 |
0.7457 |
|
1.000 |
0.7441 |
|
0.618 |
0.7431 |
|
HIGH |
0.7416 |
|
0.618 |
0.7406 |
|
0.500 |
0.7403 |
|
0.382 |
0.7400 |
|
LOW |
0.7390 |
|
0.618 |
0.7374 |
|
1.000 |
0.7365 |
|
1.618 |
0.7349 |
|
2.618 |
0.7323 |
|
4.250 |
0.7282 |
|
|
| Fisher Pivots for day following 20-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7405 |
0.7402 |
| PP |
0.7404 |
0.7399 |
| S1 |
0.7403 |
0.7395 |
|