CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 25-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2024 |
25-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7421 |
0.7474 |
0.0053 |
0.7% |
0.7398 |
| High |
0.7474 |
0.7479 |
0.0006 |
0.1% |
0.7430 |
| Low |
0.7421 |
0.7445 |
0.0024 |
0.3% |
0.7361 |
| Close |
0.7469 |
0.7448 |
-0.0021 |
-0.3% |
0.7406 |
| Range |
0.0053 |
0.0034 |
-0.0019 |
-35.2% |
0.0070 |
| ATR |
0.0028 |
0.0029 |
0.0000 |
1.4% |
0.0000 |
| Volume |
228 |
360 |
132 |
57.9% |
1,461 |
|
| Daily Pivots for day following 25-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7559 |
0.7537 |
0.7466 |
|
| R3 |
0.7525 |
0.7503 |
0.7457 |
|
| R2 |
0.7491 |
0.7491 |
0.7454 |
|
| R1 |
0.7469 |
0.7469 |
0.7451 |
0.7463 |
| PP |
0.7457 |
0.7457 |
0.7457 |
0.7454 |
| S1 |
0.7435 |
0.7435 |
0.7444 |
0.7429 |
| S2 |
0.7423 |
0.7423 |
0.7441 |
|
| S3 |
0.7389 |
0.7401 |
0.7438 |
|
| S4 |
0.7355 |
0.7367 |
0.7429 |
|
|
| 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 |
0.7479 |
0.7361 |
0.0119 |
1.6% |
0.0045 |
0.6% |
73% |
True |
False |
370 |
| 10 |
0.7479 |
0.7361 |
0.0119 |
1.6% |
0.0032 |
0.4% |
73% |
True |
False |
248 |
| 20 |
0.7479 |
0.7361 |
0.0119 |
1.6% |
0.0025 |
0.3% |
73% |
True |
False |
138 |
| 40 |
0.7479 |
0.7210 |
0.0269 |
3.6% |
0.0022 |
0.3% |
88% |
True |
False |
96 |
| 60 |
0.7479 |
0.7210 |
0.0269 |
3.6% |
0.0018 |
0.2% |
88% |
True |
False |
78 |
| 80 |
0.7479 |
0.7210 |
0.0269 |
3.6% |
0.0017 |
0.2% |
88% |
True |
False |
61 |
| 100 |
0.7479 |
0.7210 |
0.0269 |
3.6% |
0.0015 |
0.2% |
88% |
True |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7624 |
|
2.618 |
0.7568 |
|
1.618 |
0.7534 |
|
1.000 |
0.7513 |
|
0.618 |
0.7500 |
|
HIGH |
0.7479 |
|
0.618 |
0.7466 |
|
0.500 |
0.7462 |
|
0.382 |
0.7458 |
|
LOW |
0.7445 |
|
0.618 |
0.7424 |
|
1.000 |
0.7411 |
|
1.618 |
0.7390 |
|
2.618 |
0.7356 |
|
4.250 |
0.7301 |
|
|
| Fisher Pivots for day following 25-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7462 |
0.7444 |
| PP |
0.7457 |
0.7440 |
| S1 |
0.7452 |
0.7436 |
|