CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 26-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2024 |
26-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7474 |
0.7449 |
-0.0026 |
-0.3% |
0.7398 |
| High |
0.7479 |
0.7459 |
-0.0020 |
-0.3% |
0.7430 |
| Low |
0.7445 |
0.7443 |
-0.0002 |
0.0% |
0.7361 |
| Close |
0.7448 |
0.7454 |
0.0006 |
0.1% |
0.7406 |
| Range |
0.0034 |
0.0016 |
-0.0018 |
-52.9% |
0.0070 |
| ATR |
0.0029 |
0.0028 |
-0.0001 |
-3.2% |
0.0000 |
| Volume |
360 |
250 |
-110 |
-30.6% |
1,461 |
|
| Daily Pivots for day following 26-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7500 |
0.7493 |
0.7462 |
|
| R3 |
0.7484 |
0.7477 |
0.7458 |
|
| R2 |
0.7468 |
0.7468 |
0.7456 |
|
| R1 |
0.7461 |
0.7461 |
0.7455 |
0.7464 |
| PP |
0.7452 |
0.7452 |
0.7452 |
0.7454 |
| S1 |
0.7445 |
0.7445 |
0.7452 |
0.7448 |
| S2 |
0.7436 |
0.7436 |
0.7451 |
|
| S3 |
0.7420 |
0.7429 |
0.7449 |
|
| S4 |
0.7404 |
0.7413 |
0.7445 |
|
|
| 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 |
0.7390 |
0.0089 |
1.2% |
0.0036 |
0.5% |
71% |
False |
False |
345 |
| 10 |
0.7479 |
0.7361 |
0.0119 |
1.6% |
0.0033 |
0.4% |
78% |
False |
False |
266 |
| 20 |
0.7479 |
0.7361 |
0.0119 |
1.6% |
0.0025 |
0.3% |
78% |
False |
False |
150 |
| 40 |
0.7479 |
0.7210 |
0.0269 |
3.6% |
0.0022 |
0.3% |
91% |
False |
False |
100 |
| 60 |
0.7479 |
0.7210 |
0.0269 |
3.6% |
0.0018 |
0.2% |
91% |
False |
False |
82 |
| 80 |
0.7479 |
0.7210 |
0.0269 |
3.6% |
0.0016 |
0.2% |
91% |
False |
False |
64 |
| 100 |
0.7479 |
0.7210 |
0.0269 |
3.6% |
0.0015 |
0.2% |
91% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7527 |
|
2.618 |
0.7501 |
|
1.618 |
0.7485 |
|
1.000 |
0.7475 |
|
0.618 |
0.7469 |
|
HIGH |
0.7459 |
|
0.618 |
0.7453 |
|
0.500 |
0.7451 |
|
0.382 |
0.7449 |
|
LOW |
0.7443 |
|
0.618 |
0.7433 |
|
1.000 |
0.7427 |
|
1.618 |
0.7417 |
|
2.618 |
0.7401 |
|
4.250 |
0.7375 |
|
|
| Fisher Pivots for day following 26-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7453 |
0.7452 |
| PP |
0.7452 |
0.7451 |
| S1 |
0.7451 |
0.7450 |
|