CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 02-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2024 |
02-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7425 |
0.7439 |
0.0014 |
0.2% |
0.7403 |
| High |
0.7447 |
0.7451 |
0.0004 |
0.1% |
0.7479 |
| Low |
0.7416 |
0.7433 |
0.0017 |
0.2% |
0.7394 |
| Close |
0.7447 |
0.7434 |
-0.0013 |
-0.2% |
0.7431 |
| Range |
0.0032 |
0.0019 |
-0.0013 |
-41.3% |
0.0086 |
| ATR |
0.0028 |
0.0027 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
232 |
373 |
141 |
60.8% |
1,291 |
|
| Daily Pivots for day following 02-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7495 |
0.7483 |
0.7444 |
|
| R3 |
0.7476 |
0.7464 |
0.7439 |
|
| R2 |
0.7458 |
0.7458 |
0.7437 |
|
| R1 |
0.7446 |
0.7446 |
0.7435 |
0.7442 |
| PP |
0.7439 |
0.7439 |
0.7439 |
0.7437 |
| S1 |
0.7427 |
0.7427 |
0.7432 |
0.7424 |
| S2 |
0.7421 |
0.7421 |
0.7430 |
|
| S3 |
0.7402 |
0.7409 |
0.7428 |
|
| S4 |
0.7384 |
0.7390 |
0.7423 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7691 |
0.7646 |
0.7478 |
|
| R3 |
0.7605 |
0.7561 |
0.7454 |
|
| R2 |
0.7520 |
0.7520 |
0.7446 |
|
| R1 |
0.7475 |
0.7475 |
0.7438 |
0.7498 |
| PP |
0.7434 |
0.7434 |
0.7434 |
0.7446 |
| S1 |
0.7390 |
0.7390 |
0.7423 |
0.7412 |
| S2 |
0.7349 |
0.7349 |
0.7415 |
|
| S3 |
0.7263 |
0.7304 |
0.7407 |
|
| S4 |
0.7178 |
0.7219 |
0.7383 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7459 |
0.7416 |
0.0044 |
0.6% |
0.0025 |
0.3% |
41% |
False |
False |
274 |
| 10 |
0.7479 |
0.7361 |
0.0119 |
1.6% |
0.0035 |
0.5% |
62% |
False |
False |
322 |
| 20 |
0.7479 |
0.7361 |
0.0119 |
1.6% |
0.0027 |
0.4% |
62% |
False |
False |
201 |
| 40 |
0.7479 |
0.7309 |
0.0171 |
2.3% |
0.0020 |
0.3% |
73% |
False |
False |
122 |
| 60 |
0.7479 |
0.7210 |
0.0269 |
3.6% |
0.0020 |
0.3% |
83% |
False |
False |
99 |
| 80 |
0.7479 |
0.7210 |
0.0269 |
3.6% |
0.0017 |
0.2% |
83% |
False |
False |
77 |
| 100 |
0.7479 |
0.7210 |
0.0269 |
3.6% |
0.0016 |
0.2% |
83% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7530 |
|
2.618 |
0.7499 |
|
1.618 |
0.7481 |
|
1.000 |
0.7470 |
|
0.618 |
0.7462 |
|
HIGH |
0.7451 |
|
0.618 |
0.7444 |
|
0.500 |
0.7442 |
|
0.382 |
0.7440 |
|
LOW |
0.7433 |
|
0.618 |
0.7421 |
|
1.000 |
0.7414 |
|
1.618 |
0.7403 |
|
2.618 |
0.7384 |
|
4.250 |
0.7354 |
|
|
| Fisher Pivots for day following 02-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7442 |
0.7433 |
| PP |
0.7439 |
0.7433 |
| S1 |
0.7436 |
0.7433 |
|