CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 23-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2024 |
23-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7266 |
0.7271 |
0.0005 |
0.1% |
0.7295 |
| High |
0.7275 |
0.7273 |
-0.0002 |
0.0% |
0.7309 |
| Low |
0.7265 |
0.7251 |
-0.0014 |
-0.2% |
0.7262 |
| Close |
0.7270 |
0.7262 |
-0.0008 |
-0.1% |
0.7277 |
| Range |
0.0010 |
0.0022 |
0.0012 |
126.3% |
0.0047 |
| ATR |
0.0027 |
0.0026 |
0.0000 |
-1.4% |
0.0000 |
| Volume |
453 |
552 |
99 |
21.9% |
3,283 |
|
| Daily Pivots for day following 23-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7326 |
0.7316 |
0.7274 |
|
| R3 |
0.7305 |
0.7294 |
0.7268 |
|
| R2 |
0.7283 |
0.7283 |
0.7266 |
|
| R1 |
0.7273 |
0.7273 |
0.7264 |
0.7267 |
| PP |
0.7262 |
0.7262 |
0.7262 |
0.7259 |
| S1 |
0.7251 |
0.7251 |
0.7260 |
0.7246 |
| S2 |
0.7240 |
0.7240 |
0.7258 |
|
| S3 |
0.7219 |
0.7230 |
0.7256 |
|
| S4 |
0.7197 |
0.7208 |
0.7250 |
|
|
| Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7422 |
0.7396 |
0.7303 |
|
| R3 |
0.7376 |
0.7350 |
0.7290 |
|
| R2 |
0.7329 |
0.7329 |
0.7286 |
|
| R1 |
0.7303 |
0.7303 |
0.7281 |
0.7293 |
| PP |
0.7283 |
0.7283 |
0.7283 |
0.7277 |
| S1 |
0.7257 |
0.7257 |
0.7273 |
0.7246 |
| S2 |
0.7236 |
0.7236 |
0.7268 |
|
| S3 |
0.7190 |
0.7210 |
0.7264 |
|
| S4 |
0.7143 |
0.7164 |
0.7251 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7308 |
0.7251 |
0.0057 |
0.8% |
0.0019 |
0.3% |
19% |
False |
True |
456 |
| 10 |
0.7330 |
0.7251 |
0.0079 |
1.1% |
0.0024 |
0.3% |
14% |
False |
True |
763 |
| 20 |
0.7459 |
0.7251 |
0.0208 |
2.9% |
0.0026 |
0.4% |
5% |
False |
True |
606 |
| 40 |
0.7479 |
0.7251 |
0.0228 |
3.1% |
0.0025 |
0.3% |
5% |
False |
True |
372 |
| 60 |
0.7479 |
0.7210 |
0.0269 |
3.7% |
0.0023 |
0.3% |
19% |
False |
False |
266 |
| 80 |
0.7479 |
0.7210 |
0.0269 |
3.7% |
0.0020 |
0.3% |
19% |
False |
False |
210 |
| 100 |
0.7479 |
0.7210 |
0.0269 |
3.7% |
0.0018 |
0.3% |
19% |
False |
False |
170 |
| 120 |
0.7479 |
0.7210 |
0.0269 |
3.7% |
0.0017 |
0.2% |
19% |
False |
False |
142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7364 |
|
2.618 |
0.7329 |
|
1.618 |
0.7307 |
|
1.000 |
0.7294 |
|
0.618 |
0.7286 |
|
HIGH |
0.7273 |
|
0.618 |
0.7264 |
|
0.500 |
0.7262 |
|
0.382 |
0.7259 |
|
LOW |
0.7251 |
|
0.618 |
0.7238 |
|
1.000 |
0.7230 |
|
1.618 |
0.7216 |
|
2.618 |
0.7195 |
|
4.250 |
0.7160 |
|
|
| Fisher Pivots for day following 23-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7262 |
0.7266 |
| PP |
0.7262 |
0.7265 |
| S1 |
0.7262 |
0.7263 |
|