CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 02-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2024 |
02-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7159 |
0.7175 |
0.0016 |
0.2% |
0.7194 |
| High |
0.7180 |
0.7175 |
-0.0005 |
-0.1% |
0.7210 |
| Low |
0.7149 |
0.7126 |
-0.0023 |
-0.3% |
0.7083 |
| Close |
0.7172 |
0.7148 |
-0.0024 |
-0.3% |
0.7172 |
| Range |
0.0032 |
0.0049 |
0.0018 |
55.6% |
0.0127 |
| ATR |
0.0037 |
0.0038 |
0.0001 |
2.2% |
0.0000 |
| Volume |
2,662 |
5,673 |
3,011 |
113.1% |
18,080 |
|
| Daily Pivots for day following 02-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7297 |
0.7271 |
0.7175 |
|
| R3 |
0.7248 |
0.7222 |
0.7161 |
|
| R2 |
0.7199 |
0.7199 |
0.7157 |
|
| R1 |
0.7173 |
0.7173 |
0.7152 |
0.7162 |
| PP |
0.7150 |
0.7150 |
0.7150 |
0.7144 |
| S1 |
0.7124 |
0.7124 |
0.7144 |
0.7113 |
| S2 |
0.7101 |
0.7101 |
0.7139 |
|
| S3 |
0.7052 |
0.7075 |
0.7135 |
|
| S4 |
0.7003 |
0.7026 |
0.7121 |
|
|
| Weekly Pivots for week ending 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7536 |
0.7481 |
0.7242 |
|
| R3 |
0.7409 |
0.7354 |
0.7207 |
|
| R2 |
0.7282 |
0.7282 |
0.7195 |
|
| R1 |
0.7227 |
0.7227 |
0.7184 |
0.7191 |
| PP |
0.7155 |
0.7155 |
0.7155 |
0.7137 |
| S1 |
0.7100 |
0.7100 |
0.7160 |
0.7064 |
| S2 |
0.7028 |
0.7028 |
0.7149 |
|
| S3 |
0.6901 |
0.6973 |
0.7137 |
|
| S4 |
0.6774 |
0.6846 |
0.7102 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7210 |
0.7083 |
0.0127 |
1.8% |
0.0050 |
0.7% |
52% |
False |
False |
4,750 |
| 10 |
0.7210 |
0.7083 |
0.0127 |
1.8% |
0.0043 |
0.6% |
52% |
False |
False |
3,698 |
| 20 |
0.7265 |
0.7083 |
0.0183 |
2.6% |
0.0040 |
0.6% |
36% |
False |
False |
2,580 |
| 40 |
0.7397 |
0.7083 |
0.0315 |
4.4% |
0.0033 |
0.5% |
21% |
False |
False |
1,676 |
| 60 |
0.7479 |
0.7083 |
0.0397 |
5.5% |
0.0031 |
0.4% |
17% |
False |
False |
1,194 |
| 80 |
0.7479 |
0.7083 |
0.0397 |
5.5% |
0.0027 |
0.4% |
17% |
False |
False |
907 |
| 100 |
0.7479 |
0.7083 |
0.0397 |
5.5% |
0.0025 |
0.4% |
17% |
False |
False |
736 |
| 120 |
0.7479 |
0.7083 |
0.0397 |
5.5% |
0.0023 |
0.3% |
17% |
False |
False |
616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7383 |
|
2.618 |
0.7303 |
|
1.618 |
0.7254 |
|
1.000 |
0.7224 |
|
0.618 |
0.7205 |
|
HIGH |
0.7175 |
|
0.618 |
0.7156 |
|
0.500 |
0.7151 |
|
0.382 |
0.7145 |
|
LOW |
0.7126 |
|
0.618 |
0.7096 |
|
1.000 |
0.7077 |
|
1.618 |
0.7047 |
|
2.618 |
0.6998 |
|
4.250 |
0.6918 |
|
|
| Fisher Pivots for day following 02-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7151 |
0.7153 |
| PP |
0.7150 |
0.7151 |
| S1 |
0.7149 |
0.7150 |
|