CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 04-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2024 |
04-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7149 |
0.7136 |
-0.0013 |
-0.2% |
0.7194 |
| High |
0.7165 |
0.7144 |
-0.0022 |
-0.3% |
0.7210 |
| Low |
0.7133 |
0.7129 |
-0.0004 |
-0.1% |
0.7083 |
| Close |
0.7135 |
0.7138 |
0.0003 |
0.0% |
0.7172 |
| Range |
0.0033 |
0.0015 |
-0.0018 |
-53.8% |
0.0127 |
| ATR |
0.0038 |
0.0036 |
-0.0002 |
-4.3% |
0.0000 |
| Volume |
5,850 |
14,189 |
8,339 |
142.5% |
18,080 |
|
| Daily Pivots for day following 04-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7182 |
0.7175 |
0.7146 |
|
| R3 |
0.7167 |
0.7160 |
0.7142 |
|
| R2 |
0.7152 |
0.7152 |
0.7140 |
|
| R1 |
0.7145 |
0.7145 |
0.7139 |
0.7148 |
| PP |
0.7137 |
0.7137 |
0.7137 |
0.7138 |
| S1 |
0.7130 |
0.7130 |
0.7136 |
0.7133 |
| S2 |
0.7122 |
0.7122 |
0.7135 |
|
| S3 |
0.7107 |
0.7115 |
0.7133 |
|
| S4 |
0.7092 |
0.7100 |
0.7129 |
|
|
| 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 |
0.7180 |
0.7126 |
0.0054 |
0.8% |
0.0032 |
0.5% |
21% |
False |
False |
6,274 |
| 10 |
0.7210 |
0.7083 |
0.0127 |
1.8% |
0.0039 |
0.5% |
43% |
False |
False |
5,162 |
| 20 |
0.7263 |
0.7083 |
0.0181 |
2.5% |
0.0039 |
0.5% |
30% |
False |
False |
3,525 |
| 40 |
0.7361 |
0.7083 |
0.0279 |
3.9% |
0.0032 |
0.5% |
20% |
False |
False |
2,150 |
| 60 |
0.7479 |
0.7083 |
0.0397 |
5.6% |
0.0031 |
0.4% |
14% |
False |
False |
1,528 |
| 80 |
0.7479 |
0.7083 |
0.0397 |
5.6% |
0.0027 |
0.4% |
14% |
False |
False |
1,158 |
| 100 |
0.7479 |
0.7083 |
0.0397 |
5.6% |
0.0026 |
0.4% |
14% |
False |
False |
936 |
| 120 |
0.7479 |
0.7083 |
0.0397 |
5.6% |
0.0023 |
0.3% |
14% |
False |
False |
783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7207 |
|
2.618 |
0.7183 |
|
1.618 |
0.7168 |
|
1.000 |
0.7159 |
|
0.618 |
0.7153 |
|
HIGH |
0.7144 |
|
0.618 |
0.7138 |
|
0.500 |
0.7136 |
|
0.382 |
0.7134 |
|
LOW |
0.7129 |
|
0.618 |
0.7119 |
|
1.000 |
0.7114 |
|
1.618 |
0.7104 |
|
2.618 |
0.7089 |
|
4.250 |
0.7065 |
|
|
| Fisher Pivots for day following 04-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7137 |
0.7151 |
| PP |
0.7137 |
0.7146 |
| S1 |
0.7136 |
0.7142 |
|