CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 05-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2024 |
05-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7136 |
0.7133 |
-0.0003 |
0.0% |
0.7194 |
| High |
0.7144 |
0.7165 |
0.0021 |
0.3% |
0.7210 |
| Low |
0.7129 |
0.7130 |
0.0001 |
0.0% |
0.7083 |
| Close |
0.7138 |
0.7157 |
0.0019 |
0.3% |
0.7172 |
| Range |
0.0015 |
0.0035 |
0.0020 |
133.3% |
0.0127 |
| ATR |
0.0036 |
0.0036 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
14,189 |
4,092 |
-10,097 |
-71.2% |
18,080 |
|
| Daily Pivots for day following 05-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7255 |
0.7241 |
0.7176 |
|
| R3 |
0.7220 |
0.7206 |
0.7166 |
|
| R2 |
0.7185 |
0.7185 |
0.7163 |
|
| R1 |
0.7171 |
0.7171 |
0.7160 |
0.7178 |
| PP |
0.7150 |
0.7150 |
0.7150 |
0.7154 |
| S1 |
0.7136 |
0.7136 |
0.7153 |
0.7143 |
| S2 |
0.7115 |
0.7115 |
0.7150 |
|
| S3 |
0.7080 |
0.7101 |
0.7147 |
|
| S4 |
0.7045 |
0.7066 |
0.7137 |
|
|
| 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% |
0.0033 |
0.5% |
56% |
False |
False |
6,493 |
| 10 |
0.7210 |
0.7083 |
0.0127 |
1.8% |
0.0039 |
0.5% |
58% |
False |
False |
5,362 |
| 20 |
0.7257 |
0.7083 |
0.0174 |
2.4% |
0.0037 |
0.5% |
43% |
False |
False |
3,662 |
| 40 |
0.7330 |
0.7083 |
0.0248 |
3.5% |
0.0032 |
0.4% |
30% |
False |
False |
2,218 |
| 60 |
0.7479 |
0.7083 |
0.0397 |
5.5% |
0.0031 |
0.4% |
19% |
False |
False |
1,595 |
| 80 |
0.7479 |
0.7083 |
0.0397 |
5.5% |
0.0028 |
0.4% |
19% |
False |
False |
1,209 |
| 100 |
0.7479 |
0.7083 |
0.0397 |
5.5% |
0.0026 |
0.4% |
19% |
False |
False |
977 |
| 120 |
0.7479 |
0.7083 |
0.0397 |
5.5% |
0.0023 |
0.3% |
19% |
False |
False |
817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7313 |
|
2.618 |
0.7256 |
|
1.618 |
0.7221 |
|
1.000 |
0.7200 |
|
0.618 |
0.7186 |
|
HIGH |
0.7165 |
|
0.618 |
0.7151 |
|
0.500 |
0.7147 |
|
0.382 |
0.7143 |
|
LOW |
0.7130 |
|
0.618 |
0.7108 |
|
1.000 |
0.7095 |
|
1.618 |
0.7073 |
|
2.618 |
0.7038 |
|
4.250 |
0.6981 |
|
|
| Fisher Pivots for day following 05-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7153 |
0.7153 |
| PP |
0.7150 |
0.7150 |
| S1 |
0.7147 |
0.7147 |
|