CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 09-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2024 |
09-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7158 |
0.7087 |
-0.0071 |
-1.0% |
0.7175 |
| High |
0.7160 |
0.7123 |
-0.0038 |
-0.5% |
0.7175 |
| Low |
0.7087 |
0.7081 |
-0.0006 |
-0.1% |
0.7087 |
| Close |
0.7090 |
0.7090 |
0.0000 |
0.0% |
0.7090 |
| Range |
0.0074 |
0.0042 |
-0.0032 |
-43.5% |
0.0089 |
| ATR |
0.0039 |
0.0039 |
0.0000 |
0.5% |
0.0000 |
| Volume |
34,457 |
67,861 |
33,404 |
96.9% |
64,261 |
|
| Daily Pivots for day following 09-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7222 |
0.7198 |
0.7113 |
|
| R3 |
0.7181 |
0.7156 |
0.7101 |
|
| R2 |
0.7139 |
0.7139 |
0.7098 |
|
| R1 |
0.7115 |
0.7115 |
0.7094 |
0.7127 |
| PP |
0.7098 |
0.7098 |
0.7098 |
0.7104 |
| S1 |
0.7073 |
0.7073 |
0.7086 |
0.7086 |
| S2 |
0.7056 |
0.7056 |
0.7082 |
|
| S3 |
0.7015 |
0.7032 |
0.7079 |
|
| S4 |
0.6973 |
0.6990 |
0.7067 |
|
|
| Weekly Pivots for week ending 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7383 |
0.7325 |
0.7139 |
|
| R3 |
0.7294 |
0.7236 |
0.7114 |
|
| R2 |
0.7206 |
0.7206 |
0.7106 |
|
| R1 |
0.7148 |
0.7148 |
0.7098 |
0.7133 |
| PP |
0.7117 |
0.7117 |
0.7117 |
0.7110 |
| S1 |
0.7059 |
0.7059 |
0.7082 |
0.7044 |
| S2 |
0.7029 |
0.7029 |
0.7074 |
|
| S3 |
0.6940 |
0.6971 |
0.7066 |
|
| S4 |
0.6852 |
0.6882 |
0.7041 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7165 |
0.7081 |
0.0084 |
1.2% |
0.0040 |
0.6% |
11% |
False |
True |
25,289 |
| 10 |
0.7210 |
0.7081 |
0.0129 |
1.8% |
0.0045 |
0.6% |
7% |
False |
True |
15,020 |
| 20 |
0.7222 |
0.7081 |
0.0141 |
2.0% |
0.0039 |
0.5% |
6% |
False |
True |
8,655 |
| 40 |
0.7309 |
0.7081 |
0.0228 |
3.2% |
0.0033 |
0.5% |
4% |
False |
True |
4,705 |
| 60 |
0.7479 |
0.7081 |
0.0398 |
5.6% |
0.0033 |
0.5% |
2% |
False |
True |
3,298 |
| 80 |
0.7479 |
0.7081 |
0.0398 |
5.6% |
0.0029 |
0.4% |
2% |
False |
True |
2,488 |
| 100 |
0.7479 |
0.7081 |
0.0398 |
5.6% |
0.0027 |
0.4% |
2% |
False |
True |
2,000 |
| 120 |
0.7479 |
0.7081 |
0.0398 |
5.6% |
0.0024 |
0.3% |
2% |
False |
True |
1,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7299 |
|
2.618 |
0.7231 |
|
1.618 |
0.7190 |
|
1.000 |
0.7164 |
|
0.618 |
0.7148 |
|
HIGH |
0.7123 |
|
0.618 |
0.7107 |
|
0.500 |
0.7102 |
|
0.382 |
0.7097 |
|
LOW |
0.7081 |
|
0.618 |
0.7055 |
|
1.000 |
0.7040 |
|
1.618 |
0.7014 |
|
2.618 |
0.6972 |
|
4.250 |
0.6905 |
|
|
| Fisher Pivots for day following 09-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7102 |
0.7123 |
| PP |
0.7098 |
0.7112 |
| S1 |
0.7094 |
0.7101 |
|