CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 12-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2024 |
12-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7083 |
0.7090 |
0.0007 |
0.1% |
0.7175 |
| High |
0.7110 |
0.7103 |
-0.0007 |
-0.1% |
0.7175 |
| Low |
0.7052 |
0.7055 |
0.0003 |
0.0% |
0.7087 |
| Close |
0.7089 |
0.7064 |
-0.0025 |
-0.3% |
0.7090 |
| Range |
0.0058 |
0.0048 |
-0.0010 |
-17.2% |
0.0089 |
| ATR |
0.0039 |
0.0040 |
0.0001 |
1.7% |
0.0000 |
| Volume |
142,188 |
140,350 |
-1,838 |
-1.3% |
64,261 |
|
| Daily Pivots for day following 12-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7218 |
0.7189 |
0.7090 |
|
| R3 |
0.7170 |
0.7141 |
0.7077 |
|
| R2 |
0.7122 |
0.7122 |
0.7073 |
|
| R1 |
0.7093 |
0.7093 |
0.7068 |
0.7083 |
| PP |
0.7074 |
0.7074 |
0.7074 |
0.7069 |
| S1 |
0.7045 |
0.7045 |
0.7060 |
0.7035 |
| S2 |
0.7026 |
0.7026 |
0.7055 |
|
| S3 |
0.6978 |
0.6997 |
0.7051 |
|
| S4 |
0.6930 |
0.6949 |
0.7038 |
|
|
| 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 |
0.7160 |
0.7052 |
0.0109 |
1.5% |
0.0048 |
0.7% |
12% |
False |
False |
98,627 |
| 10 |
0.7180 |
0.7052 |
0.0129 |
1.8% |
0.0040 |
0.6% |
10% |
False |
False |
52,560 |
| 20 |
0.7210 |
0.7052 |
0.0158 |
2.2% |
0.0041 |
0.6% |
8% |
False |
False |
27,989 |
| 40 |
0.7308 |
0.7052 |
0.0257 |
3.6% |
0.0035 |
0.5% |
5% |
False |
False |
14,413 |
| 60 |
0.7479 |
0.7052 |
0.0428 |
6.1% |
0.0034 |
0.5% |
3% |
False |
False |
9,804 |
| 80 |
0.7479 |
0.7052 |
0.0428 |
6.1% |
0.0030 |
0.4% |
3% |
False |
False |
7,372 |
| 100 |
0.7479 |
0.7052 |
0.0428 |
6.1% |
0.0028 |
0.4% |
3% |
False |
False |
5,907 |
| 120 |
0.7479 |
0.7052 |
0.0428 |
6.1% |
0.0025 |
0.3% |
3% |
False |
False |
4,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7307 |
|
2.618 |
0.7228 |
|
1.618 |
0.7180 |
|
1.000 |
0.7151 |
|
0.618 |
0.7132 |
|
HIGH |
0.7103 |
|
0.618 |
0.7084 |
|
0.500 |
0.7079 |
|
0.382 |
0.7073 |
|
LOW |
0.7055 |
|
0.618 |
0.7025 |
|
1.000 |
0.7007 |
|
1.618 |
0.6977 |
|
2.618 |
0.6929 |
|
4.250 |
0.6851 |
|
|
| Fisher Pivots for day following 12-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7079 |
0.7081 |
| PP |
0.7074 |
0.7075 |
| S1 |
0.7069 |
0.7070 |
|