CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 13-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2024 |
13-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7090 |
0.7059 |
-0.0031 |
-0.4% |
0.7087 |
| High |
0.7103 |
0.7063 |
-0.0040 |
-0.6% |
0.7123 |
| Low |
0.7055 |
0.7045 |
-0.0010 |
-0.1% |
0.7045 |
| Close |
0.7064 |
0.7052 |
-0.0013 |
-0.2% |
0.7052 |
| Range |
0.0048 |
0.0018 |
-0.0031 |
-63.5% |
0.0078 |
| ATR |
0.0040 |
0.0038 |
-0.0001 |
-3.7% |
0.0000 |
| Volume |
140,350 |
119,556 |
-20,794 |
-14.8% |
578,237 |
|
| Daily Pivots for day following 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7106 |
0.7096 |
0.7061 |
|
| R3 |
0.7088 |
0.7079 |
0.7056 |
|
| R2 |
0.7071 |
0.7071 |
0.7055 |
|
| R1 |
0.7061 |
0.7061 |
0.7053 |
0.7057 |
| PP |
0.7053 |
0.7053 |
0.7053 |
0.7051 |
| S1 |
0.7044 |
0.7044 |
0.7050 |
0.7040 |
| S2 |
0.7036 |
0.7036 |
0.7048 |
|
| S3 |
0.7018 |
0.7026 |
0.7047 |
|
| S4 |
0.7001 |
0.7009 |
0.7042 |
|
|
| Weekly Pivots for week ending 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7306 |
0.7256 |
0.7094 |
|
| R3 |
0.7228 |
0.7179 |
0.7073 |
|
| R2 |
0.7151 |
0.7151 |
0.7066 |
|
| R1 |
0.7101 |
0.7101 |
0.7059 |
0.7087 |
| PP |
0.7073 |
0.7073 |
0.7073 |
0.7066 |
| S1 |
0.7024 |
0.7024 |
0.7044 |
0.7010 |
| S2 |
0.6996 |
0.6996 |
0.7037 |
|
| S3 |
0.6918 |
0.6946 |
0.7030 |
|
| S4 |
0.6841 |
0.6869 |
0.7009 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7123 |
0.7045 |
0.0078 |
1.1% |
0.0037 |
0.5% |
8% |
False |
True |
115,647 |
| 10 |
0.7175 |
0.7045 |
0.0130 |
1.8% |
0.0039 |
0.6% |
5% |
False |
True |
64,249 |
| 20 |
0.7210 |
0.7045 |
0.0165 |
2.3% |
0.0040 |
0.6% |
4% |
False |
True |
33,757 |
| 40 |
0.7290 |
0.7045 |
0.0245 |
3.5% |
0.0034 |
0.5% |
3% |
False |
True |
17,389 |
| 60 |
0.7479 |
0.7045 |
0.0434 |
6.2% |
0.0033 |
0.5% |
1% |
False |
True |
11,790 |
| 80 |
0.7479 |
0.7045 |
0.0434 |
6.2% |
0.0030 |
0.4% |
1% |
False |
True |
8,865 |
| 100 |
0.7479 |
0.7045 |
0.0434 |
6.2% |
0.0028 |
0.4% |
1% |
False |
True |
7,101 |
| 120 |
0.7479 |
0.7045 |
0.0434 |
6.2% |
0.0025 |
0.3% |
1% |
False |
True |
5,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7137 |
|
2.618 |
0.7108 |
|
1.618 |
0.7091 |
|
1.000 |
0.7080 |
|
0.618 |
0.7073 |
|
HIGH |
0.7063 |
|
0.618 |
0.7056 |
|
0.500 |
0.7054 |
|
0.382 |
0.7052 |
|
LOW |
0.7045 |
|
0.618 |
0.7034 |
|
1.000 |
0.7028 |
|
1.618 |
0.7017 |
|
2.618 |
0.6999 |
|
4.250 |
0.6971 |
|
|
| Fisher Pivots for day following 13-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7054 |
0.7077 |
| PP |
0.7053 |
0.7069 |
| S1 |
0.7052 |
0.7060 |
|