CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 16-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2024 |
16-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7059 |
0.7051 |
-0.0009 |
-0.1% |
0.7087 |
| High |
0.7063 |
0.7059 |
-0.0004 |
-0.1% |
0.7123 |
| Low |
0.7045 |
0.7031 |
-0.0014 |
-0.2% |
0.7045 |
| Close |
0.7052 |
0.7049 |
-0.0003 |
0.0% |
0.7052 |
| Range |
0.0018 |
0.0028 |
0.0010 |
57.1% |
0.0078 |
| ATR |
0.0038 |
0.0037 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
119,556 |
84,968 |
-34,588 |
-28.9% |
578,237 |
|
| Daily Pivots for day following 16-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7129 |
0.7116 |
0.7064 |
|
| R3 |
0.7101 |
0.7089 |
0.7057 |
|
| R2 |
0.7074 |
0.7074 |
0.7054 |
|
| R1 |
0.7061 |
0.7061 |
0.7052 |
0.7054 |
| PP |
0.7046 |
0.7046 |
0.7046 |
0.7042 |
| S1 |
0.7034 |
0.7034 |
0.7046 |
0.7026 |
| S2 |
0.7019 |
0.7019 |
0.7044 |
|
| S3 |
0.6991 |
0.7006 |
0.7041 |
|
| S4 |
0.6964 |
0.6979 |
0.7034 |
|
|
| 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 |
0.7110 |
0.7031 |
0.0079 |
1.1% |
0.0034 |
0.5% |
23% |
False |
True |
119,068 |
| 10 |
0.7165 |
0.7031 |
0.0134 |
1.9% |
0.0037 |
0.5% |
13% |
False |
True |
72,179 |
| 20 |
0.7210 |
0.7031 |
0.0179 |
2.5% |
0.0040 |
0.6% |
10% |
False |
True |
37,938 |
| 40 |
0.7281 |
0.7031 |
0.0250 |
3.5% |
0.0035 |
0.5% |
7% |
False |
True |
19,506 |
| 60 |
0.7479 |
0.7031 |
0.0448 |
6.4% |
0.0033 |
0.5% |
4% |
False |
True |
13,196 |
| 80 |
0.7479 |
0.7031 |
0.0448 |
6.4% |
0.0030 |
0.4% |
4% |
False |
True |
9,925 |
| 100 |
0.7479 |
0.7031 |
0.0448 |
6.4% |
0.0028 |
0.4% |
4% |
False |
True |
7,948 |
| 120 |
0.7479 |
0.7031 |
0.0448 |
6.4% |
0.0025 |
0.4% |
4% |
False |
True |
6,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7175 |
|
2.618 |
0.7130 |
|
1.618 |
0.7103 |
|
1.000 |
0.7086 |
|
0.618 |
0.7075 |
|
HIGH |
0.7059 |
|
0.618 |
0.7048 |
|
0.500 |
0.7045 |
|
0.382 |
0.7042 |
|
LOW |
0.7031 |
|
0.618 |
0.7014 |
|
1.000 |
0.7004 |
|
1.618 |
0.6987 |
|
2.618 |
0.6959 |
|
4.250 |
0.6914 |
|
|
| Fisher Pivots for day following 16-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7048 |
0.7067 |
| PP |
0.7046 |
0.7061 |
| S1 |
0.7045 |
0.7055 |
|