CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 17-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2024 |
17-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7051 |
0.7047 |
-0.0004 |
-0.1% |
0.7087 |
| High |
0.7059 |
0.7051 |
-0.0008 |
-0.1% |
0.7123 |
| Low |
0.7031 |
0.7006 |
-0.0026 |
-0.4% |
0.7045 |
| Close |
0.7049 |
0.7013 |
-0.0037 |
-0.5% |
0.7052 |
| Range |
0.0028 |
0.0046 |
0.0018 |
65.5% |
0.0078 |
| ATR |
0.0037 |
0.0038 |
0.0001 |
1.6% |
0.0000 |
| Volume |
84,968 |
80,357 |
-4,611 |
-5.4% |
578,237 |
|
| Daily Pivots for day following 17-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7160 |
0.7132 |
0.7038 |
|
| R3 |
0.7114 |
0.7086 |
0.7025 |
|
| R2 |
0.7069 |
0.7069 |
0.7021 |
|
| R1 |
0.7041 |
0.7041 |
0.7017 |
0.7032 |
| PP |
0.7023 |
0.7023 |
0.7023 |
0.7019 |
| S1 |
0.6995 |
0.6995 |
0.7008 |
0.6986 |
| S2 |
0.6978 |
0.6978 |
0.7004 |
|
| S3 |
0.6932 |
0.6950 |
0.7000 |
|
| S4 |
0.6887 |
0.6904 |
0.6987 |
|
|
| 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 |
0.7006 |
0.0104 |
1.5% |
0.0039 |
0.6% |
7% |
False |
True |
113,483 |
| 10 |
0.7165 |
0.7006 |
0.0159 |
2.3% |
0.0038 |
0.5% |
4% |
False |
True |
79,630 |
| 20 |
0.7210 |
0.7006 |
0.0204 |
2.9% |
0.0040 |
0.6% |
3% |
False |
True |
41,843 |
| 40 |
0.7276 |
0.7006 |
0.0271 |
3.9% |
0.0035 |
0.5% |
3% |
False |
True |
21,503 |
| 60 |
0.7479 |
0.7006 |
0.0474 |
6.8% |
0.0033 |
0.5% |
1% |
False |
True |
14,530 |
| 80 |
0.7479 |
0.7006 |
0.0474 |
6.8% |
0.0030 |
0.4% |
1% |
False |
True |
10,927 |
| 100 |
0.7479 |
0.7006 |
0.0474 |
6.8% |
0.0028 |
0.4% |
1% |
False |
True |
8,751 |
| 120 |
0.7479 |
0.7006 |
0.0474 |
6.8% |
0.0025 |
0.4% |
1% |
False |
True |
7,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7244 |
|
2.618 |
0.7170 |
|
1.618 |
0.7125 |
|
1.000 |
0.7097 |
|
0.618 |
0.7079 |
|
HIGH |
0.7051 |
|
0.618 |
0.7034 |
|
0.500 |
0.7028 |
|
0.382 |
0.7023 |
|
LOW |
0.7006 |
|
0.618 |
0.6977 |
|
1.000 |
0.6960 |
|
1.618 |
0.6932 |
|
2.618 |
0.6886 |
|
4.250 |
0.6812 |
|
|
| Fisher Pivots for day following 17-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7028 |
0.7034 |
| PP |
0.7023 |
0.7027 |
| S1 |
0.7018 |
0.7020 |
|