CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 18-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2024 |
18-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7047 |
0.7012 |
-0.0035 |
-0.5% |
0.7087 |
| High |
0.7051 |
0.7015 |
-0.0037 |
-0.5% |
0.7123 |
| Low |
0.7006 |
0.6944 |
-0.0062 |
-0.9% |
0.7045 |
| Close |
0.7013 |
0.6959 |
-0.0054 |
-0.8% |
0.7052 |
| Range |
0.0046 |
0.0071 |
0.0026 |
56.0% |
0.0078 |
| ATR |
0.0038 |
0.0040 |
0.0002 |
6.2% |
0.0000 |
| Volume |
80,357 |
97,502 |
17,145 |
21.3% |
578,237 |
|
| Daily Pivots for day following 18-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7185 |
0.7143 |
0.6998 |
|
| R3 |
0.7114 |
0.7072 |
0.6978 |
|
| R2 |
0.7043 |
0.7043 |
0.6972 |
|
| R1 |
0.7001 |
0.7001 |
0.6965 |
0.6987 |
| PP |
0.6972 |
0.6972 |
0.6972 |
0.6965 |
| S1 |
0.6930 |
0.6930 |
0.6952 |
0.6916 |
| S2 |
0.6901 |
0.6901 |
0.6945 |
|
| S3 |
0.6830 |
0.6859 |
0.6939 |
|
| S4 |
0.6759 |
0.6788 |
0.6919 |
|
|
| 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 |
0.7103 |
0.6944 |
0.0159 |
2.3% |
0.0042 |
0.6% |
9% |
False |
True |
104,546 |
| 10 |
0.7165 |
0.6944 |
0.0221 |
3.2% |
0.0044 |
0.6% |
7% |
False |
True |
87,961 |
| 20 |
0.7210 |
0.6944 |
0.0266 |
3.8% |
0.0041 |
0.6% |
6% |
False |
True |
46,561 |
| 40 |
0.7276 |
0.6944 |
0.0333 |
4.8% |
0.0037 |
0.5% |
5% |
False |
True |
23,929 |
| 60 |
0.7479 |
0.6944 |
0.0536 |
7.7% |
0.0033 |
0.5% |
3% |
False |
True |
16,152 |
| 80 |
0.7479 |
0.6944 |
0.0536 |
7.7% |
0.0031 |
0.4% |
3% |
False |
True |
12,145 |
| 100 |
0.7479 |
0.6944 |
0.0536 |
7.7% |
0.0029 |
0.4% |
3% |
False |
True |
9,726 |
| 120 |
0.7479 |
0.6944 |
0.0536 |
7.7% |
0.0026 |
0.4% |
3% |
False |
True |
8,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7316 |
|
2.618 |
0.7200 |
|
1.618 |
0.7129 |
|
1.000 |
0.7086 |
|
0.618 |
0.7058 |
|
HIGH |
0.7015 |
|
0.618 |
0.6987 |
|
0.500 |
0.6979 |
|
0.382 |
0.6971 |
|
LOW |
0.6944 |
|
0.618 |
0.6900 |
|
1.000 |
0.6873 |
|
1.618 |
0.6829 |
|
2.618 |
0.6758 |
|
4.250 |
0.6642 |
|
|
| Fisher Pivots for day following 18-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6979 |
0.7001 |
| PP |
0.6972 |
0.6987 |
| S1 |
0.6965 |
0.6973 |
|