CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 19-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2024 |
19-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7012 |
0.6945 |
-0.0067 |
-0.9% |
0.7087 |
| High |
0.7015 |
0.6995 |
-0.0020 |
-0.3% |
0.7123 |
| Low |
0.6944 |
0.6935 |
-0.0009 |
-0.1% |
0.7045 |
| Close |
0.6959 |
0.6974 |
0.0015 |
0.2% |
0.7052 |
| Range |
0.0071 |
0.0060 |
-0.0012 |
-16.2% |
0.0078 |
| ATR |
0.0040 |
0.0042 |
0.0001 |
3.4% |
0.0000 |
| Volume |
97,502 |
126,942 |
29,440 |
30.2% |
578,237 |
|
| Daily Pivots for day following 19-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7146 |
0.7119 |
0.7006 |
|
| R3 |
0.7087 |
0.7060 |
0.6990 |
|
| R2 |
0.7027 |
0.7027 |
0.6984 |
|
| R1 |
0.7000 |
0.7000 |
0.6979 |
0.7014 |
| PP |
0.6968 |
0.6968 |
0.6968 |
0.6974 |
| S1 |
0.6941 |
0.6941 |
0.6968 |
0.6954 |
| S2 |
0.6908 |
0.6908 |
0.6963 |
|
| S3 |
0.6849 |
0.6881 |
0.6957 |
|
| S4 |
0.6789 |
0.6822 |
0.6941 |
|
|
| 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 |
0.7063 |
0.6935 |
0.0128 |
1.8% |
0.0044 |
0.6% |
30% |
False |
True |
101,865 |
| 10 |
0.7160 |
0.6935 |
0.0225 |
3.2% |
0.0046 |
0.7% |
17% |
False |
True |
100,246 |
| 20 |
0.7210 |
0.6935 |
0.0275 |
3.9% |
0.0043 |
0.6% |
14% |
False |
True |
52,804 |
| 40 |
0.7276 |
0.6935 |
0.0341 |
4.9% |
0.0038 |
0.5% |
11% |
False |
True |
27,089 |
| 60 |
0.7459 |
0.6935 |
0.0524 |
7.5% |
0.0034 |
0.5% |
7% |
False |
True |
18,261 |
| 80 |
0.7479 |
0.6935 |
0.0544 |
7.8% |
0.0031 |
0.5% |
7% |
False |
True |
13,731 |
| 100 |
0.7479 |
0.6935 |
0.0544 |
7.8% |
0.0029 |
0.4% |
7% |
False |
True |
10,995 |
| 120 |
0.7479 |
0.6935 |
0.0544 |
7.8% |
0.0026 |
0.4% |
7% |
False |
True |
9,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7247 |
|
2.618 |
0.7150 |
|
1.618 |
0.7091 |
|
1.000 |
0.7054 |
|
0.618 |
0.7031 |
|
HIGH |
0.6995 |
|
0.618 |
0.6972 |
|
0.500 |
0.6965 |
|
0.382 |
0.6958 |
|
LOW |
0.6935 |
|
0.618 |
0.6898 |
|
1.000 |
0.6876 |
|
1.618 |
0.6839 |
|
2.618 |
0.6779 |
|
4.250 |
0.6682 |
|
|
| Fisher Pivots for day following 19-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6971 |
0.6993 |
| PP |
0.6968 |
0.6987 |
| S1 |
0.6965 |
0.6980 |
|