CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 20-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2024 |
20-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6945 |
0.6969 |
0.0024 |
0.3% |
0.7051 |
| High |
0.6995 |
0.6999 |
0.0004 |
0.1% |
0.7059 |
| Low |
0.6935 |
0.6950 |
0.0015 |
0.2% |
0.6935 |
| Close |
0.6974 |
0.6990 |
0.0017 |
0.2% |
0.6990 |
| Range |
0.0060 |
0.0049 |
-0.0011 |
-18.5% |
0.0124 |
| ATR |
0.0042 |
0.0042 |
0.0000 |
1.2% |
0.0000 |
| Volume |
126,942 |
100,332 |
-26,610 |
-21.0% |
490,101 |
|
| Daily Pivots for day following 20-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7125 |
0.7106 |
0.7017 |
|
| R3 |
0.7077 |
0.7058 |
0.7003 |
|
| R2 |
0.7028 |
0.7028 |
0.6999 |
|
| R1 |
0.7009 |
0.7009 |
0.6994 |
0.7019 |
| PP |
0.6980 |
0.6980 |
0.6980 |
0.6984 |
| S1 |
0.6961 |
0.6961 |
0.6986 |
0.6970 |
| S2 |
0.6931 |
0.6931 |
0.6981 |
|
| S3 |
0.6883 |
0.6912 |
0.6977 |
|
| S4 |
0.6834 |
0.6864 |
0.6963 |
|
|
| Weekly Pivots for week ending 20-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7365 |
0.7301 |
0.7058 |
|
| R3 |
0.7242 |
0.7178 |
0.7024 |
|
| R2 |
0.7118 |
0.7118 |
0.7013 |
|
| R1 |
0.7054 |
0.7054 |
0.7001 |
0.7024 |
| PP |
0.6995 |
0.6995 |
0.6995 |
0.6980 |
| S1 |
0.6931 |
0.6931 |
0.6979 |
0.6901 |
| S2 |
0.6871 |
0.6871 |
0.6967 |
|
| S3 |
0.6748 |
0.6807 |
0.6956 |
|
| S4 |
0.6624 |
0.6684 |
0.6922 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7059 |
0.6935 |
0.0124 |
1.8% |
0.0050 |
0.7% |
45% |
False |
False |
98,020 |
| 10 |
0.7123 |
0.6935 |
0.0188 |
2.7% |
0.0044 |
0.6% |
29% |
False |
False |
106,833 |
| 20 |
0.7210 |
0.6935 |
0.0275 |
3.9% |
0.0044 |
0.6% |
20% |
False |
False |
57,633 |
| 40 |
0.7265 |
0.6935 |
0.0330 |
4.7% |
0.0038 |
0.5% |
17% |
False |
False |
29,580 |
| 60 |
0.7456 |
0.6935 |
0.0521 |
7.5% |
0.0034 |
0.5% |
11% |
False |
False |
19,929 |
| 80 |
0.7479 |
0.6935 |
0.0544 |
7.8% |
0.0032 |
0.5% |
10% |
False |
False |
14,985 |
| 100 |
0.7479 |
0.6935 |
0.0544 |
7.8% |
0.0029 |
0.4% |
10% |
False |
False |
11,998 |
| 120 |
0.7479 |
0.6935 |
0.0544 |
7.8% |
0.0026 |
0.4% |
10% |
False |
False |
10,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7205 |
|
2.618 |
0.7125 |
|
1.618 |
0.7077 |
|
1.000 |
0.7047 |
|
0.618 |
0.7028 |
|
HIGH |
0.6999 |
|
0.618 |
0.6980 |
|
0.500 |
0.6974 |
|
0.382 |
0.6969 |
|
LOW |
0.6950 |
|
0.618 |
0.6920 |
|
1.000 |
0.6902 |
|
1.618 |
0.6872 |
|
2.618 |
0.6823 |
|
4.250 |
0.6744 |
|
|
| Fisher Pivots for day following 20-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6985 |
0.6985 |
| PP |
0.6980 |
0.6980 |
| S1 |
0.6974 |
0.6975 |
|