CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 23-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2024 |
23-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6969 |
0.6979 |
0.0011 |
0.2% |
0.7051 |
| High |
0.6999 |
0.6992 |
-0.0007 |
-0.1% |
0.7059 |
| Low |
0.6950 |
0.6951 |
0.0001 |
0.0% |
0.6935 |
| Close |
0.6990 |
0.6981 |
-0.0010 |
-0.1% |
0.6990 |
| Range |
0.0049 |
0.0041 |
-0.0008 |
-16.5% |
0.0124 |
| ATR |
0.0042 |
0.0042 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
100,332 |
70,914 |
-29,418 |
-29.3% |
490,101 |
|
| Daily Pivots for day following 23-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7096 |
0.7079 |
0.7003 |
|
| R3 |
0.7055 |
0.7038 |
0.6992 |
|
| R2 |
0.7015 |
0.7015 |
0.6988 |
|
| R1 |
0.6998 |
0.6998 |
0.6984 |
0.7006 |
| PP |
0.6974 |
0.6974 |
0.6974 |
0.6979 |
| S1 |
0.6957 |
0.6957 |
0.6977 |
0.6966 |
| S2 |
0.6934 |
0.6934 |
0.6973 |
|
| S3 |
0.6893 |
0.6917 |
0.6969 |
|
| S4 |
0.6853 |
0.6876 |
0.6958 |
|
|
| 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 |
0.7051 |
0.6935 |
0.0116 |
1.7% |
0.0053 |
0.8% |
39% |
False |
False |
95,209 |
| 10 |
0.7110 |
0.6935 |
0.0175 |
2.5% |
0.0044 |
0.6% |
26% |
False |
False |
107,139 |
| 20 |
0.7210 |
0.6935 |
0.0275 |
3.9% |
0.0044 |
0.6% |
17% |
False |
False |
61,079 |
| 40 |
0.7265 |
0.6935 |
0.0330 |
4.7% |
0.0039 |
0.6% |
14% |
False |
False |
31,337 |
| 60 |
0.7451 |
0.6935 |
0.0516 |
7.4% |
0.0034 |
0.5% |
9% |
False |
False |
21,109 |
| 80 |
0.7479 |
0.6935 |
0.0544 |
7.8% |
0.0032 |
0.5% |
8% |
False |
False |
15,871 |
| 100 |
0.7479 |
0.6935 |
0.0544 |
7.8% |
0.0029 |
0.4% |
8% |
False |
False |
12,706 |
| 120 |
0.7479 |
0.6935 |
0.0544 |
7.8% |
0.0027 |
0.4% |
8% |
False |
False |
10,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7164 |
|
2.618 |
0.7098 |
|
1.618 |
0.7057 |
|
1.000 |
0.7032 |
|
0.618 |
0.7017 |
|
HIGH |
0.6992 |
|
0.618 |
0.6976 |
|
0.500 |
0.6971 |
|
0.382 |
0.6966 |
|
LOW |
0.6951 |
|
0.618 |
0.6926 |
|
1.000 |
0.6911 |
|
1.618 |
0.6885 |
|
2.618 |
0.6845 |
|
4.250 |
0.6779 |
|
|
| Fisher Pivots for day following 23-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6977 |
0.6976 |
| PP |
0.6974 |
0.6971 |
| S1 |
0.6971 |
0.6967 |
|