CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 26-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2024 |
26-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6980 |
0.6982 |
0.0003 |
0.0% |
0.7051 |
| High |
0.6984 |
0.6991 |
0.0007 |
0.1% |
0.7059 |
| Low |
0.6957 |
0.6956 |
-0.0001 |
0.0% |
0.6935 |
| Close |
0.6978 |
0.6959 |
-0.0019 |
-0.3% |
0.6990 |
| Range |
0.0028 |
0.0035 |
0.0008 |
27.3% |
0.0124 |
| ATR |
0.0041 |
0.0041 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
30,186 |
22,033 |
-8,153 |
-27.0% |
490,101 |
|
| Daily Pivots for day following 26-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7074 |
0.7051 |
0.6978 |
|
| R3 |
0.7039 |
0.7016 |
0.6969 |
|
| R2 |
0.7004 |
0.7004 |
0.6965 |
|
| R1 |
0.6981 |
0.6981 |
0.6962 |
0.6975 |
| PP |
0.6969 |
0.6969 |
0.6969 |
0.6966 |
| S1 |
0.6946 |
0.6946 |
0.6956 |
0.6940 |
| S2 |
0.6934 |
0.6934 |
0.6953 |
|
| S3 |
0.6899 |
0.6911 |
0.6949 |
|
| S4 |
0.6864 |
0.6876 |
0.6940 |
|
|
| 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 |
0.6999 |
0.6935 |
0.0064 |
0.9% |
0.0042 |
0.6% |
38% |
False |
False |
70,081 |
| 10 |
0.7103 |
0.6935 |
0.0168 |
2.4% |
0.0042 |
0.6% |
14% |
False |
False |
87,314 |
| 20 |
0.7180 |
0.6935 |
0.0245 |
3.5% |
0.0040 |
0.6% |
10% |
False |
False |
63,069 |
| 40 |
0.7265 |
0.6935 |
0.0330 |
4.7% |
0.0039 |
0.6% |
7% |
False |
False |
32,599 |
| 60 |
0.7451 |
0.6935 |
0.0516 |
7.4% |
0.0035 |
0.5% |
5% |
False |
False |
21,969 |
| 80 |
0.7479 |
0.6935 |
0.0544 |
7.8% |
0.0033 |
0.5% |
4% |
False |
False |
16,523 |
| 100 |
0.7479 |
0.6935 |
0.0544 |
7.8% |
0.0029 |
0.4% |
4% |
False |
False |
13,227 |
| 120 |
0.7479 |
0.6935 |
0.0544 |
7.8% |
0.0027 |
0.4% |
4% |
False |
False |
11,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7140 |
|
2.618 |
0.7083 |
|
1.618 |
0.7048 |
|
1.000 |
0.7026 |
|
0.618 |
0.7013 |
|
HIGH |
0.6991 |
|
0.618 |
0.6978 |
|
0.500 |
0.6974 |
|
0.382 |
0.6969 |
|
LOW |
0.6956 |
|
0.618 |
0.6934 |
|
1.000 |
0.6921 |
|
1.618 |
0.6899 |
|
2.618 |
0.6864 |
|
4.250 |
0.6807 |
|
|
| Fisher Pivots for day following 26-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6974 |
0.6971 |
| PP |
0.6969 |
0.6967 |
| S1 |
0.6964 |
0.6963 |
|