CME Canadian Dollar Future March 2025
Trading Metrics calculated at close of trading on 27-Dec-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2024 |
27-Dec-2024 |
Change |
Change % |
Previous Week |
Open |
0.6982 |
0.6962 |
-0.0020 |
-0.3% |
0.6979 |
High |
0.6991 |
0.6978 |
-0.0014 |
-0.2% |
0.6992 |
Low |
0.6956 |
0.6942 |
-0.0015 |
-0.2% |
0.6942 |
Close |
0.6959 |
0.6960 |
0.0001 |
0.0% |
0.6960 |
Range |
0.0035 |
0.0036 |
0.0001 |
2.9% |
0.0050 |
ATR |
0.0041 |
0.0040 |
0.0000 |
-0.8% |
0.0000 |
Volume |
22,033 |
57,133 |
35,100 |
159.3% |
180,266 |
|
Daily Pivots for day following 27-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7068 |
0.7050 |
0.6979 |
|
R3 |
0.7032 |
0.7014 |
0.6969 |
|
R2 |
0.6996 |
0.6996 |
0.6966 |
|
R1 |
0.6978 |
0.6978 |
0.6963 |
0.6969 |
PP |
0.6960 |
0.6960 |
0.6960 |
0.6955 |
S1 |
0.6942 |
0.6942 |
0.6956 |
0.6933 |
S2 |
0.6924 |
0.6924 |
0.6953 |
|
S3 |
0.6888 |
0.6906 |
0.6950 |
|
S4 |
0.6852 |
0.6870 |
0.6940 |
|
|
Weekly Pivots for week ending 27-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7114 |
0.7087 |
0.6987 |
|
R3 |
0.7064 |
0.7037 |
0.6973 |
|
R2 |
0.7014 |
0.7014 |
0.6969 |
|
R1 |
0.6987 |
0.6987 |
0.6964 |
0.6976 |
PP |
0.6964 |
0.6964 |
0.6964 |
0.6959 |
S1 |
0.6937 |
0.6937 |
0.6955 |
0.6926 |
S2 |
0.6914 |
0.6914 |
0.6950 |
|
S3 |
0.6864 |
0.6887 |
0.6946 |
|
S4 |
0.6814 |
0.6837 |
0.6932 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6999 |
0.6942 |
0.0057 |
0.8% |
0.0038 |
0.5% |
32% |
False |
True |
56,119 |
10 |
0.7063 |
0.6935 |
0.0128 |
1.8% |
0.0041 |
0.6% |
19% |
False |
False |
78,992 |
20 |
0.7180 |
0.6935 |
0.0245 |
3.5% |
0.0041 |
0.6% |
10% |
False |
False |
65,776 |
40 |
0.7265 |
0.6935 |
0.0330 |
4.7% |
0.0039 |
0.6% |
7% |
False |
False |
34,004 |
60 |
0.7431 |
0.6935 |
0.0496 |
7.1% |
0.0035 |
0.5% |
5% |
False |
False |
22,915 |
80 |
0.7479 |
0.6935 |
0.0544 |
7.8% |
0.0033 |
0.5% |
5% |
False |
False |
17,237 |
100 |
0.7479 |
0.6935 |
0.0544 |
7.8% |
0.0029 |
0.4% |
5% |
False |
False |
13,798 |
120 |
0.7479 |
0.6935 |
0.0544 |
7.8% |
0.0027 |
0.4% |
5% |
False |
False |
11,507 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7131 |
2.618 |
0.7072 |
1.618 |
0.7036 |
1.000 |
0.7014 |
0.618 |
0.7000 |
HIGH |
0.6978 |
0.618 |
0.6964 |
0.500 |
0.6960 |
0.382 |
0.6955 |
LOW |
0.6942 |
0.618 |
0.6919 |
1.000 |
0.6906 |
1.618 |
0.6883 |
2.618 |
0.6847 |
4.250 |
0.6789 |
|
|
Fisher Pivots for day following 27-Dec-2024 |
Pivot |
1 day |
3 day |
R1 |
0.6960 |
0.6966 |
PP |
0.6960 |
0.6964 |
S1 |
0.6960 |
0.6962 |
|