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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 3 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols