CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 31-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2024 |
31-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6959 |
0.6987 |
0.0028 |
0.4% |
0.6979 |
| High |
0.6992 |
0.6994 |
0.0003 |
0.0% |
0.6992 |
| Low |
0.6949 |
0.6960 |
0.0011 |
0.2% |
0.6942 |
| Close |
0.6985 |
0.6973 |
-0.0013 |
-0.2% |
0.6960 |
| Range |
0.0043 |
0.0035 |
-0.0008 |
-18.8% |
0.0050 |
| ATR |
0.0040 |
0.0040 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
82,706 |
77,815 |
-4,891 |
-5.9% |
180,266 |
|
| Daily Pivots for day following 31-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7079 |
0.7060 |
0.6991 |
|
| R3 |
0.7044 |
0.7026 |
0.6982 |
|
| R2 |
0.7010 |
0.7010 |
0.6979 |
|
| R1 |
0.6991 |
0.6991 |
0.6976 |
0.6983 |
| PP |
0.6975 |
0.6975 |
0.6975 |
0.6971 |
| S1 |
0.6957 |
0.6957 |
0.6969 |
0.6949 |
| S2 |
0.6941 |
0.6941 |
0.6966 |
|
| S3 |
0.6906 |
0.6922 |
0.6963 |
|
| S4 |
0.6872 |
0.6888 |
0.6954 |
|
|
| 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 |
0.6994 |
0.6942 |
0.0053 |
0.8% |
0.0035 |
0.5% |
59% |
True |
False |
53,974 |
| 10 |
0.7051 |
0.6935 |
0.0116 |
1.7% |
0.0044 |
0.6% |
32% |
False |
False |
74,592 |
| 20 |
0.7165 |
0.6935 |
0.0230 |
3.3% |
0.0040 |
0.6% |
16% |
False |
False |
73,385 |
| 40 |
0.7265 |
0.6935 |
0.0330 |
4.7% |
0.0040 |
0.6% |
11% |
False |
False |
37,983 |
| 60 |
0.7397 |
0.6935 |
0.0462 |
6.6% |
0.0035 |
0.5% |
8% |
False |
False |
25,579 |
| 80 |
0.7479 |
0.6935 |
0.0544 |
7.8% |
0.0033 |
0.5% |
7% |
False |
False |
19,242 |
| 100 |
0.7479 |
0.6935 |
0.0544 |
7.8% |
0.0030 |
0.4% |
7% |
False |
False |
15,403 |
| 120 |
0.7479 |
0.6935 |
0.0544 |
7.8% |
0.0028 |
0.4% |
7% |
False |
False |
12,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7141 |
|
2.618 |
0.7084 |
|
1.618 |
0.7050 |
|
1.000 |
0.7029 |
|
0.618 |
0.7015 |
|
HIGH |
0.6994 |
|
0.618 |
0.6981 |
|
0.500 |
0.6977 |
|
0.382 |
0.6973 |
|
LOW |
0.6960 |
|
0.618 |
0.6938 |
|
1.000 |
0.6925 |
|
1.618 |
0.6904 |
|
2.618 |
0.6869 |
|
4.250 |
0.6813 |
|
|
| Fisher Pivots for day following 31-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6977 |
0.6971 |
| PP |
0.6975 |
0.6969 |
| S1 |
0.6974 |
0.6968 |
|