CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 06-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2024 |
06-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7133 |
0.7158 |
0.0026 |
0.4% |
0.7175 |
| High |
0.7165 |
0.7160 |
-0.0005 |
-0.1% |
0.7175 |
| Low |
0.7130 |
0.7087 |
-0.0043 |
-0.6% |
0.7087 |
| Close |
0.7157 |
0.7090 |
-0.0067 |
-0.9% |
0.7090 |
| Range |
0.0035 |
0.0074 |
0.0039 |
110.0% |
0.0089 |
| ATR |
0.0036 |
0.0039 |
0.0003 |
7.4% |
0.0000 |
| Volume |
4,092 |
34,457 |
30,365 |
742.1% |
64,261 |
|
| Daily Pivots for day following 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7333 |
0.7285 |
0.7130 |
|
| R3 |
0.7259 |
0.7211 |
0.7110 |
|
| R2 |
0.7186 |
0.7186 |
0.7103 |
|
| R1 |
0.7138 |
0.7138 |
0.7097 |
0.7125 |
| PP |
0.7112 |
0.7112 |
0.7112 |
0.7106 |
| S1 |
0.7064 |
0.7064 |
0.7083 |
0.7052 |
| S2 |
0.7039 |
0.7039 |
0.7077 |
|
| S3 |
0.6965 |
0.6991 |
0.7070 |
|
| S4 |
0.6892 |
0.6917 |
0.7050 |
|
|
| Weekly Pivots for week ending 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7383 |
0.7325 |
0.7139 |
|
| R3 |
0.7294 |
0.7236 |
0.7114 |
|
| R2 |
0.7206 |
0.7206 |
0.7106 |
|
| R1 |
0.7148 |
0.7148 |
0.7098 |
0.7133 |
| PP |
0.7117 |
0.7117 |
0.7117 |
0.7110 |
| S1 |
0.7059 |
0.7059 |
0.7082 |
0.7044 |
| S2 |
0.7029 |
0.7029 |
0.7074 |
|
| S3 |
0.6940 |
0.6971 |
0.7066 |
|
| S4 |
0.6852 |
0.6882 |
0.7041 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7175 |
0.7087 |
0.0089 |
1.2% |
0.0041 |
0.6% |
4% |
False |
True |
12,852 |
| 10 |
0.7210 |
0.7083 |
0.0127 |
1.8% |
0.0044 |
0.6% |
6% |
False |
False |
8,433 |
| 20 |
0.7245 |
0.7083 |
0.0163 |
2.3% |
0.0038 |
0.5% |
5% |
False |
False |
5,333 |
| 40 |
0.7317 |
0.7083 |
0.0234 |
3.3% |
0.0033 |
0.5% |
3% |
False |
False |
3,047 |
| 60 |
0.7479 |
0.7083 |
0.0397 |
5.6% |
0.0033 |
0.5% |
2% |
False |
False |
2,168 |
| 80 |
0.7479 |
0.7083 |
0.0397 |
5.6% |
0.0029 |
0.4% |
2% |
False |
False |
1,639 |
| 100 |
0.7479 |
0.7083 |
0.0397 |
5.6% |
0.0026 |
0.4% |
2% |
False |
False |
1,321 |
| 120 |
0.7479 |
0.7083 |
0.0397 |
5.6% |
0.0023 |
0.3% |
2% |
False |
False |
1,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7472 |
|
2.618 |
0.7352 |
|
1.618 |
0.7279 |
|
1.000 |
0.7234 |
|
0.618 |
0.7205 |
|
HIGH |
0.7160 |
|
0.618 |
0.7132 |
|
0.500 |
0.7123 |
|
0.382 |
0.7115 |
|
LOW |
0.7087 |
|
0.618 |
0.7041 |
|
1.000 |
0.7013 |
|
1.618 |
0.6968 |
|
2.618 |
0.6894 |
|
4.250 |
0.6774 |
|
|
| Fisher Pivots for day following 06-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7123 |
0.7126 |
| PP |
0.7112 |
0.7114 |
| S1 |
0.7101 |
0.7102 |
|