CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 11-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2024 |
11-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7080 |
0.7083 |
0.0003 |
0.0% |
0.7175 |
| High |
0.7092 |
0.7110 |
0.0018 |
0.3% |
0.7175 |
| Low |
0.7072 |
0.7052 |
-0.0021 |
-0.3% |
0.7087 |
| Close |
0.7088 |
0.7089 |
0.0001 |
0.0% |
0.7090 |
| Range |
0.0020 |
0.0058 |
0.0039 |
197.4% |
0.0089 |
| ATR |
0.0038 |
0.0039 |
0.0001 |
3.9% |
0.0000 |
| Volume |
108,282 |
142,188 |
33,906 |
31.3% |
64,261 |
|
| Daily Pivots for day following 11-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7257 |
0.7231 |
0.7120 |
|
| R3 |
0.7199 |
0.7173 |
0.7104 |
|
| R2 |
0.7141 |
0.7141 |
0.7099 |
|
| R1 |
0.7115 |
0.7115 |
0.7094 |
0.7128 |
| PP |
0.7083 |
0.7083 |
0.7083 |
0.7090 |
| S1 |
0.7057 |
0.7057 |
0.7083 |
0.7070 |
| S2 |
0.7025 |
0.7025 |
0.7078 |
|
| S3 |
0.6967 |
0.6999 |
0.7073 |
|
| S4 |
0.6909 |
0.6941 |
0.7057 |
|
|
| 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 |
0.7165 |
0.7052 |
0.0113 |
1.6% |
0.0046 |
0.6% |
33% |
False |
True |
71,376 |
| 10 |
0.7180 |
0.7052 |
0.0129 |
1.8% |
0.0039 |
0.5% |
29% |
False |
True |
38,825 |
| 20 |
0.7210 |
0.7052 |
0.0158 |
2.2% |
0.0040 |
0.6% |
23% |
False |
True |
21,091 |
| 40 |
0.7309 |
0.7052 |
0.0257 |
3.6% |
0.0034 |
0.5% |
14% |
False |
True |
10,920 |
| 60 |
0.7479 |
0.7052 |
0.0428 |
6.0% |
0.0034 |
0.5% |
9% |
False |
True |
7,469 |
| 80 |
0.7479 |
0.7052 |
0.0428 |
6.0% |
0.0029 |
0.4% |
9% |
False |
True |
5,618 |
| 100 |
0.7479 |
0.7052 |
0.0428 |
6.0% |
0.0027 |
0.4% |
9% |
False |
True |
4,504 |
| 120 |
0.7479 |
0.7052 |
0.0428 |
6.0% |
0.0024 |
0.3% |
9% |
False |
True |
3,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7356 |
|
2.618 |
0.7261 |
|
1.618 |
0.7203 |
|
1.000 |
0.7168 |
|
0.618 |
0.7145 |
|
HIGH |
0.7110 |
|
0.618 |
0.7087 |
|
0.500 |
0.7081 |
|
0.382 |
0.7074 |
|
LOW |
0.7052 |
|
0.618 |
0.7016 |
|
1.000 |
0.6994 |
|
1.618 |
0.6958 |
|
2.618 |
0.6900 |
|
4.250 |
0.6805 |
|
|
| Fisher Pivots for day following 11-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7086 |
0.7088 |
| PP |
0.7083 |
0.7088 |
| S1 |
0.7081 |
0.7087 |
|