CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 30-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2024 |
30-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6962 |
0.6959 |
-0.0004 |
-0.1% |
0.6979 |
| High |
0.6978 |
0.6992 |
0.0014 |
0.2% |
0.6992 |
| Low |
0.6942 |
0.6949 |
0.0008 |
0.1% |
0.6942 |
| Close |
0.6960 |
0.6985 |
0.0026 |
0.4% |
0.6960 |
| Range |
0.0036 |
0.0043 |
0.0007 |
18.1% |
0.0050 |
| ATR |
0.0040 |
0.0040 |
0.0000 |
0.4% |
0.0000 |
| Volume |
57,133 |
82,706 |
25,573 |
44.8% |
180,266 |
|
| Daily Pivots for day following 30-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7103 |
0.7086 |
0.7008 |
|
| R3 |
0.7060 |
0.7044 |
0.6997 |
|
| R2 |
0.7018 |
0.7018 |
0.6993 |
|
| R1 |
0.7001 |
0.7001 |
0.6989 |
0.7010 |
| PP |
0.6975 |
0.6975 |
0.6975 |
0.6979 |
| S1 |
0.6959 |
0.6959 |
0.6981 |
0.6967 |
| S2 |
0.6933 |
0.6933 |
0.6977 |
|
| S3 |
0.6890 |
0.6916 |
0.6973 |
|
| S4 |
0.6848 |
0.6874 |
0.6962 |
|
|
| 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 |
0.6992 |
0.6942 |
0.0050 |
0.7% |
0.0036 |
0.5% |
87% |
True |
False |
52,594 |
| 10 |
0.7059 |
0.6935 |
0.0124 |
1.8% |
0.0043 |
0.6% |
40% |
False |
False |
75,307 |
| 20 |
0.7175 |
0.6935 |
0.0240 |
3.4% |
0.0041 |
0.6% |
21% |
False |
False |
69,778 |
| 40 |
0.7265 |
0.6935 |
0.0330 |
4.7% |
0.0040 |
0.6% |
15% |
False |
False |
36,049 |
| 60 |
0.7412 |
0.6935 |
0.0477 |
6.8% |
0.0035 |
0.5% |
10% |
False |
False |
24,287 |
| 80 |
0.7479 |
0.6935 |
0.0544 |
7.8% |
0.0033 |
0.5% |
9% |
False |
False |
18,270 |
| 100 |
0.7479 |
0.6935 |
0.0544 |
7.8% |
0.0029 |
0.4% |
9% |
False |
False |
14,625 |
| 120 |
0.7479 |
0.6935 |
0.0544 |
7.8% |
0.0028 |
0.4% |
9% |
False |
False |
12,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7172 |
|
2.618 |
0.7103 |
|
1.618 |
0.7060 |
|
1.000 |
0.7034 |
|
0.618 |
0.7018 |
|
HIGH |
0.6992 |
|
0.618 |
0.6975 |
|
0.500 |
0.6970 |
|
0.382 |
0.6965 |
|
LOW |
0.6949 |
|
0.618 |
0.6923 |
|
1.000 |
0.6907 |
|
1.618 |
0.6880 |
|
2.618 |
0.6838 |
|
4.250 |
0.6768 |
|
|
| Fisher Pivots for day following 30-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6980 |
0.6979 |
| PP |
0.6975 |
0.6973 |
| S1 |
0.6970 |
0.6967 |
|