CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 02-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2024 |
02-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
0.6987 |
0.6973 |
-0.0014 |
-0.2% |
0.6979 |
| High |
0.6994 |
0.6979 |
-0.0015 |
-0.2% |
0.6992 |
| Low |
0.6960 |
0.6944 |
-0.0016 |
-0.2% |
0.6942 |
| Close |
0.6973 |
0.6956 |
-0.0017 |
-0.2% |
0.6960 |
| Range |
0.0035 |
0.0036 |
0.0001 |
2.9% |
0.0050 |
| ATR |
0.0040 |
0.0040 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
77,762 |
80,658 |
2,896 |
3.7% |
180,266 |
|
| Daily Pivots for day following 02-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7066 |
0.7046 |
0.6975 |
|
| R3 |
0.7030 |
0.7011 |
0.6965 |
|
| R2 |
0.6995 |
0.6995 |
0.6962 |
|
| R1 |
0.6975 |
0.6975 |
0.6959 |
0.6967 |
| PP |
0.6959 |
0.6959 |
0.6959 |
0.6955 |
| S1 |
0.6940 |
0.6940 |
0.6952 |
0.6932 |
| S2 |
0.6924 |
0.6924 |
0.6949 |
|
| S3 |
0.6888 |
0.6904 |
0.6946 |
|
| S4 |
0.6853 |
0.6869 |
0.6936 |
|
|
| 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% |
0.0037 |
0.5% |
27% |
False |
False |
64,058 |
| 10 |
0.7015 |
0.6935 |
0.0080 |
1.1% |
0.0043 |
0.6% |
26% |
False |
False |
74,616 |
| 20 |
0.7165 |
0.6935 |
0.0230 |
3.3% |
0.0041 |
0.6% |
9% |
False |
False |
77,123 |
| 40 |
0.7265 |
0.6935 |
0.0330 |
4.7% |
0.0040 |
0.6% |
6% |
False |
False |
39,989 |
| 60 |
0.7376 |
0.6935 |
0.0441 |
6.3% |
0.0035 |
0.5% |
5% |
False |
False |
26,914 |
| 80 |
0.7479 |
0.6935 |
0.0544 |
7.8% |
0.0034 |
0.5% |
4% |
False |
False |
20,249 |
| 100 |
0.7479 |
0.6935 |
0.0544 |
7.8% |
0.0030 |
0.4% |
4% |
False |
False |
16,209 |
| 120 |
0.7479 |
0.6935 |
0.0544 |
7.8% |
0.0028 |
0.4% |
4% |
False |
False |
13,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7130 |
|
2.618 |
0.7072 |
|
1.618 |
0.7036 |
|
1.000 |
0.7015 |
|
0.618 |
0.7001 |
|
HIGH |
0.6979 |
|
0.618 |
0.6965 |
|
0.500 |
0.6961 |
|
0.382 |
0.6957 |
|
LOW |
0.6944 |
|
0.618 |
0.6922 |
|
1.000 |
0.6908 |
|
1.618 |
0.6886 |
|
2.618 |
0.6851 |
|
4.250 |
0.6793 |
|
|
| Fisher Pivots for day following 02-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
0.6961 |
0.6969 |
| PP |
0.6959 |
0.6964 |
| S1 |
0.6957 |
0.6960 |
|