CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 06-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2025 |
06-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
0.6961 |
0.6941 |
-0.0020 |
-0.3% |
0.6959 |
| High |
0.6971 |
0.7021 |
0.0050 |
0.7% |
0.6994 |
| Low |
0.6932 |
0.6939 |
0.0007 |
0.1% |
0.6932 |
| Close |
0.6940 |
0.6993 |
0.0054 |
0.8% |
0.6940 |
| Range |
0.0039 |
0.0083 |
0.0044 |
111.5% |
0.0062 |
| ATR |
0.0040 |
0.0043 |
0.0003 |
7.7% |
0.0000 |
| Volume |
65,410 |
170,716 |
105,306 |
161.0% |
306,536 |
|
| Daily Pivots for day following 06-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7232 |
0.7195 |
0.7038 |
|
| R3 |
0.7149 |
0.7112 |
0.7016 |
|
| R2 |
0.7067 |
0.7067 |
0.7008 |
|
| R1 |
0.7030 |
0.7030 |
0.7001 |
0.7048 |
| PP |
0.6984 |
0.6984 |
0.6984 |
0.6993 |
| S1 |
0.6947 |
0.6947 |
0.6985 |
0.6966 |
| S2 |
0.6902 |
0.6902 |
0.6978 |
|
| S3 |
0.6819 |
0.6865 |
0.6970 |
|
| S4 |
0.6737 |
0.6782 |
0.6948 |
|
|
| Weekly Pivots for week ending 03-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7141 |
0.7102 |
0.6974 |
|
| R3 |
0.7079 |
0.7040 |
0.6957 |
|
| R2 |
0.7017 |
0.7017 |
0.6951 |
|
| R1 |
0.6978 |
0.6978 |
0.6945 |
0.6967 |
| PP |
0.6955 |
0.6955 |
0.6955 |
0.6949 |
| S1 |
0.6916 |
0.6916 |
0.6934 |
0.6905 |
| S2 |
0.6893 |
0.6893 |
0.6928 |
|
| S3 |
0.6831 |
0.6854 |
0.6922 |
|
| S4 |
0.6769 |
0.6792 |
0.6905 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7021 |
0.6932 |
0.0089 |
1.3% |
0.0047 |
0.7% |
69% |
True |
False |
95,450 |
| 10 |
0.7021 |
0.6932 |
0.0089 |
1.3% |
0.0042 |
0.6% |
69% |
True |
False |
75,785 |
| 20 |
0.7160 |
0.6932 |
0.0228 |
3.3% |
0.0044 |
0.6% |
27% |
False |
False |
88,015 |
| 40 |
0.7257 |
0.6932 |
0.0325 |
4.6% |
0.0041 |
0.6% |
19% |
False |
False |
45,839 |
| 60 |
0.7330 |
0.6932 |
0.0398 |
5.7% |
0.0036 |
0.5% |
15% |
False |
False |
30,817 |
| 80 |
0.7479 |
0.6932 |
0.0547 |
7.8% |
0.0035 |
0.5% |
11% |
False |
False |
23,200 |
| 100 |
0.7479 |
0.6932 |
0.0547 |
7.8% |
0.0031 |
0.4% |
11% |
False |
False |
18,570 |
| 120 |
0.7479 |
0.6932 |
0.0547 |
7.8% |
0.0029 |
0.4% |
11% |
False |
False |
15,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7372 |
|
2.618 |
0.7237 |
|
1.618 |
0.7154 |
|
1.000 |
0.7104 |
|
0.618 |
0.7072 |
|
HIGH |
0.7021 |
|
0.618 |
0.6989 |
|
0.500 |
0.6980 |
|
0.382 |
0.6970 |
|
LOW |
0.6939 |
|
0.618 |
0.6888 |
|
1.000 |
0.6856 |
|
1.618 |
0.6805 |
|
2.618 |
0.6723 |
|
4.250 |
0.6588 |
|
|
| Fisher Pivots for day following 06-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
0.6989 |
0.6988 |
| PP |
0.6984 |
0.6982 |
| S1 |
0.6980 |
0.6977 |
|