CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 27-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2025 |
27-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
0.6969 |
0.6973 |
0.0005 |
0.1% |
0.6922 |
| High |
0.7000 |
0.6991 |
-0.0009 |
-0.1% |
0.7028 |
| Low |
0.6967 |
0.6958 |
-0.0009 |
-0.1% |
0.6903 |
| Close |
0.6987 |
0.6970 |
-0.0017 |
-0.2% |
0.6987 |
| Range |
0.0033 |
0.0033 |
0.0000 |
0.0% |
0.0125 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
73,678 |
81,305 |
7,627 |
10.4% |
541,789 |
|
| Daily Pivots for day following 27-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7072 |
0.7054 |
0.6988 |
|
| R3 |
0.7039 |
0.7021 |
0.6979 |
|
| R2 |
0.7006 |
0.7006 |
0.6976 |
|
| R1 |
0.6988 |
0.6988 |
0.6973 |
0.6980 |
| PP |
0.6973 |
0.6973 |
0.6973 |
0.6969 |
| S1 |
0.6955 |
0.6955 |
0.6966 |
0.6947 |
| S2 |
0.6940 |
0.6940 |
0.6963 |
|
| S3 |
0.6907 |
0.6922 |
0.6960 |
|
| S4 |
0.6874 |
0.6889 |
0.6951 |
|
|
| Weekly Pivots for week ending 24-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7346 |
0.7291 |
0.7055 |
|
| R3 |
0.7221 |
0.7166 |
0.7021 |
|
| R2 |
0.7097 |
0.7097 |
0.7009 |
|
| R1 |
0.7042 |
0.7042 |
0.6998 |
0.7069 |
| PP |
0.6972 |
0.6972 |
0.6972 |
0.6986 |
| S1 |
0.6917 |
0.6917 |
0.6975 |
0.6945 |
| S2 |
0.6848 |
0.6848 |
0.6964 |
|
| S3 |
0.6723 |
0.6793 |
0.6952 |
|
| S4 |
0.6599 |
0.6668 |
0.6918 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7028 |
0.6903 |
0.0125 |
1.8% |
0.0055 |
0.8% |
53% |
False |
False |
124,618 |
| 10 |
0.7028 |
0.6903 |
0.0125 |
1.8% |
0.0046 |
0.7% |
53% |
False |
False |
109,440 |
| 20 |
0.7028 |
0.6903 |
0.0125 |
1.8% |
0.0043 |
0.6% |
53% |
False |
False |
98,029 |
| 40 |
0.7180 |
0.6903 |
0.0277 |
4.0% |
0.0041 |
0.6% |
24% |
False |
False |
80,549 |
| 60 |
0.7265 |
0.6903 |
0.0362 |
5.2% |
0.0040 |
0.6% |
18% |
False |
False |
54,409 |
| 80 |
0.7451 |
0.6903 |
0.0548 |
7.9% |
0.0037 |
0.5% |
12% |
False |
False |
40,984 |
| 100 |
0.7479 |
0.6903 |
0.0576 |
8.3% |
0.0035 |
0.5% |
12% |
False |
False |
32,824 |
| 120 |
0.7479 |
0.6903 |
0.0576 |
8.3% |
0.0031 |
0.4% |
12% |
False |
False |
27,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7131 |
|
2.618 |
0.7077 |
|
1.618 |
0.7044 |
|
1.000 |
0.7024 |
|
0.618 |
0.7011 |
|
HIGH |
0.6991 |
|
0.618 |
0.6978 |
|
0.500 |
0.6974 |
|
0.382 |
0.6970 |
|
LOW |
0.6958 |
|
0.618 |
0.6937 |
|
1.000 |
0.6925 |
|
1.618 |
0.6904 |
|
2.618 |
0.6871 |
|
4.250 |
0.6817 |
|
|
| Fisher Pivots for day following 27-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
0.6974 |
0.6976 |
| PP |
0.6973 |
0.6974 |
| S1 |
0.6971 |
0.6972 |
|