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% |
306,589 |
|
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 |
95,461 |
10 |
0.7021 |
0.6932 |
0.0089 |
1.3% |
0.0042 |
0.6% |
69% |
True |
False |
75,790 |
20 |
0.7160 |
0.6932 |
0.0228 |
3.3% |
0.0044 |
0.6% |
27% |
False |
False |
88,018 |
40 |
0.7257 |
0.6932 |
0.0325 |
4.6% |
0.0041 |
0.6% |
19% |
False |
False |
45,840 |
60 |
0.7330 |
0.6932 |
0.0398 |
5.7% |
0.0036 |
0.5% |
15% |
False |
False |
30,818 |
80 |
0.7479 |
0.6932 |
0.0547 |
7.8% |
0.0035 |
0.5% |
11% |
False |
False |
23,201 |
100 |
0.7479 |
0.6932 |
0.0547 |
7.8% |
0.0031 |
0.4% |
11% |
False |
False |
18,571 |
120 |
0.7479 |
0.6932 |
0.0547 |
7.8% |
0.0029 |
0.4% |
11% |
False |
False |
15,484 |
|
|
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 |
|