CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 07-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2025 |
07-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
0.6941 |
0.6996 |
0.0056 |
0.8% |
0.6959 |
| High |
0.7021 |
0.7012 |
-0.0009 |
-0.1% |
0.6994 |
| Low |
0.6939 |
0.6977 |
0.0038 |
0.5% |
0.6932 |
| Close |
0.6993 |
0.6988 |
-0.0005 |
-0.1% |
0.6940 |
| Range |
0.0083 |
0.0036 |
-0.0047 |
-57.0% |
0.0062 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
170,716 |
107,640 |
-63,076 |
-36.9% |
306,589 |
|
| Daily Pivots for day following 07-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7099 |
0.7079 |
0.7008 |
|
| R3 |
0.7063 |
0.7043 |
0.6998 |
|
| R2 |
0.7028 |
0.7028 |
0.6995 |
|
| R1 |
0.7008 |
0.7008 |
0.6991 |
0.7000 |
| PP |
0.6992 |
0.6992 |
0.6992 |
0.6988 |
| S1 |
0.6972 |
0.6972 |
0.6985 |
0.6965 |
| S2 |
0.6957 |
0.6957 |
0.6981 |
|
| S3 |
0.6921 |
0.6937 |
0.6978 |
|
| S4 |
0.6886 |
0.6901 |
0.6968 |
|
|
| 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% |
0.0045 |
0.6% |
63% |
False |
False |
100,447 |
| 10 |
0.7021 |
0.6932 |
0.0089 |
1.3% |
0.0041 |
0.6% |
63% |
False |
False |
76,521 |
| 20 |
0.7123 |
0.6932 |
0.0191 |
2.7% |
0.0042 |
0.6% |
29% |
False |
False |
91,677 |
| 40 |
0.7245 |
0.6932 |
0.0313 |
4.5% |
0.0040 |
0.6% |
18% |
False |
False |
48,505 |
| 60 |
0.7317 |
0.6932 |
0.0385 |
5.5% |
0.0036 |
0.5% |
15% |
False |
False |
32,591 |
| 80 |
0.7479 |
0.6932 |
0.0547 |
7.8% |
0.0035 |
0.5% |
10% |
False |
False |
24,545 |
| 100 |
0.7479 |
0.6932 |
0.0547 |
7.8% |
0.0031 |
0.4% |
10% |
False |
False |
19,647 |
| 120 |
0.7479 |
0.6932 |
0.0547 |
7.8% |
0.0029 |
0.4% |
10% |
False |
False |
16,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7163 |
|
2.618 |
0.7105 |
|
1.618 |
0.7069 |
|
1.000 |
0.7048 |
|
0.618 |
0.7034 |
|
HIGH |
0.7012 |
|
0.618 |
0.6998 |
|
0.500 |
0.6994 |
|
0.382 |
0.6990 |
|
LOW |
0.6977 |
|
0.618 |
0.6955 |
|
1.000 |
0.6941 |
|
1.618 |
0.6919 |
|
2.618 |
0.6884 |
|
4.250 |
0.6826 |
|
|
| Fisher Pivots for day following 07-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
0.6994 |
0.6984 |
| PP |
0.6992 |
0.6980 |
| S1 |
0.6990 |
0.6977 |
|