CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 15-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2025 |
15-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
0.6977 |
0.6985 |
0.0009 |
0.1% |
0.6941 |
| High |
0.6988 |
0.7008 |
0.0020 |
0.3% |
0.7021 |
| Low |
0.6956 |
0.6977 |
0.0021 |
0.3% |
0.6939 |
| Close |
0.6978 |
0.6996 |
0.0018 |
0.3% |
0.6948 |
| Range |
0.0033 |
0.0032 |
-0.0001 |
-3.1% |
0.0083 |
| ATR |
0.0039 |
0.0038 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
82,626 |
97,484 |
14,858 |
18.0% |
502,507 |
|
| Daily Pivots for day following 15-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7088 |
0.7073 |
0.7013 |
|
| R3 |
0.7056 |
0.7042 |
0.7004 |
|
| R2 |
0.7025 |
0.7025 |
0.7001 |
|
| R1 |
0.7010 |
0.7010 |
0.6998 |
0.7018 |
| PP |
0.6993 |
0.6993 |
0.6993 |
0.6997 |
| S1 |
0.6979 |
0.6979 |
0.6993 |
0.6986 |
| S2 |
0.6962 |
0.6962 |
0.6990 |
|
| S3 |
0.6930 |
0.6947 |
0.6987 |
|
| S4 |
0.6899 |
0.6916 |
0.6978 |
|
|
| Weekly Pivots for week ending 10-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7217 |
0.7165 |
0.6993 |
|
| R3 |
0.7134 |
0.7082 |
0.6971 |
|
| R2 |
0.7052 |
0.7052 |
0.6963 |
|
| R1 |
0.7000 |
0.7000 |
0.6956 |
0.7026 |
| PP |
0.6969 |
0.6969 |
0.6969 |
0.6982 |
| S1 |
0.6917 |
0.6917 |
0.6940 |
0.6943 |
| S2 |
0.6887 |
0.6887 |
0.6933 |
|
| S3 |
0.6804 |
0.6835 |
0.6925 |
|
| S4 |
0.6722 |
0.6752 |
0.6903 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7008 |
0.6939 |
0.0070 |
1.0% |
0.0030 |
0.4% |
82% |
True |
False |
78,083 |
| 10 |
0.7021 |
0.6932 |
0.0089 |
1.3% |
0.0038 |
0.5% |
71% |
False |
False |
90,469 |
| 20 |
0.7051 |
0.6932 |
0.0119 |
1.7% |
0.0041 |
0.6% |
53% |
False |
False |
82,528 |
| 40 |
0.7210 |
0.6932 |
0.0278 |
4.0% |
0.0040 |
0.6% |
23% |
False |
False |
60,233 |
| 60 |
0.7281 |
0.6932 |
0.0349 |
5.0% |
0.0037 |
0.5% |
18% |
False |
False |
40,513 |
| 80 |
0.7479 |
0.6932 |
0.0547 |
7.8% |
0.0035 |
0.5% |
12% |
False |
False |
30,529 |
| 100 |
0.7479 |
0.6932 |
0.0547 |
7.8% |
0.0032 |
0.5% |
12% |
False |
False |
24,445 |
| 120 |
0.7479 |
0.6932 |
0.0547 |
7.8% |
0.0030 |
0.4% |
12% |
False |
False |
20,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7142 |
|
2.618 |
0.7090 |
|
1.618 |
0.7059 |
|
1.000 |
0.7040 |
|
0.618 |
0.7027 |
|
HIGH |
0.7008 |
|
0.618 |
0.6996 |
|
0.500 |
0.6992 |
|
0.382 |
0.6989 |
|
LOW |
0.6977 |
|
0.618 |
0.6957 |
|
1.000 |
0.6945 |
|
1.618 |
0.6926 |
|
2.618 |
0.6894 |
|
4.250 |
0.6843 |
|
|
| Fisher Pivots for day following 15-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
0.6994 |
0.6988 |
| PP |
0.6993 |
0.6981 |
| S1 |
0.6992 |
0.6973 |
|