CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 24-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2025 |
24-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
0.6970 |
0.6969 |
-0.0002 |
0.0% |
0.6922 |
| High |
0.6991 |
0.7000 |
0.0009 |
0.1% |
0.7028 |
| Low |
0.6953 |
0.6967 |
0.0014 |
0.2% |
0.6903 |
| Close |
0.6978 |
0.6987 |
0.0009 |
0.1% |
0.6987 |
| Range |
0.0038 |
0.0033 |
-0.0005 |
-13.2% |
0.0125 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
97,453 |
73,678 |
-23,775 |
-24.4% |
541,789 |
|
| Daily Pivots for day following 24-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7083 |
0.7068 |
0.7005 |
|
| R3 |
0.7050 |
0.7035 |
0.6996 |
|
| R2 |
0.7017 |
0.7017 |
0.6993 |
|
| R1 |
0.7002 |
0.7002 |
0.6990 |
0.7010 |
| PP |
0.6984 |
0.6984 |
0.6984 |
0.6988 |
| S1 |
0.6969 |
0.6969 |
0.6983 |
0.6977 |
| S2 |
0.6951 |
0.6951 |
0.6980 |
|
| S3 |
0.6918 |
0.6936 |
0.6977 |
|
| S4 |
0.6885 |
0.6903 |
0.6968 |
|
|
| 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% |
0.0058 |
0.8% |
67% |
False |
False |
131,306 |
| 10 |
0.7028 |
0.6903 |
0.0125 |
1.8% |
0.0046 |
0.7% |
67% |
False |
False |
110,517 |
| 20 |
0.7028 |
0.6903 |
0.0125 |
1.8% |
0.0043 |
0.6% |
67% |
False |
False |
95,065 |
| 40 |
0.7180 |
0.6903 |
0.0277 |
4.0% |
0.0043 |
0.6% |
30% |
False |
False |
78,692 |
| 60 |
0.7265 |
0.6903 |
0.0362 |
5.2% |
0.0040 |
0.6% |
23% |
False |
False |
53,074 |
| 80 |
0.7451 |
0.6903 |
0.0548 |
7.8% |
0.0037 |
0.5% |
15% |
False |
False |
39,971 |
| 100 |
0.7479 |
0.6903 |
0.0576 |
8.2% |
0.0035 |
0.5% |
14% |
False |
False |
32,011 |
| 120 |
0.7479 |
0.6903 |
0.0576 |
8.2% |
0.0031 |
0.4% |
14% |
False |
False |
26,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7140 |
|
2.618 |
0.7086 |
|
1.618 |
0.7053 |
|
1.000 |
0.7033 |
|
0.618 |
0.7020 |
|
HIGH |
0.7000 |
|
0.618 |
0.6987 |
|
0.500 |
0.6983 |
|
0.382 |
0.6979 |
|
LOW |
0.6967 |
|
0.618 |
0.6946 |
|
1.000 |
0.6934 |
|
1.618 |
0.6913 |
|
2.618 |
0.6880 |
|
4.250 |
0.6826 |
|
|
| Fisher Pivots for day following 24-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
0.6985 |
0.6985 |
| PP |
0.6984 |
0.6983 |
| S1 |
0.6983 |
0.6981 |
|