CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 04-Feb-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2025 |
04-Feb-2025 |
Change |
Change % |
Previous Week |
| Open |
0.6810 |
0.6953 |
0.0144 |
2.1% |
0.6973 |
| High |
0.6963 |
0.7005 |
0.0043 |
0.6% |
0.6991 |
| Low |
0.6772 |
0.6907 |
0.0135 |
2.0% |
0.6864 |
| Close |
0.6874 |
0.7004 |
0.0130 |
1.9% |
0.6905 |
| Range |
0.0191 |
0.0098 |
-0.0093 |
-48.6% |
0.0127 |
| ATR |
0.0059 |
0.0064 |
0.0005 |
8.7% |
0.0000 |
| Volume |
346,129 |
181,940 |
-164,189 |
-47.4% |
741,090 |
|
| Daily Pivots for day following 04-Feb-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7266 |
0.7233 |
0.7057 |
|
| R3 |
0.7168 |
0.7135 |
0.7030 |
|
| R2 |
0.7070 |
0.7070 |
0.7021 |
|
| R1 |
0.7037 |
0.7037 |
0.7012 |
0.7053 |
| PP |
0.6972 |
0.6972 |
0.6972 |
0.6980 |
| S1 |
0.6939 |
0.6939 |
0.6995 |
0.6955 |
| S2 |
0.6874 |
0.6874 |
0.6986 |
|
| S3 |
0.6776 |
0.6841 |
0.6977 |
|
| S4 |
0.6678 |
0.6743 |
0.6950 |
|
|
| Weekly Pivots for week ending 31-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7299 |
0.7228 |
0.6974 |
|
| R3 |
0.7173 |
0.7102 |
0.6939 |
|
| R2 |
0.7046 |
0.7046 |
0.6928 |
|
| R1 |
0.6975 |
0.6975 |
0.6916 |
0.6948 |
| PP |
0.6920 |
0.6920 |
0.6920 |
0.6906 |
| S1 |
0.6849 |
0.6849 |
0.6893 |
0.6821 |
| S2 |
0.6793 |
0.6793 |
0.6881 |
|
| S3 |
0.6667 |
0.6722 |
0.6870 |
|
| S4 |
0.6540 |
0.6596 |
0.6835 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7005 |
0.6772 |
0.0233 |
3.3% |
0.0103 |
1.5% |
99% |
True |
False |
219,545 |
| 10 |
0.7008 |
0.6772 |
0.0236 |
3.4% |
0.0069 |
1.0% |
98% |
False |
False |
151,268 |
| 20 |
0.7028 |
0.6772 |
0.0256 |
3.6% |
0.0056 |
0.8% |
91% |
False |
False |
130,702 |
| 40 |
0.7160 |
0.6772 |
0.0388 |
5.5% |
0.0050 |
0.7% |
60% |
False |
False |
109,359 |
| 60 |
0.7257 |
0.6772 |
0.0485 |
6.9% |
0.0046 |
0.7% |
48% |
False |
False |
74,127 |
| 80 |
0.7330 |
0.6772 |
0.0558 |
8.0% |
0.0041 |
0.6% |
41% |
False |
False |
55,788 |
| 100 |
0.7479 |
0.6772 |
0.0707 |
10.1% |
0.0039 |
0.6% |
33% |
False |
False |
44,701 |
| 120 |
0.7479 |
0.6772 |
0.0707 |
10.1% |
0.0035 |
0.5% |
33% |
False |
False |
37,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7422 |
|
2.618 |
0.7262 |
|
1.618 |
0.7164 |
|
1.000 |
0.7103 |
|
0.618 |
0.7066 |
|
HIGH |
0.7005 |
|
0.618 |
0.6968 |
|
0.500 |
0.6956 |
|
0.382 |
0.6944 |
|
LOW |
0.6907 |
|
0.618 |
0.6846 |
|
1.000 |
0.6809 |
|
1.618 |
0.6748 |
|
2.618 |
0.6650 |
|
4.250 |
0.6491 |
|
|
| Fisher Pivots for day following 04-Feb-2025 |
| Pivot |
1 day |
3 day |
| R1 |
0.6988 |
0.6965 |
| PP |
0.6972 |
0.6927 |
| S1 |
0.6956 |
0.6889 |
|