CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 05-Feb-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2025 |
05-Feb-2025 |
Change |
Change % |
Previous Week |
| Open |
0.6953 |
0.6993 |
0.0040 |
0.6% |
0.6973 |
| High |
0.7005 |
0.7021 |
0.0016 |
0.2% |
0.6991 |
| Low |
0.6907 |
0.6983 |
0.0076 |
1.1% |
0.6864 |
| Close |
0.7004 |
0.6998 |
-0.0006 |
-0.1% |
0.6905 |
| Range |
0.0098 |
0.0038 |
-0.0060 |
-61.2% |
0.0127 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
181,940 |
113,433 |
-68,507 |
-37.7% |
741,090 |
|
| Daily Pivots for day following 05-Feb-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7115 |
0.7094 |
0.7018 |
|
| R3 |
0.7077 |
0.7056 |
0.7008 |
|
| R2 |
0.7039 |
0.7039 |
0.7004 |
|
| R1 |
0.7018 |
0.7018 |
0.7001 |
0.7028 |
| PP |
0.7001 |
0.7001 |
0.7001 |
0.7006 |
| S1 |
0.6980 |
0.6980 |
0.6994 |
0.6990 |
| S2 |
0.6963 |
0.6963 |
0.6991 |
|
| S3 |
0.6925 |
0.6942 |
0.6987 |
|
| S4 |
0.6887 |
0.6904 |
0.6977 |
|
|
| 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 |
0.7021 |
0.6772 |
0.0249 |
3.6% |
0.0103 |
1.5% |
91% |
True |
False |
216,172 |
| 10 |
0.7021 |
0.6772 |
0.0249 |
3.6% |
0.0069 |
1.0% |
91% |
True |
False |
155,372 |
| 20 |
0.7028 |
0.6772 |
0.0256 |
3.7% |
0.0056 |
0.8% |
88% |
False |
False |
130,992 |
| 40 |
0.7123 |
0.6772 |
0.0351 |
5.0% |
0.0049 |
0.7% |
64% |
False |
False |
111,333 |
| 60 |
0.7245 |
0.6772 |
0.0473 |
6.8% |
0.0046 |
0.7% |
48% |
False |
False |
76,000 |
| 80 |
0.7317 |
0.6772 |
0.0545 |
7.8% |
0.0041 |
0.6% |
41% |
False |
False |
57,190 |
| 100 |
0.7479 |
0.6772 |
0.0707 |
10.1% |
0.0039 |
0.6% |
32% |
False |
False |
45,834 |
| 120 |
0.7479 |
0.6772 |
0.0707 |
10.1% |
0.0035 |
0.5% |
32% |
False |
False |
38,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7183 |
|
2.618 |
0.7120 |
|
1.618 |
0.7082 |
|
1.000 |
0.7059 |
|
0.618 |
0.7044 |
|
HIGH |
0.7021 |
|
0.618 |
0.7006 |
|
0.500 |
0.7002 |
|
0.382 |
0.6998 |
|
LOW |
0.6983 |
|
0.618 |
0.6960 |
|
1.000 |
0.6945 |
|
1.618 |
0.6922 |
|
2.618 |
0.6884 |
|
4.250 |
0.6822 |
|
|
| Fisher Pivots for day following 05-Feb-2025 |
| Pivot |
1 day |
3 day |
| R1 |
0.7002 |
0.6964 |
| PP |
0.7001 |
0.6930 |
| S1 |
0.6999 |
0.6897 |
|