CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 06-Feb-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2025 |
06-Feb-2025 |
Change |
Change % |
Previous Week |
| Open |
0.6993 |
0.7000 |
0.0007 |
0.1% |
0.6973 |
| High |
0.7021 |
0.7004 |
-0.0017 |
-0.2% |
0.6991 |
| Low |
0.6983 |
0.6973 |
-0.0011 |
-0.2% |
0.6864 |
| Close |
0.6998 |
0.6996 |
-0.0002 |
0.0% |
0.6905 |
| Range |
0.0038 |
0.0032 |
-0.0007 |
-17.1% |
0.0127 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
113,433 |
70,006 |
-43,427 |
-38.3% |
741,090 |
|
| Daily Pivots for day following 06-Feb-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7085 |
0.7072 |
0.7013 |
|
| R3 |
0.7054 |
0.7041 |
0.7005 |
|
| R2 |
0.7022 |
0.7022 |
0.7002 |
|
| R1 |
0.7009 |
0.7009 |
0.6999 |
0.7000 |
| PP |
0.6991 |
0.6991 |
0.6991 |
0.6986 |
| S1 |
0.6978 |
0.6978 |
0.6993 |
0.6969 |
| S2 |
0.6959 |
0.6959 |
0.6990 |
|
| S3 |
0.6928 |
0.6946 |
0.6987 |
|
| S4 |
0.6896 |
0.6915 |
0.6979 |
|
|
| 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% |
0.0090 |
1.3% |
90% |
False |
False |
200,829 |
| 10 |
0.7021 |
0.6772 |
0.0249 |
3.6% |
0.0068 |
1.0% |
90% |
False |
False |
152,627 |
| 20 |
0.7028 |
0.6772 |
0.0256 |
3.7% |
0.0056 |
0.8% |
88% |
False |
False |
129,999 |
| 40 |
0.7110 |
0.6772 |
0.0338 |
4.8% |
0.0049 |
0.7% |
66% |
False |
False |
111,387 |
| 60 |
0.7222 |
0.6772 |
0.0450 |
6.4% |
0.0046 |
0.7% |
50% |
False |
False |
77,143 |
| 80 |
0.7309 |
0.6772 |
0.0537 |
7.7% |
0.0041 |
0.6% |
42% |
False |
False |
58,046 |
| 100 |
0.7479 |
0.6772 |
0.0707 |
10.1% |
0.0039 |
0.6% |
32% |
False |
False |
46,534 |
| 120 |
0.7479 |
0.6772 |
0.0707 |
10.1% |
0.0036 |
0.5% |
32% |
False |
False |
38,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7138 |
|
2.618 |
0.7086 |
|
1.618 |
0.7055 |
|
1.000 |
0.7036 |
|
0.618 |
0.7023 |
|
HIGH |
0.7004 |
|
0.618 |
0.6992 |
|
0.500 |
0.6988 |
|
0.382 |
0.6985 |
|
LOW |
0.6973 |
|
0.618 |
0.6953 |
|
1.000 |
0.6941 |
|
1.618 |
0.6922 |
|
2.618 |
0.6890 |
|
4.250 |
0.6839 |
|
|
| Fisher Pivots for day following 06-Feb-2025 |
| Pivot |
1 day |
3 day |
| R1 |
0.6993 |
0.6985 |
| PP |
0.6991 |
0.6975 |
| S1 |
0.6988 |
0.6964 |
|