CME Canadian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 03-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2025 |
03-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
0.6973 |
0.6961 |
-0.0013 |
-0.2% |
0.6959 |
| High |
0.6979 |
0.6971 |
-0.0008 |
-0.1% |
0.6994 |
| Low |
0.6944 |
0.6932 |
-0.0012 |
-0.2% |
0.6932 |
| Close |
0.6956 |
0.6940 |
-0.0016 |
-0.2% |
0.6940 |
| Range |
0.0036 |
0.0039 |
0.0004 |
9.9% |
0.0062 |
| ATR |
0.0040 |
0.0040 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
80,658 |
65,246 |
-15,412 |
-19.1% |
306,425 |
|
| Daily Pivots for day following 03-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7065 |
0.7041 |
0.6961 |
|
| R3 |
0.7026 |
0.7002 |
0.6950 |
|
| R2 |
0.6987 |
0.6987 |
0.6947 |
|
| R1 |
0.6963 |
0.6963 |
0.6943 |
0.6955 |
| PP |
0.6948 |
0.6948 |
0.6948 |
0.6944 |
| S1 |
0.6924 |
0.6924 |
0.6936 |
0.6916 |
| S2 |
0.6909 |
0.6909 |
0.6932 |
|
| S3 |
0.6870 |
0.6885 |
0.6929 |
|
| S4 |
0.6831 |
0.6846 |
0.6918 |
|
|
| Weekly Pivots for week ending 03-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7141 |
0.7102 |
0.6974 |
|
| R3 |
0.7079 |
0.7040 |
0.6957 |
|
| R2 |
0.7017 |
0.7017 |
0.6951 |
|
| R1 |
0.6978 |
0.6978 |
0.6945 |
0.6967 |
| PP |
0.6955 |
0.6955 |
0.6955 |
0.6949 |
| S1 |
0.6916 |
0.6916 |
0.6934 |
0.6905 |
| S2 |
0.6893 |
0.6893 |
0.6928 |
|
| S3 |
0.6831 |
0.6854 |
0.6922 |
|
| S4 |
0.6769 |
0.6792 |
0.6905 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6994 |
0.6932 |
0.0062 |
0.9% |
0.0038 |
0.5% |
12% |
False |
True |
72,711 |
| 10 |
0.6999 |
0.6932 |
0.0067 |
1.0% |
0.0040 |
0.6% |
11% |
False |
True |
71,396 |
| 20 |
0.7165 |
0.6932 |
0.0233 |
3.4% |
0.0042 |
0.6% |
3% |
False |
True |
79,678 |
| 40 |
0.7263 |
0.6932 |
0.0331 |
4.8% |
0.0040 |
0.6% |
2% |
False |
True |
41,602 |
| 60 |
0.7361 |
0.6932 |
0.0429 |
6.2% |
0.0035 |
0.5% |
2% |
False |
True |
27,993 |
| 80 |
0.7479 |
0.6932 |
0.0547 |
7.9% |
0.0034 |
0.5% |
1% |
False |
True |
21,065 |
| 100 |
0.7479 |
0.6932 |
0.0547 |
7.9% |
0.0030 |
0.4% |
1% |
False |
True |
16,862 |
| 120 |
0.7479 |
0.6932 |
0.0547 |
7.9% |
0.0028 |
0.4% |
1% |
False |
True |
14,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7137 |
|
2.618 |
0.7073 |
|
1.618 |
0.7034 |
|
1.000 |
0.7010 |
|
0.618 |
0.6995 |
|
HIGH |
0.6971 |
|
0.618 |
0.6956 |
|
0.500 |
0.6952 |
|
0.382 |
0.6947 |
|
LOW |
0.6932 |
|
0.618 |
0.6908 |
|
1.000 |
0.6893 |
|
1.618 |
0.6869 |
|
2.618 |
0.6830 |
|
4.250 |
0.6766 |
|
|
| Fisher Pivots for day following 03-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
0.6952 |
0.6963 |
| PP |
0.6948 |
0.6955 |
| S1 |
0.6944 |
0.6947 |
|