Theoretical studies on spin-dependent transport in magnetic tunneling diodes with giant Zeeman splitting of the valence band are carried out. The studied structure consists of two nonmagnetic layers CdMgTe separated by a diluted magnetic semiconductor barrier CdMnTe, the hole is surrounded by two p-doped CdTe layers. Based on the parabolic valence band effective mass approximation and the transfer matrix method, the magnetization and the current densities for holes with spin-up and spin-down are studied in terms of the Mn concentration, the well and barrier thicknesses as well as the voltage. It is found that, the current densities depend strongly on these parameters and by choosing suitable values; this structure can be a good spin filter. Such behaviors are originated from the enhancement and suppression in the spin-dependent resonant states.