CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 02-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2014 |
02-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8748 |
0.8829 |
0.0081 |
0.9% |
0.8893 |
| High |
0.8836 |
0.8832 |
-0.0004 |
0.0% |
0.8904 |
| Low |
0.8723 |
0.8751 |
0.0028 |
0.3% |
0.8734 |
| Close |
0.8833 |
0.8764 |
-0.0069 |
-0.8% |
0.8740 |
| Range |
0.0113 |
0.0081 |
-0.0032 |
-28.3% |
0.0170 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
0.3% |
0.0000 |
| Volume |
82,770 |
66,994 |
-15,776 |
-19.1% |
254,738 |
|
| Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9025 |
0.8976 |
0.8809 |
|
| R3 |
0.8944 |
0.8895 |
0.8786 |
|
| R2 |
0.8863 |
0.8863 |
0.8779 |
|
| R1 |
0.8814 |
0.8814 |
0.8771 |
0.8798 |
| PP |
0.8782 |
0.8782 |
0.8782 |
0.8775 |
| S1 |
0.8733 |
0.8733 |
0.8757 |
0.8717 |
| S2 |
0.8701 |
0.8701 |
0.8749 |
|
| S3 |
0.8620 |
0.8652 |
0.8742 |
|
| S4 |
0.8539 |
0.8571 |
0.8719 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9303 |
0.9191 |
0.8834 |
|
| R3 |
0.9133 |
0.9021 |
0.8787 |
|
| R2 |
0.8963 |
0.8963 |
0.8771 |
|
| R1 |
0.8851 |
0.8851 |
0.8756 |
0.8822 |
| PP |
0.8793 |
0.8793 |
0.8793 |
0.8778 |
| S1 |
0.8681 |
0.8681 |
0.8724 |
0.8652 |
| S2 |
0.8623 |
0.8623 |
0.8709 |
|
| S3 |
0.8453 |
0.8511 |
0.8693 |
|
| S4 |
0.8283 |
0.8341 |
0.8647 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8903 |
0.8723 |
0.0180 |
2.1% |
0.0096 |
1.1% |
23% |
False |
False |
71,358 |
| 10 |
0.8931 |
0.8723 |
0.0208 |
2.4% |
0.0081 |
0.9% |
20% |
False |
False |
63,946 |
| 20 |
0.8931 |
0.8712 |
0.0219 |
2.5% |
0.0076 |
0.9% |
24% |
False |
False |
62,809 |
| 40 |
0.9009 |
0.8712 |
0.0297 |
3.4% |
0.0074 |
0.8% |
18% |
False |
False |
64,729 |
| 60 |
0.9167 |
0.8712 |
0.0455 |
5.2% |
0.0073 |
0.8% |
11% |
False |
False |
64,444 |
| 80 |
0.9226 |
0.8712 |
0.0514 |
5.9% |
0.0067 |
0.8% |
10% |
False |
False |
48,869 |
| 100 |
0.9304 |
0.8712 |
0.0592 |
6.8% |
0.0061 |
0.7% |
9% |
False |
False |
39,162 |
| 120 |
0.9377 |
0.8712 |
0.0665 |
7.6% |
0.0057 |
0.7% |
8% |
False |
False |
32,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9176 |
|
2.618 |
0.9044 |
|
1.618 |
0.8963 |
|
1.000 |
0.8913 |
|
0.618 |
0.8882 |
|
HIGH |
0.8832 |
|
0.618 |
0.8801 |
|
0.500 |
0.8792 |
|
0.382 |
0.8782 |
|
LOW |
0.8751 |
|
0.618 |
0.8701 |
|
1.000 |
0.8670 |
|
1.618 |
0.8620 |
|
2.618 |
0.8539 |
|
4.250 |
0.8407 |
|
|
| Fisher Pivots for day following 02-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8792 |
0.8810 |
| PP |
0.8782 |
0.8795 |
| S1 |
0.8773 |
0.8779 |
|