CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 03-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2014 |
03-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8829 |
0.8765 |
-0.0064 |
-0.7% |
0.8893 |
| High |
0.8832 |
0.8811 |
-0.0021 |
-0.2% |
0.8904 |
| Low |
0.8751 |
0.8755 |
0.0004 |
0.0% |
0.8734 |
| Close |
0.8764 |
0.8796 |
0.0032 |
0.4% |
0.8740 |
| Range |
0.0081 |
0.0056 |
-0.0025 |
-30.9% |
0.0170 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
66,994 |
59,642 |
-7,352 |
-11.0% |
254,738 |
|
| Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8955 |
0.8932 |
0.8827 |
|
| R3 |
0.8899 |
0.8876 |
0.8811 |
|
| R2 |
0.8843 |
0.8843 |
0.8806 |
|
| R1 |
0.8820 |
0.8820 |
0.8801 |
0.8832 |
| PP |
0.8787 |
0.8787 |
0.8787 |
0.8793 |
| S1 |
0.8764 |
0.8764 |
0.8791 |
0.8776 |
| S2 |
0.8731 |
0.8731 |
0.8786 |
|
| S3 |
0.8675 |
0.8708 |
0.8781 |
|
| S4 |
0.8619 |
0.8652 |
0.8765 |
|
|
| 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 |
2.0% |
0.0094 |
1.1% |
41% |
False |
False |
71,513 |
| 10 |
0.8931 |
0.8723 |
0.0208 |
2.4% |
0.0082 |
0.9% |
35% |
False |
False |
65,592 |
| 20 |
0.8931 |
0.8712 |
0.0219 |
2.5% |
0.0075 |
0.9% |
38% |
False |
False |
62,707 |
| 40 |
0.9009 |
0.8712 |
0.0297 |
3.4% |
0.0074 |
0.8% |
28% |
False |
False |
64,394 |
| 60 |
0.9167 |
0.8712 |
0.0455 |
5.2% |
0.0073 |
0.8% |
18% |
False |
False |
65,106 |
| 80 |
0.9226 |
0.8712 |
0.0514 |
5.8% |
0.0067 |
0.8% |
16% |
False |
False |
49,609 |
| 100 |
0.9304 |
0.8712 |
0.0592 |
6.7% |
0.0062 |
0.7% |
14% |
False |
False |
39,752 |
| 120 |
0.9377 |
0.8712 |
0.0665 |
7.6% |
0.0057 |
0.7% |
13% |
False |
False |
33,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9049 |
|
2.618 |
0.8958 |
|
1.618 |
0.8902 |
|
1.000 |
0.8867 |
|
0.618 |
0.8846 |
|
HIGH |
0.8811 |
|
0.618 |
0.8790 |
|
0.500 |
0.8783 |
|
0.382 |
0.8776 |
|
LOW |
0.8755 |
|
0.618 |
0.8720 |
|
1.000 |
0.8699 |
|
1.618 |
0.8664 |
|
2.618 |
0.8608 |
|
4.250 |
0.8517 |
|
|
| Fisher Pivots for day following 03-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8792 |
0.8791 |
| PP |
0.8787 |
0.8785 |
| S1 |
0.8783 |
0.8780 |
|