CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 04-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2014 |
04-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8765 |
0.8793 |
0.0028 |
0.3% |
0.8893 |
| High |
0.8811 |
0.8816 |
0.0005 |
0.1% |
0.8904 |
| Low |
0.8755 |
0.8772 |
0.0017 |
0.2% |
0.8734 |
| Close |
0.8796 |
0.8780 |
-0.0016 |
-0.2% |
0.8740 |
| Range |
0.0056 |
0.0044 |
-0.0012 |
-21.4% |
0.0170 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
59,642 |
54,721 |
-4,921 |
-8.3% |
254,738 |
|
| Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8921 |
0.8895 |
0.8804 |
|
| R3 |
0.8877 |
0.8851 |
0.8792 |
|
| R2 |
0.8833 |
0.8833 |
0.8788 |
|
| R1 |
0.8807 |
0.8807 |
0.8784 |
0.8798 |
| PP |
0.8789 |
0.8789 |
0.8789 |
0.8785 |
| S1 |
0.8763 |
0.8763 |
0.8776 |
0.8754 |
| S2 |
0.8745 |
0.8745 |
0.8772 |
|
| S3 |
0.8701 |
0.8719 |
0.8768 |
|
| S4 |
0.8657 |
0.8675 |
0.8756 |
|
|
| 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 |
0.8897 |
0.8723 |
0.0174 |
2.0% |
0.0091 |
1.0% |
33% |
False |
False |
73,700 |
| 10 |
0.8931 |
0.8723 |
0.0208 |
2.4% |
0.0082 |
0.9% |
27% |
False |
False |
65,216 |
| 20 |
0.8931 |
0.8723 |
0.0208 |
2.4% |
0.0074 |
0.8% |
27% |
False |
False |
61,799 |
| 40 |
0.9009 |
0.8712 |
0.0297 |
3.4% |
0.0073 |
0.8% |
23% |
False |
False |
63,768 |
| 60 |
0.9167 |
0.8712 |
0.0455 |
5.2% |
0.0073 |
0.8% |
15% |
False |
False |
65,539 |
| 80 |
0.9226 |
0.8712 |
0.0514 |
5.9% |
0.0067 |
0.8% |
13% |
False |
False |
50,289 |
| 100 |
0.9304 |
0.8712 |
0.0592 |
6.7% |
0.0062 |
0.7% |
11% |
False |
False |
40,299 |
| 120 |
0.9377 |
0.8712 |
0.0665 |
7.6% |
0.0058 |
0.7% |
10% |
False |
False |
33,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9003 |
|
2.618 |
0.8931 |
|
1.618 |
0.8887 |
|
1.000 |
0.8860 |
|
0.618 |
0.8843 |
|
HIGH |
0.8816 |
|
0.618 |
0.8799 |
|
0.500 |
0.8794 |
|
0.382 |
0.8789 |
|
LOW |
0.8772 |
|
0.618 |
0.8745 |
|
1.000 |
0.8728 |
|
1.618 |
0.8701 |
|
2.618 |
0.8657 |
|
4.250 |
0.8585 |
|
|
| Fisher Pivots for day following 04-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8794 |
0.8792 |
| PP |
0.8789 |
0.8788 |
| S1 |
0.8785 |
0.8784 |
|