CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 05-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
0.8793 |
0.8780 |
-0.0013 |
-0.1% |
0.8748 |
High |
0.8816 |
0.8785 |
-0.0031 |
-0.4% |
0.8836 |
Low |
0.8772 |
0.8712 |
-0.0060 |
-0.7% |
0.8712 |
Close |
0.8780 |
0.8744 |
-0.0036 |
-0.4% |
0.8744 |
Range |
0.0044 |
0.0073 |
0.0029 |
65.9% |
0.0124 |
ATR |
0.0075 |
0.0075 |
0.0000 |
-0.2% |
0.0000 |
Volume |
54,721 |
73,325 |
18,604 |
34.0% |
337,452 |
|
Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8966 |
0.8928 |
0.8784 |
|
R3 |
0.8893 |
0.8855 |
0.8764 |
|
R2 |
0.8820 |
0.8820 |
0.8757 |
|
R1 |
0.8782 |
0.8782 |
0.8751 |
0.8765 |
PP |
0.8747 |
0.8747 |
0.8747 |
0.8738 |
S1 |
0.8709 |
0.8709 |
0.8737 |
0.8692 |
S2 |
0.8674 |
0.8674 |
0.8731 |
|
S3 |
0.8601 |
0.8636 |
0.8724 |
|
S4 |
0.8528 |
0.8563 |
0.8704 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9136 |
0.9064 |
0.8812 |
|
R3 |
0.9012 |
0.8940 |
0.8778 |
|
R2 |
0.8888 |
0.8888 |
0.8767 |
|
R1 |
0.8816 |
0.8816 |
0.8755 |
0.8790 |
PP |
0.8764 |
0.8764 |
0.8764 |
0.8751 |
S1 |
0.8692 |
0.8692 |
0.8733 |
0.8666 |
S2 |
0.8640 |
0.8640 |
0.8721 |
|
S3 |
0.8516 |
0.8568 |
0.8710 |
|
S4 |
0.8392 |
0.8444 |
0.8676 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8836 |
0.8712 |
0.0124 |
1.4% |
0.0073 |
0.8% |
26% |
False |
True |
67,490 |
10 |
0.8931 |
0.8712 |
0.0219 |
2.5% |
0.0083 |
0.9% |
15% |
False |
True |
67,362 |
20 |
0.8931 |
0.8712 |
0.0219 |
2.5% |
0.0075 |
0.9% |
15% |
False |
True |
62,767 |
40 |
0.8980 |
0.8712 |
0.0268 |
3.1% |
0.0072 |
0.8% |
12% |
False |
True |
63,720 |
60 |
0.9167 |
0.8712 |
0.0455 |
5.2% |
0.0073 |
0.8% |
7% |
False |
True |
65,984 |
80 |
0.9226 |
0.8712 |
0.0514 |
5.9% |
0.0068 |
0.8% |
6% |
False |
True |
51,202 |
100 |
0.9304 |
0.8712 |
0.0592 |
6.8% |
0.0062 |
0.7% |
5% |
False |
True |
41,030 |
120 |
0.9377 |
0.8712 |
0.0665 |
7.6% |
0.0058 |
0.7% |
5% |
False |
True |
34,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9095 |
2.618 |
0.8976 |
1.618 |
0.8903 |
1.000 |
0.8858 |
0.618 |
0.8830 |
HIGH |
0.8785 |
0.618 |
0.8757 |
0.500 |
0.8749 |
0.382 |
0.8740 |
LOW |
0.8712 |
0.618 |
0.8667 |
1.000 |
0.8639 |
1.618 |
0.8594 |
2.618 |
0.8521 |
4.250 |
0.8402 |
|
|
Fisher Pivots for day following 05-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8749 |
0.8764 |
PP |
0.8747 |
0.8757 |
S1 |
0.8746 |
0.8751 |
|