CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 08-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2014 |
08-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8780 |
0.8740 |
-0.0040 |
-0.5% |
0.8748 |
| High |
0.8785 |
0.8749 |
-0.0036 |
-0.4% |
0.8836 |
| Low |
0.8712 |
0.8705 |
-0.0007 |
-0.1% |
0.8712 |
| Close |
0.8744 |
0.8714 |
-0.0030 |
-0.3% |
0.8744 |
| Range |
0.0073 |
0.0044 |
-0.0029 |
-39.7% |
0.0124 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
73,325 |
59,170 |
-14,155 |
-19.3% |
337,452 |
|
| Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8855 |
0.8828 |
0.8738 |
|
| R3 |
0.8811 |
0.8784 |
0.8726 |
|
| R2 |
0.8767 |
0.8767 |
0.8722 |
|
| R1 |
0.8740 |
0.8740 |
0.8718 |
0.8732 |
| PP |
0.8723 |
0.8723 |
0.8723 |
0.8718 |
| S1 |
0.8696 |
0.8696 |
0.8710 |
0.8688 |
| S2 |
0.8679 |
0.8679 |
0.8706 |
|
| S3 |
0.8635 |
0.8652 |
0.8702 |
|
| S4 |
0.8591 |
0.8608 |
0.8690 |
|
|
| 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 |
0.8832 |
0.8705 |
0.0127 |
1.5% |
0.0060 |
0.7% |
7% |
False |
True |
62,770 |
| 10 |
0.8904 |
0.8705 |
0.0199 |
2.3% |
0.0077 |
0.9% |
5% |
False |
True |
65,136 |
| 20 |
0.8931 |
0.8705 |
0.0226 |
2.6% |
0.0072 |
0.8% |
4% |
False |
True |
61,342 |
| 40 |
0.8980 |
0.8705 |
0.0275 |
3.2% |
0.0072 |
0.8% |
3% |
False |
True |
63,056 |
| 60 |
0.9167 |
0.8705 |
0.0462 |
5.3% |
0.0072 |
0.8% |
2% |
False |
True |
65,794 |
| 80 |
0.9226 |
0.8705 |
0.0521 |
6.0% |
0.0068 |
0.8% |
2% |
False |
True |
51,940 |
| 100 |
0.9304 |
0.8705 |
0.0599 |
6.9% |
0.0062 |
0.7% |
2% |
False |
True |
41,618 |
| 120 |
0.9377 |
0.8705 |
0.0672 |
7.7% |
0.0058 |
0.7% |
1% |
False |
True |
34,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8936 |
|
2.618 |
0.8864 |
|
1.618 |
0.8820 |
|
1.000 |
0.8793 |
|
0.618 |
0.8776 |
|
HIGH |
0.8749 |
|
0.618 |
0.8732 |
|
0.500 |
0.8727 |
|
0.382 |
0.8722 |
|
LOW |
0.8705 |
|
0.618 |
0.8678 |
|
1.000 |
0.8661 |
|
1.618 |
0.8634 |
|
2.618 |
0.8590 |
|
4.250 |
0.8518 |
|
|
| Fisher Pivots for day following 08-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8727 |
0.8761 |
| PP |
0.8723 |
0.8745 |
| S1 |
0.8718 |
0.8730 |
|