CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 09-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8740 |
0.8710 |
-0.0030 |
-0.3% |
0.8748 |
| High |
0.8749 |
0.8771 |
0.0022 |
0.3% |
0.8836 |
| Low |
0.8705 |
0.8694 |
-0.0011 |
-0.1% |
0.8712 |
| Close |
0.8714 |
0.8740 |
0.0026 |
0.3% |
0.8744 |
| Range |
0.0044 |
0.0077 |
0.0033 |
75.0% |
0.0124 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
0.4% |
0.0000 |
| Volume |
59,170 |
82,964 |
23,794 |
40.2% |
337,452 |
|
| Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8966 |
0.8930 |
0.8782 |
|
| R3 |
0.8889 |
0.8853 |
0.8761 |
|
| R2 |
0.8812 |
0.8812 |
0.8754 |
|
| R1 |
0.8776 |
0.8776 |
0.8747 |
0.8794 |
| PP |
0.8735 |
0.8735 |
0.8735 |
0.8744 |
| S1 |
0.8699 |
0.8699 |
0.8733 |
0.8717 |
| S2 |
0.8658 |
0.8658 |
0.8726 |
|
| S3 |
0.8581 |
0.8622 |
0.8719 |
|
| S4 |
0.8504 |
0.8545 |
0.8698 |
|
|
| 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 |
0.8816 |
0.8694 |
0.0122 |
1.4% |
0.0059 |
0.7% |
38% |
False |
True |
65,964 |
| 10 |
0.8903 |
0.8694 |
0.0209 |
2.4% |
0.0077 |
0.9% |
22% |
False |
True |
68,661 |
| 20 |
0.8931 |
0.8694 |
0.0237 |
2.7% |
0.0073 |
0.8% |
19% |
False |
True |
62,931 |
| 40 |
0.8980 |
0.8694 |
0.0286 |
3.3% |
0.0073 |
0.8% |
16% |
False |
True |
64,194 |
| 60 |
0.9167 |
0.8694 |
0.0473 |
5.4% |
0.0073 |
0.8% |
10% |
False |
True |
66,158 |
| 80 |
0.9226 |
0.8694 |
0.0532 |
6.1% |
0.0068 |
0.8% |
9% |
False |
True |
52,974 |
| 100 |
0.9300 |
0.8694 |
0.0606 |
6.9% |
0.0062 |
0.7% |
8% |
False |
True |
42,434 |
| 120 |
0.9377 |
0.8694 |
0.0683 |
7.8% |
0.0058 |
0.7% |
7% |
False |
True |
35,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9098 |
|
2.618 |
0.8973 |
|
1.618 |
0.8896 |
|
1.000 |
0.8848 |
|
0.618 |
0.8819 |
|
HIGH |
0.8771 |
|
0.618 |
0.8742 |
|
0.500 |
0.8733 |
|
0.382 |
0.8723 |
|
LOW |
0.8694 |
|
0.618 |
0.8646 |
|
1.000 |
0.8617 |
|
1.618 |
0.8569 |
|
2.618 |
0.8492 |
|
4.250 |
0.8367 |
|
|
| Fisher Pivots for day following 09-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8738 |
0.8740 |
| PP |
0.8735 |
0.8740 |
| S1 |
0.8733 |
0.8740 |
|