CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 10-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8710 |
0.8737 |
0.0027 |
0.3% |
0.8748 |
| High |
0.8771 |
0.8744 |
-0.0027 |
-0.3% |
0.8836 |
| Low |
0.8694 |
0.8693 |
-0.0001 |
0.0% |
0.8712 |
| Close |
0.8740 |
0.8703 |
-0.0037 |
-0.4% |
0.8744 |
| Range |
0.0077 |
0.0051 |
-0.0026 |
-33.8% |
0.0124 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
82,964 |
82,949 |
-15 |
0.0% |
337,452 |
|
| Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8866 |
0.8836 |
0.8731 |
|
| R3 |
0.8815 |
0.8785 |
0.8717 |
|
| R2 |
0.8764 |
0.8764 |
0.8712 |
|
| R1 |
0.8734 |
0.8734 |
0.8708 |
0.8724 |
| PP |
0.8713 |
0.8713 |
0.8713 |
0.8708 |
| S1 |
0.8683 |
0.8683 |
0.8698 |
0.8673 |
| S2 |
0.8662 |
0.8662 |
0.8694 |
|
| S3 |
0.8611 |
0.8632 |
0.8689 |
|
| S4 |
0.8560 |
0.8581 |
0.8675 |
|
|
| 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 |
0.8693 |
0.0123 |
1.4% |
0.0058 |
0.7% |
8% |
False |
True |
70,625 |
| 10 |
0.8903 |
0.8693 |
0.0210 |
2.4% |
0.0076 |
0.9% |
5% |
False |
True |
71,069 |
| 20 |
0.8931 |
0.8693 |
0.0238 |
2.7% |
0.0072 |
0.8% |
4% |
False |
True |
64,836 |
| 40 |
0.8980 |
0.8693 |
0.0287 |
3.3% |
0.0072 |
0.8% |
3% |
False |
True |
64,649 |
| 60 |
0.9167 |
0.8693 |
0.0474 |
5.4% |
0.0072 |
0.8% |
2% |
False |
True |
66,287 |
| 80 |
0.9226 |
0.8693 |
0.0533 |
6.1% |
0.0069 |
0.8% |
2% |
False |
True |
54,004 |
| 100 |
0.9300 |
0.8693 |
0.0607 |
7.0% |
0.0063 |
0.7% |
2% |
False |
True |
43,261 |
| 120 |
0.9377 |
0.8693 |
0.0684 |
7.9% |
0.0058 |
0.7% |
1% |
False |
True |
36,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8961 |
|
2.618 |
0.8878 |
|
1.618 |
0.8827 |
|
1.000 |
0.8795 |
|
0.618 |
0.8776 |
|
HIGH |
0.8744 |
|
0.618 |
0.8725 |
|
0.500 |
0.8719 |
|
0.382 |
0.8712 |
|
LOW |
0.8693 |
|
0.618 |
0.8661 |
|
1.000 |
0.8642 |
|
1.618 |
0.8610 |
|
2.618 |
0.8559 |
|
4.250 |
0.8476 |
|
|
| Fisher Pivots for day following 10-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8719 |
0.8732 |
| PP |
0.8713 |
0.8722 |
| S1 |
0.8708 |
0.8713 |
|