CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 11-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8737 |
0.8712 |
-0.0025 |
-0.3% |
0.8748 |
| High |
0.8744 |
0.8733 |
-0.0011 |
-0.1% |
0.8836 |
| Low |
0.8693 |
0.8656 |
-0.0037 |
-0.4% |
0.8712 |
| Close |
0.8703 |
0.8663 |
-0.0040 |
-0.5% |
0.8744 |
| Range |
0.0051 |
0.0077 |
0.0026 |
51.0% |
0.0124 |
| ATR |
0.0071 |
0.0072 |
0.0000 |
0.6% |
0.0000 |
| Volume |
82,949 |
87,774 |
4,825 |
5.8% |
337,452 |
|
| Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8915 |
0.8866 |
0.8705 |
|
| R3 |
0.8838 |
0.8789 |
0.8684 |
|
| R2 |
0.8761 |
0.8761 |
0.8677 |
|
| R1 |
0.8712 |
0.8712 |
0.8670 |
0.8698 |
| PP |
0.8684 |
0.8684 |
0.8684 |
0.8677 |
| S1 |
0.8635 |
0.8635 |
0.8656 |
0.8621 |
| S2 |
0.8607 |
0.8607 |
0.8649 |
|
| S3 |
0.8530 |
0.8558 |
0.8642 |
|
| S4 |
0.8453 |
0.8481 |
0.8621 |
|
|
| 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 |
0.8785 |
0.8656 |
0.0129 |
1.5% |
0.0064 |
0.7% |
5% |
False |
True |
77,236 |
| 10 |
0.8897 |
0.8656 |
0.0241 |
2.8% |
0.0078 |
0.9% |
3% |
False |
True |
75,468 |
| 20 |
0.8931 |
0.8656 |
0.0275 |
3.2% |
0.0073 |
0.8% |
3% |
False |
True |
66,091 |
| 40 |
0.8980 |
0.8656 |
0.0324 |
3.7% |
0.0071 |
0.8% |
2% |
False |
True |
63,180 |
| 60 |
0.9167 |
0.8656 |
0.0511 |
5.9% |
0.0072 |
0.8% |
1% |
False |
True |
66,345 |
| 80 |
0.9226 |
0.8656 |
0.0570 |
6.6% |
0.0069 |
0.8% |
1% |
False |
True |
55,098 |
| 100 |
0.9300 |
0.8656 |
0.0644 |
7.4% |
0.0063 |
0.7% |
1% |
False |
True |
44,138 |
| 120 |
0.9377 |
0.8656 |
0.0721 |
8.3% |
0.0058 |
0.7% |
1% |
False |
True |
36,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9060 |
|
2.618 |
0.8935 |
|
1.618 |
0.8858 |
|
1.000 |
0.8810 |
|
0.618 |
0.8781 |
|
HIGH |
0.8733 |
|
0.618 |
0.8704 |
|
0.500 |
0.8695 |
|
0.382 |
0.8685 |
|
LOW |
0.8656 |
|
0.618 |
0.8608 |
|
1.000 |
0.8579 |
|
1.618 |
0.8531 |
|
2.618 |
0.8454 |
|
4.250 |
0.8329 |
|
|
| Fisher Pivots for day following 11-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8695 |
0.8714 |
| PP |
0.8684 |
0.8697 |
| S1 |
0.8674 |
0.8680 |
|