CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 12-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8712 |
0.8679 |
-0.0033 |
-0.4% |
0.8740 |
| High |
0.8733 |
0.8683 |
-0.0050 |
-0.6% |
0.8771 |
| Low |
0.8656 |
0.8628 |
-0.0028 |
-0.3% |
0.8628 |
| Close |
0.8663 |
0.8644 |
-0.0019 |
-0.2% |
0.8644 |
| Range |
0.0077 |
0.0055 |
-0.0022 |
-28.6% |
0.0143 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
87,774 |
27,538 |
-60,236 |
-68.6% |
340,395 |
|
| Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8817 |
0.8785 |
0.8674 |
|
| R3 |
0.8762 |
0.8730 |
0.8659 |
|
| R2 |
0.8707 |
0.8707 |
0.8654 |
|
| R1 |
0.8675 |
0.8675 |
0.8649 |
0.8664 |
| PP |
0.8652 |
0.8652 |
0.8652 |
0.8646 |
| S1 |
0.8620 |
0.8620 |
0.8639 |
0.8609 |
| S2 |
0.8597 |
0.8597 |
0.8634 |
|
| S3 |
0.8542 |
0.8565 |
0.8629 |
|
| S4 |
0.8487 |
0.8510 |
0.8614 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9110 |
0.9020 |
0.8723 |
|
| R3 |
0.8967 |
0.8877 |
0.8683 |
|
| R2 |
0.8824 |
0.8824 |
0.8670 |
|
| R1 |
0.8734 |
0.8734 |
0.8657 |
0.8708 |
| PP |
0.8681 |
0.8681 |
0.8681 |
0.8668 |
| S1 |
0.8591 |
0.8591 |
0.8631 |
0.8565 |
| S2 |
0.8538 |
0.8538 |
0.8618 |
|
| S3 |
0.8395 |
0.8448 |
0.8605 |
|
| S4 |
0.8252 |
0.8305 |
0.8565 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8771 |
0.8628 |
0.0143 |
1.7% |
0.0061 |
0.7% |
11% |
False |
True |
68,079 |
| 10 |
0.8836 |
0.8628 |
0.0208 |
2.4% |
0.0067 |
0.8% |
8% |
False |
True |
67,784 |
| 20 |
0.8931 |
0.8628 |
0.0303 |
3.5% |
0.0072 |
0.8% |
5% |
False |
True |
64,990 |
| 40 |
0.8980 |
0.8628 |
0.0352 |
4.1% |
0.0070 |
0.8% |
5% |
False |
True |
61,661 |
| 60 |
0.9167 |
0.8628 |
0.0539 |
6.2% |
0.0072 |
0.8% |
3% |
False |
True |
65,901 |
| 80 |
0.9226 |
0.8628 |
0.0598 |
6.9% |
0.0069 |
0.8% |
3% |
False |
True |
55,439 |
| 100 |
0.9287 |
0.8628 |
0.0659 |
7.6% |
0.0064 |
0.7% |
2% |
False |
True |
44,411 |
| 120 |
0.9377 |
0.8628 |
0.0749 |
8.7% |
0.0059 |
0.7% |
2% |
False |
True |
37,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8917 |
|
2.618 |
0.8827 |
|
1.618 |
0.8772 |
|
1.000 |
0.8738 |
|
0.618 |
0.8717 |
|
HIGH |
0.8683 |
|
0.618 |
0.8662 |
|
0.500 |
0.8656 |
|
0.382 |
0.8649 |
|
LOW |
0.8628 |
|
0.618 |
0.8594 |
|
1.000 |
0.8573 |
|
1.618 |
0.8539 |
|
2.618 |
0.8484 |
|
4.250 |
0.8394 |
|
|
| Fisher Pivots for day following 12-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8656 |
0.8686 |
| PP |
0.8652 |
0.8672 |
| S1 |
0.8648 |
0.8658 |
|