CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 15-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8679 |
0.8640 |
-0.0039 |
-0.4% |
0.8740 |
| High |
0.8683 |
0.8659 |
-0.0024 |
-0.3% |
0.8771 |
| Low |
0.8628 |
0.8569 |
-0.0059 |
-0.7% |
0.8628 |
| Close |
0.8644 |
0.8586 |
-0.0058 |
-0.7% |
0.8644 |
| Range |
0.0055 |
0.0090 |
0.0035 |
63.6% |
0.0143 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
2.0% |
0.0000 |
| Volume |
27,538 |
6,358 |
-21,180 |
-76.9% |
340,395 |
|
| Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8875 |
0.8820 |
0.8636 |
|
| R3 |
0.8785 |
0.8730 |
0.8611 |
|
| R2 |
0.8695 |
0.8695 |
0.8603 |
|
| R1 |
0.8640 |
0.8640 |
0.8594 |
0.8623 |
| PP |
0.8605 |
0.8605 |
0.8605 |
0.8596 |
| S1 |
0.8550 |
0.8550 |
0.8578 |
0.8533 |
| S2 |
0.8515 |
0.8515 |
0.8570 |
|
| S3 |
0.8425 |
0.8460 |
0.8561 |
|
| S4 |
0.8335 |
0.8370 |
0.8537 |
|
|
| 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 |
0.8569 |
0.0202 |
2.4% |
0.0070 |
0.8% |
8% |
False |
True |
57,516 |
| 10 |
0.8832 |
0.8569 |
0.0263 |
3.1% |
0.0065 |
0.8% |
6% |
False |
True |
60,143 |
| 20 |
0.8931 |
0.8569 |
0.0362 |
4.2% |
0.0071 |
0.8% |
5% |
False |
True |
61,025 |
| 40 |
0.8980 |
0.8569 |
0.0411 |
4.8% |
0.0070 |
0.8% |
4% |
False |
True |
60,430 |
| 60 |
0.9133 |
0.8569 |
0.0564 |
6.6% |
0.0072 |
0.8% |
3% |
False |
True |
64,812 |
| 80 |
0.9226 |
0.8569 |
0.0657 |
7.7% |
0.0070 |
0.8% |
3% |
False |
True |
55,514 |
| 100 |
0.9283 |
0.8569 |
0.0714 |
8.3% |
0.0064 |
0.8% |
2% |
False |
True |
44,474 |
| 120 |
0.9377 |
0.8569 |
0.0808 |
9.4% |
0.0059 |
0.7% |
2% |
False |
True |
37,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9042 |
|
2.618 |
0.8895 |
|
1.618 |
0.8805 |
|
1.000 |
0.8749 |
|
0.618 |
0.8715 |
|
HIGH |
0.8659 |
|
0.618 |
0.8625 |
|
0.500 |
0.8614 |
|
0.382 |
0.8603 |
|
LOW |
0.8569 |
|
0.618 |
0.8513 |
|
1.000 |
0.8479 |
|
1.618 |
0.8423 |
|
2.618 |
0.8333 |
|
4.250 |
0.8187 |
|
|
| Fisher Pivots for day following 15-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8614 |
0.8651 |
| PP |
0.8605 |
0.8629 |
| S1 |
0.8595 |
0.8608 |
|