CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 16-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8640 |
0.8576 |
-0.0064 |
-0.7% |
0.8740 |
| High |
0.8659 |
0.8610 |
-0.0049 |
-0.6% |
0.8771 |
| Low |
0.8569 |
0.8575 |
0.0006 |
0.1% |
0.8628 |
| Close |
0.8586 |
0.8595 |
0.0009 |
0.1% |
0.8644 |
| Range |
0.0090 |
0.0035 |
-0.0055 |
-61.1% |
0.0143 |
| ATR |
0.0072 |
0.0069 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
6,358 |
6,358 |
0 |
0.0% |
340,395 |
|
| Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8698 |
0.8682 |
0.8614 |
|
| R3 |
0.8663 |
0.8647 |
0.8605 |
|
| R2 |
0.8628 |
0.8628 |
0.8601 |
|
| R1 |
0.8612 |
0.8612 |
0.8598 |
0.8620 |
| PP |
0.8593 |
0.8593 |
0.8593 |
0.8598 |
| S1 |
0.8577 |
0.8577 |
0.8592 |
0.8585 |
| S2 |
0.8558 |
0.8558 |
0.8589 |
|
| S3 |
0.8523 |
0.8542 |
0.8585 |
|
| S4 |
0.8488 |
0.8507 |
0.8576 |
|
|
| 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 |
0.8744 |
0.8569 |
0.0175 |
2.0% |
0.0062 |
0.7% |
15% |
False |
False |
42,195 |
| 10 |
0.8816 |
0.8569 |
0.0247 |
2.9% |
0.0060 |
0.7% |
11% |
False |
False |
54,079 |
| 20 |
0.8931 |
0.8569 |
0.0362 |
4.2% |
0.0071 |
0.8% |
7% |
False |
False |
59,013 |
| 40 |
0.8980 |
0.8569 |
0.0411 |
4.8% |
0.0070 |
0.8% |
6% |
False |
False |
59,740 |
| 60 |
0.9083 |
0.8569 |
0.0514 |
6.0% |
0.0071 |
0.8% |
5% |
False |
False |
64,037 |
| 80 |
0.9226 |
0.8569 |
0.0657 |
7.6% |
0.0070 |
0.8% |
4% |
False |
False |
55,588 |
| 100 |
0.9250 |
0.8569 |
0.0681 |
7.9% |
0.0064 |
0.7% |
4% |
False |
False |
44,537 |
| 120 |
0.9377 |
0.8569 |
0.0808 |
9.4% |
0.0059 |
0.7% |
3% |
False |
False |
37,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8759 |
|
2.618 |
0.8702 |
|
1.618 |
0.8667 |
|
1.000 |
0.8645 |
|
0.618 |
0.8632 |
|
HIGH |
0.8610 |
|
0.618 |
0.8597 |
|
0.500 |
0.8593 |
|
0.382 |
0.8588 |
|
LOW |
0.8575 |
|
0.618 |
0.8553 |
|
1.000 |
0.8540 |
|
1.618 |
0.8518 |
|
2.618 |
0.8483 |
|
4.250 |
0.8426 |
|
|
| Fisher Pivots for day following 16-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8594 |
0.8626 |
| PP |
0.8593 |
0.8616 |
| S1 |
0.8593 |
0.8605 |
|