CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 01-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2014 |
01-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8858 |
0.8721 |
-0.0137 |
-1.5% |
0.8875 |
| High |
0.8876 |
0.8815 |
-0.0061 |
-0.7% |
0.8885 |
| Low |
0.8717 |
0.8705 |
-0.0012 |
-0.1% |
0.8717 |
| Close |
0.8721 |
0.8814 |
0.0093 |
1.1% |
0.8721 |
| Range |
0.0159 |
0.0110 |
-0.0049 |
-30.8% |
0.0168 |
| ATR |
0.0072 |
0.0075 |
0.0003 |
3.7% |
0.0000 |
| Volume |
3,786 |
4,413 |
627 |
16.6% |
8,947 |
|
| Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9108 |
0.9071 |
0.8875 |
|
| R3 |
0.8998 |
0.8961 |
0.8844 |
|
| R2 |
0.8888 |
0.8888 |
0.8834 |
|
| R1 |
0.8851 |
0.8851 |
0.8824 |
0.8870 |
| PP |
0.8778 |
0.8778 |
0.8778 |
0.8787 |
| S1 |
0.8741 |
0.8741 |
0.8804 |
0.8760 |
| S2 |
0.8668 |
0.8668 |
0.8794 |
|
| S3 |
0.8558 |
0.8631 |
0.8784 |
|
| S4 |
0.8448 |
0.8521 |
0.8754 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9278 |
0.9168 |
0.8813 |
|
| R3 |
0.9110 |
0.9000 |
0.8767 |
|
| R2 |
0.8942 |
0.8942 |
0.8752 |
|
| R1 |
0.8832 |
0.8832 |
0.8736 |
0.8803 |
| PP |
0.8774 |
0.8774 |
0.8774 |
0.8760 |
| S1 |
0.8664 |
0.8664 |
0.8706 |
0.8635 |
| S2 |
0.8606 |
0.8606 |
0.8690 |
|
| S3 |
0.8438 |
0.8496 |
0.8675 |
|
| S4 |
0.8270 |
0.8328 |
0.8629 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8885 |
0.8705 |
0.0180 |
2.0% |
0.0091 |
1.0% |
61% |
False |
True |
2,672 |
| 10 |
0.8912 |
0.8705 |
0.0207 |
2.3% |
0.0075 |
0.8% |
53% |
False |
True |
1,688 |
| 20 |
0.8912 |
0.8693 |
0.0219 |
2.5% |
0.0073 |
0.8% |
55% |
False |
False |
1,188 |
| 40 |
0.8987 |
0.8693 |
0.0294 |
3.3% |
0.0069 |
0.8% |
41% |
False |
False |
719 |
| 60 |
0.9145 |
0.8693 |
0.0452 |
5.1% |
0.0067 |
0.8% |
27% |
False |
False |
640 |
| 80 |
0.9205 |
0.8693 |
0.0512 |
5.8% |
0.0055 |
0.6% |
24% |
False |
False |
496 |
| 100 |
0.9300 |
0.8693 |
0.0607 |
6.9% |
0.0046 |
0.5% |
20% |
False |
False |
403 |
| 120 |
0.9356 |
0.8693 |
0.0663 |
7.5% |
0.0040 |
0.5% |
18% |
False |
False |
342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9283 |
|
2.618 |
0.9103 |
|
1.618 |
0.8993 |
|
1.000 |
0.8925 |
|
0.618 |
0.8883 |
|
HIGH |
0.8815 |
|
0.618 |
0.8773 |
|
0.500 |
0.8760 |
|
0.382 |
0.8747 |
|
LOW |
0.8705 |
|
0.618 |
0.8637 |
|
1.000 |
0.8595 |
|
1.618 |
0.8527 |
|
2.618 |
0.8417 |
|
4.250 |
0.8238 |
|
|
| Fisher Pivots for day following 01-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8796 |
0.8807 |
| PP |
0.8778 |
0.8801 |
| S1 |
0.8760 |
0.8794 |
|