CME Canadian Dollar Future March 2015
Trading Metrics calculated at close of trading on 02-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2014 |
02-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
0.8721 |
0.8808 |
0.0087 |
1.0% |
0.8875 |
High |
0.8815 |
0.8813 |
-0.0002 |
0.0% |
0.8885 |
Low |
0.8705 |
0.8733 |
0.0028 |
0.3% |
0.8717 |
Close |
0.8814 |
0.8745 |
-0.0069 |
-0.8% |
0.8721 |
Range |
0.0110 |
0.0080 |
-0.0030 |
-27.3% |
0.0168 |
ATR |
0.0075 |
0.0075 |
0.0000 |
0.6% |
0.0000 |
Volume |
4,413 |
4,649 |
236 |
5.3% |
8,947 |
|
Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9004 |
0.8954 |
0.8789 |
|
R3 |
0.8924 |
0.8874 |
0.8767 |
|
R2 |
0.8844 |
0.8844 |
0.8760 |
|
R1 |
0.8794 |
0.8794 |
0.8752 |
0.8779 |
PP |
0.8764 |
0.8764 |
0.8764 |
0.8756 |
S1 |
0.8714 |
0.8714 |
0.8738 |
0.8699 |
S2 |
0.8684 |
0.8684 |
0.8730 |
|
S3 |
0.8604 |
0.8634 |
0.8723 |
|
S4 |
0.8524 |
0.8554 |
0.8701 |
|
|
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 |
0.8883 |
0.8705 |
0.0178 |
2.0% |
0.0093 |
1.1% |
22% |
False |
False |
3,144 |
10 |
0.8912 |
0.8705 |
0.0207 |
2.4% |
0.0078 |
0.9% |
19% |
False |
False |
2,039 |
20 |
0.8912 |
0.8693 |
0.0219 |
2.5% |
0.0073 |
0.8% |
24% |
False |
False |
1,400 |
40 |
0.8987 |
0.8693 |
0.0294 |
3.4% |
0.0069 |
0.8% |
18% |
False |
False |
829 |
60 |
0.9145 |
0.8693 |
0.0452 |
5.2% |
0.0067 |
0.8% |
12% |
False |
False |
717 |
80 |
0.9205 |
0.8693 |
0.0512 |
5.9% |
0.0055 |
0.6% |
10% |
False |
False |
552 |
100 |
0.9278 |
0.8693 |
0.0585 |
6.7% |
0.0046 |
0.5% |
9% |
False |
False |
449 |
120 |
0.9356 |
0.8693 |
0.0663 |
7.6% |
0.0041 |
0.5% |
8% |
False |
False |
381 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9153 |
2.618 |
0.9022 |
1.618 |
0.8942 |
1.000 |
0.8893 |
0.618 |
0.8862 |
HIGH |
0.8813 |
0.618 |
0.8782 |
0.500 |
0.8773 |
0.382 |
0.8764 |
LOW |
0.8733 |
0.618 |
0.8684 |
1.000 |
0.8653 |
1.618 |
0.8604 |
2.618 |
0.8524 |
4.250 |
0.8393 |
|
|
Fisher Pivots for day following 02-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8773 |
0.8791 |
PP |
0.8764 |
0.8775 |
S1 |
0.8754 |
0.8760 |
|