CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 04-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2014 |
04-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8746 |
0.8772 |
0.0026 |
0.3% |
0.8875 |
| High |
0.8791 |
0.8795 |
0.0004 |
0.0% |
0.8885 |
| Low |
0.8737 |
0.8753 |
0.0016 |
0.2% |
0.8717 |
| Close |
0.8777 |
0.8761 |
-0.0016 |
-0.2% |
0.8721 |
| Range |
0.0054 |
0.0042 |
-0.0012 |
-22.2% |
0.0168 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
2,745 |
5,646 |
2,901 |
105.7% |
8,947 |
|
| Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8896 |
0.8870 |
0.8784 |
|
| R3 |
0.8854 |
0.8828 |
0.8773 |
|
| R2 |
0.8812 |
0.8812 |
0.8769 |
|
| R1 |
0.8786 |
0.8786 |
0.8765 |
0.8778 |
| PP |
0.8770 |
0.8770 |
0.8770 |
0.8766 |
| S1 |
0.8744 |
0.8744 |
0.8757 |
0.8736 |
| S2 |
0.8728 |
0.8728 |
0.8753 |
|
| S3 |
0.8686 |
0.8702 |
0.8749 |
|
| S4 |
0.8644 |
0.8660 |
0.8738 |
|
|
| 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 |
0.8876 |
0.8705 |
0.0171 |
2.0% |
0.0089 |
1.0% |
33% |
False |
False |
4,247 |
| 10 |
0.8912 |
0.8705 |
0.0207 |
2.4% |
0.0079 |
0.9% |
27% |
False |
False |
2,758 |
| 20 |
0.8912 |
0.8705 |
0.0207 |
2.4% |
0.0071 |
0.8% |
27% |
False |
False |
1,726 |
| 40 |
0.8987 |
0.8693 |
0.0294 |
3.4% |
0.0068 |
0.8% |
23% |
False |
False |
1,027 |
| 60 |
0.9145 |
0.8693 |
0.0452 |
5.2% |
0.0067 |
0.8% |
15% |
False |
False |
855 |
| 80 |
0.9205 |
0.8693 |
0.0512 |
5.8% |
0.0056 |
0.6% |
13% |
False |
False |
657 |
| 100 |
0.9270 |
0.8693 |
0.0577 |
6.6% |
0.0047 |
0.5% |
12% |
False |
False |
532 |
| 120 |
0.9356 |
0.8693 |
0.0663 |
7.6% |
0.0041 |
0.5% |
10% |
False |
False |
449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8974 |
|
2.618 |
0.8905 |
|
1.618 |
0.8863 |
|
1.000 |
0.8837 |
|
0.618 |
0.8821 |
|
HIGH |
0.8795 |
|
0.618 |
0.8779 |
|
0.500 |
0.8774 |
|
0.382 |
0.8769 |
|
LOW |
0.8753 |
|
0.618 |
0.8727 |
|
1.000 |
0.8711 |
|
1.618 |
0.8685 |
|
2.618 |
0.8643 |
|
4.250 |
0.8575 |
|
|
| Fisher Pivots for day following 04-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8774 |
0.8773 |
| PP |
0.8770 |
0.8769 |
| S1 |
0.8765 |
0.8765 |
|