CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 05-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8772 |
0.8758 |
-0.0014 |
-0.2% |
0.8721 |
| High |
0.8795 |
0.8762 |
-0.0033 |
-0.4% |
0.8815 |
| Low |
0.8753 |
0.8694 |
-0.0059 |
-0.7% |
0.8694 |
| Close |
0.8761 |
0.8725 |
-0.0036 |
-0.4% |
0.8725 |
| Range |
0.0042 |
0.0068 |
0.0026 |
61.9% |
0.0121 |
| ATR |
0.0072 |
0.0071 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
5,646 |
6,325 |
679 |
12.0% |
23,778 |
|
| Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8931 |
0.8896 |
0.8762 |
|
| R3 |
0.8863 |
0.8828 |
0.8744 |
|
| R2 |
0.8795 |
0.8795 |
0.8737 |
|
| R1 |
0.8760 |
0.8760 |
0.8731 |
0.8744 |
| PP |
0.8727 |
0.8727 |
0.8727 |
0.8719 |
| S1 |
0.8692 |
0.8692 |
0.8719 |
0.8676 |
| S2 |
0.8659 |
0.8659 |
0.8713 |
|
| S3 |
0.8591 |
0.8624 |
0.8706 |
|
| S4 |
0.8523 |
0.8556 |
0.8688 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9108 |
0.9037 |
0.8792 |
|
| R3 |
0.8987 |
0.8916 |
0.8758 |
|
| R2 |
0.8866 |
0.8866 |
0.8747 |
|
| R1 |
0.8795 |
0.8795 |
0.8736 |
0.8831 |
| PP |
0.8745 |
0.8745 |
0.8745 |
0.8762 |
| S1 |
0.8674 |
0.8674 |
0.8714 |
0.8710 |
| S2 |
0.8624 |
0.8624 |
0.8703 |
|
| S3 |
0.8503 |
0.8553 |
0.8692 |
|
| S4 |
0.8382 |
0.8432 |
0.8658 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8815 |
0.8694 |
0.0121 |
1.4% |
0.0071 |
0.8% |
26% |
False |
True |
4,755 |
| 10 |
0.8912 |
0.8694 |
0.0218 |
2.5% |
0.0080 |
0.9% |
14% |
False |
True |
3,328 |
| 20 |
0.8912 |
0.8694 |
0.0218 |
2.5% |
0.0072 |
0.8% |
14% |
False |
True |
2,019 |
| 40 |
0.8955 |
0.8693 |
0.0262 |
3.0% |
0.0067 |
0.8% |
12% |
False |
False |
1,174 |
| 60 |
0.9145 |
0.8693 |
0.0452 |
5.2% |
0.0067 |
0.8% |
7% |
False |
False |
942 |
| 80 |
0.9205 |
0.8693 |
0.0512 |
5.9% |
0.0057 |
0.7% |
6% |
False |
False |
736 |
| 100 |
0.9270 |
0.8693 |
0.0577 |
6.6% |
0.0048 |
0.5% |
6% |
False |
False |
595 |
| 120 |
0.9356 |
0.8693 |
0.0663 |
7.6% |
0.0042 |
0.5% |
5% |
False |
False |
500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9051 |
|
2.618 |
0.8940 |
|
1.618 |
0.8872 |
|
1.000 |
0.8830 |
|
0.618 |
0.8804 |
|
HIGH |
0.8762 |
|
0.618 |
0.8736 |
|
0.500 |
0.8728 |
|
0.382 |
0.8720 |
|
LOW |
0.8694 |
|
0.618 |
0.8652 |
|
1.000 |
0.8626 |
|
1.618 |
0.8584 |
|
2.618 |
0.8516 |
|
4.250 |
0.8405 |
|
|
| Fisher Pivots for day following 05-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8728 |
0.8745 |
| PP |
0.8727 |
0.8738 |
| S1 |
0.8726 |
0.8732 |
|