CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 08-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2014 |
08-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8758 |
0.8721 |
-0.0037 |
-0.4% |
0.8721 |
| High |
0.8762 |
0.8730 |
-0.0032 |
-0.4% |
0.8815 |
| Low |
0.8694 |
0.8687 |
-0.0007 |
-0.1% |
0.8694 |
| Close |
0.8725 |
0.8696 |
-0.0029 |
-0.3% |
0.8725 |
| Range |
0.0068 |
0.0043 |
-0.0025 |
-36.8% |
0.0121 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
6,325 |
13,046 |
6,721 |
106.3% |
23,778 |
|
| Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8833 |
0.8808 |
0.8720 |
|
| R3 |
0.8790 |
0.8765 |
0.8708 |
|
| R2 |
0.8747 |
0.8747 |
0.8704 |
|
| R1 |
0.8722 |
0.8722 |
0.8700 |
0.8713 |
| PP |
0.8704 |
0.8704 |
0.8704 |
0.8700 |
| S1 |
0.8679 |
0.8679 |
0.8692 |
0.8670 |
| S2 |
0.8661 |
0.8661 |
0.8688 |
|
| S3 |
0.8618 |
0.8636 |
0.8684 |
|
| S4 |
0.8575 |
0.8593 |
0.8672 |
|
|
| 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 |
0.8813 |
0.8687 |
0.0126 |
1.4% |
0.0057 |
0.7% |
7% |
False |
True |
6,482 |
| 10 |
0.8885 |
0.8687 |
0.0198 |
2.3% |
0.0074 |
0.9% |
5% |
False |
True |
4,577 |
| 20 |
0.8912 |
0.8687 |
0.0225 |
2.6% |
0.0069 |
0.8% |
4% |
False |
True |
2,639 |
| 40 |
0.8955 |
0.8687 |
0.0268 |
3.1% |
0.0067 |
0.8% |
3% |
False |
True |
1,494 |
| 60 |
0.9145 |
0.8687 |
0.0458 |
5.3% |
0.0067 |
0.8% |
2% |
False |
True |
1,153 |
| 80 |
0.9205 |
0.8687 |
0.0518 |
6.0% |
0.0057 |
0.7% |
2% |
False |
True |
898 |
| 100 |
0.9270 |
0.8687 |
0.0583 |
6.7% |
0.0048 |
0.6% |
2% |
False |
True |
726 |
| 120 |
0.9356 |
0.8687 |
0.0669 |
7.7% |
0.0042 |
0.5% |
1% |
False |
True |
608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8913 |
|
2.618 |
0.8843 |
|
1.618 |
0.8800 |
|
1.000 |
0.8773 |
|
0.618 |
0.8757 |
|
HIGH |
0.8730 |
|
0.618 |
0.8714 |
|
0.500 |
0.8709 |
|
0.382 |
0.8703 |
|
LOW |
0.8687 |
|
0.618 |
0.8660 |
|
1.000 |
0.8644 |
|
1.618 |
0.8617 |
|
2.618 |
0.8574 |
|
4.250 |
0.8504 |
|
|
| Fisher Pivots for day following 08-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8709 |
0.8741 |
| PP |
0.8704 |
0.8726 |
| S1 |
0.8700 |
0.8711 |
|