CME Canadian Dollar Future March 2015
Trading Metrics calculated at close of trading on 09-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
0.8721 |
0.8691 |
-0.0030 |
-0.3% |
0.8721 |
High |
0.8730 |
0.8752 |
0.0022 |
0.3% |
0.8815 |
Low |
0.8687 |
0.8677 |
-0.0010 |
-0.1% |
0.8694 |
Close |
0.8696 |
0.8722 |
0.0026 |
0.3% |
0.8725 |
Range |
0.0043 |
0.0075 |
0.0032 |
74.4% |
0.0121 |
ATR |
0.0069 |
0.0070 |
0.0000 |
0.6% |
0.0000 |
Volume |
13,046 |
21,764 |
8,718 |
66.8% |
23,778 |
|
Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8942 |
0.8907 |
0.8763 |
|
R3 |
0.8867 |
0.8832 |
0.8743 |
|
R2 |
0.8792 |
0.8792 |
0.8736 |
|
R1 |
0.8757 |
0.8757 |
0.8729 |
0.8775 |
PP |
0.8717 |
0.8717 |
0.8717 |
0.8726 |
S1 |
0.8682 |
0.8682 |
0.8715 |
0.8700 |
S2 |
0.8642 |
0.8642 |
0.8708 |
|
S3 |
0.8567 |
0.8607 |
0.8701 |
|
S4 |
0.8492 |
0.8532 |
0.8681 |
|
|
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 |
0.8795 |
0.8677 |
0.0118 |
1.4% |
0.0056 |
0.6% |
38% |
False |
True |
9,905 |
10 |
0.8883 |
0.8677 |
0.0206 |
2.4% |
0.0075 |
0.9% |
22% |
False |
True |
6,524 |
20 |
0.8912 |
0.8677 |
0.0235 |
2.7% |
0.0070 |
0.8% |
19% |
False |
True |
3,671 |
40 |
0.8955 |
0.8677 |
0.0278 |
3.2% |
0.0068 |
0.8% |
16% |
False |
True |
2,029 |
60 |
0.9145 |
0.8677 |
0.0468 |
5.4% |
0.0067 |
0.8% |
10% |
False |
True |
1,513 |
80 |
0.9205 |
0.8677 |
0.0528 |
6.1% |
0.0058 |
0.7% |
9% |
False |
True |
1,170 |
100 |
0.9270 |
0.8677 |
0.0593 |
6.8% |
0.0049 |
0.6% |
8% |
False |
True |
942 |
120 |
0.9356 |
0.8677 |
0.0679 |
7.8% |
0.0043 |
0.5% |
7% |
False |
True |
790 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9071 |
2.618 |
0.8948 |
1.618 |
0.8873 |
1.000 |
0.8827 |
0.618 |
0.8798 |
HIGH |
0.8752 |
0.618 |
0.8723 |
0.500 |
0.8715 |
0.382 |
0.8706 |
LOW |
0.8677 |
0.618 |
0.8631 |
1.000 |
0.8602 |
1.618 |
0.8556 |
2.618 |
0.8481 |
4.250 |
0.8358 |
|
|
Fisher Pivots for day following 09-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8720 |
0.8721 |
PP |
0.8717 |
0.8720 |
S1 |
0.8715 |
0.8720 |
|