CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 11-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8717 |
0.8694 |
-0.0023 |
-0.3% |
0.8721 |
| High |
0.8725 |
0.8715 |
-0.0010 |
-0.1% |
0.8815 |
| Low |
0.8675 |
0.8638 |
-0.0037 |
-0.4% |
0.8694 |
| Close |
0.8684 |
0.8644 |
-0.0040 |
-0.5% |
0.8725 |
| Range |
0.0050 |
0.0077 |
0.0027 |
54.0% |
0.0121 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
0.9% |
0.0000 |
| Volume |
40,228 |
53,875 |
13,647 |
33.9% |
23,778 |
|
| Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8897 |
0.8847 |
0.8686 |
|
| R3 |
0.8820 |
0.8770 |
0.8665 |
|
| R2 |
0.8743 |
0.8743 |
0.8658 |
|
| R1 |
0.8693 |
0.8693 |
0.8651 |
0.8680 |
| PP |
0.8666 |
0.8666 |
0.8666 |
0.8659 |
| S1 |
0.8616 |
0.8616 |
0.8637 |
0.8603 |
| S2 |
0.8589 |
0.8589 |
0.8630 |
|
| S3 |
0.8512 |
0.8539 |
0.8623 |
|
| S4 |
0.8435 |
0.8462 |
0.8602 |
|
|
| 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 |
0.8762 |
0.8638 |
0.0124 |
1.4% |
0.0063 |
0.7% |
5% |
False |
True |
27,047 |
| 10 |
0.8876 |
0.8638 |
0.0238 |
2.8% |
0.0076 |
0.9% |
3% |
False |
True |
15,647 |
| 20 |
0.8912 |
0.8638 |
0.0274 |
3.2% |
0.0070 |
0.8% |
2% |
False |
True |
8,316 |
| 40 |
0.8955 |
0.8638 |
0.0317 |
3.7% |
0.0066 |
0.8% |
2% |
False |
True |
4,372 |
| 60 |
0.9145 |
0.8638 |
0.0507 |
5.9% |
0.0067 |
0.8% |
1% |
False |
True |
3,077 |
| 80 |
0.9205 |
0.8638 |
0.0567 |
6.6% |
0.0059 |
0.7% |
1% |
False |
True |
2,344 |
| 100 |
0.9270 |
0.8638 |
0.0632 |
7.3% |
0.0050 |
0.6% |
1% |
False |
True |
1,882 |
| 120 |
0.9356 |
0.8638 |
0.0718 |
8.3% |
0.0043 |
0.5% |
1% |
False |
True |
1,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9042 |
|
2.618 |
0.8917 |
|
1.618 |
0.8840 |
|
1.000 |
0.8792 |
|
0.618 |
0.8763 |
|
HIGH |
0.8715 |
|
0.618 |
0.8686 |
|
0.500 |
0.8677 |
|
0.382 |
0.8667 |
|
LOW |
0.8638 |
|
0.618 |
0.8590 |
|
1.000 |
0.8561 |
|
1.618 |
0.8513 |
|
2.618 |
0.8436 |
|
4.250 |
0.8311 |
|
|
| Fisher Pivots for day following 11-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8677 |
0.8695 |
| PP |
0.8666 |
0.8678 |
| S1 |
0.8655 |
0.8661 |
|