CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 15-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8662 |
0.8624 |
-0.0038 |
-0.4% |
0.8721 |
| High |
0.8665 |
0.8640 |
-0.0025 |
-0.3% |
0.8752 |
| Low |
0.8608 |
0.8547 |
-0.0061 |
-0.7% |
0.8608 |
| Close |
0.8625 |
0.8568 |
-0.0057 |
-0.7% |
0.8625 |
| Range |
0.0057 |
0.0093 |
0.0036 |
63.2% |
0.0144 |
| ATR |
0.0068 |
0.0070 |
0.0002 |
2.6% |
0.0000 |
| Volume |
71,395 |
58,881 |
-12,514 |
-17.5% |
200,308 |
|
| Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8864 |
0.8809 |
0.8619 |
|
| R3 |
0.8771 |
0.8716 |
0.8594 |
|
| R2 |
0.8678 |
0.8678 |
0.8585 |
|
| R1 |
0.8623 |
0.8623 |
0.8577 |
0.8604 |
| PP |
0.8585 |
0.8585 |
0.8585 |
0.8576 |
| S1 |
0.8530 |
0.8530 |
0.8559 |
0.8511 |
| S2 |
0.8492 |
0.8492 |
0.8551 |
|
| S3 |
0.8399 |
0.8437 |
0.8542 |
|
| S4 |
0.8306 |
0.8344 |
0.8517 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9094 |
0.9003 |
0.8704 |
|
| R3 |
0.8950 |
0.8859 |
0.8665 |
|
| R2 |
0.8806 |
0.8806 |
0.8651 |
|
| R1 |
0.8715 |
0.8715 |
0.8638 |
0.8689 |
| PP |
0.8662 |
0.8662 |
0.8662 |
0.8648 |
| S1 |
0.8571 |
0.8571 |
0.8612 |
0.8545 |
| S2 |
0.8518 |
0.8518 |
0.8599 |
|
| S3 |
0.8374 |
0.8427 |
0.8585 |
|
| S4 |
0.8230 |
0.8283 |
0.8546 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8752 |
0.8547 |
0.0205 |
2.4% |
0.0070 |
0.8% |
10% |
False |
True |
49,228 |
| 10 |
0.8813 |
0.8547 |
0.0266 |
3.1% |
0.0064 |
0.7% |
8% |
False |
True |
27,855 |
| 20 |
0.8912 |
0.8547 |
0.0365 |
4.3% |
0.0069 |
0.8% |
6% |
False |
True |
14,771 |
| 40 |
0.8955 |
0.8547 |
0.0408 |
4.8% |
0.0066 |
0.8% |
5% |
False |
True |
7,613 |
| 60 |
0.9113 |
0.8547 |
0.0566 |
6.6% |
0.0067 |
0.8% |
4% |
False |
True |
5,217 |
| 80 |
0.9205 |
0.8547 |
0.0658 |
7.7% |
0.0061 |
0.7% |
3% |
False |
True |
3,971 |
| 100 |
0.9230 |
0.8547 |
0.0683 |
8.0% |
0.0052 |
0.6% |
3% |
False |
True |
3,184 |
| 120 |
0.9356 |
0.8547 |
0.0809 |
9.4% |
0.0045 |
0.5% |
3% |
False |
True |
2,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9035 |
|
2.618 |
0.8883 |
|
1.618 |
0.8790 |
|
1.000 |
0.8733 |
|
0.618 |
0.8697 |
|
HIGH |
0.8640 |
|
0.618 |
0.8604 |
|
0.500 |
0.8594 |
|
0.382 |
0.8583 |
|
LOW |
0.8547 |
|
0.618 |
0.8490 |
|
1.000 |
0.8454 |
|
1.618 |
0.8397 |
|
2.618 |
0.8304 |
|
4.250 |
0.8152 |
|
|
| Fisher Pivots for day following 15-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8594 |
0.8631 |
| PP |
0.8585 |
0.8610 |
| S1 |
0.8577 |
0.8589 |
|