CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 16-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8624 |
0.8557 |
-0.0067 |
-0.8% |
0.8721 |
| High |
0.8640 |
0.8596 |
-0.0044 |
-0.5% |
0.8752 |
| Low |
0.8547 |
0.8555 |
0.0008 |
0.1% |
0.8608 |
| Close |
0.8568 |
0.8575 |
0.0007 |
0.1% |
0.8625 |
| Range |
0.0093 |
0.0041 |
-0.0052 |
-55.9% |
0.0144 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
58,881 |
65,768 |
6,887 |
11.7% |
200,308 |
|
| Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8698 |
0.8678 |
0.8598 |
|
| R3 |
0.8657 |
0.8637 |
0.8586 |
|
| R2 |
0.8616 |
0.8616 |
0.8583 |
|
| R1 |
0.8596 |
0.8596 |
0.8579 |
0.8606 |
| PP |
0.8575 |
0.8575 |
0.8575 |
0.8581 |
| S1 |
0.8555 |
0.8555 |
0.8571 |
0.8565 |
| S2 |
0.8534 |
0.8534 |
0.8567 |
|
| S3 |
0.8493 |
0.8514 |
0.8564 |
|
| S4 |
0.8452 |
0.8473 |
0.8552 |
|
|
| 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 |
0.8725 |
0.8547 |
0.0178 |
2.1% |
0.0064 |
0.7% |
16% |
False |
False |
58,029 |
| 10 |
0.8795 |
0.8547 |
0.0248 |
2.9% |
0.0060 |
0.7% |
11% |
False |
False |
33,967 |
| 20 |
0.8912 |
0.8547 |
0.0365 |
4.3% |
0.0069 |
0.8% |
8% |
False |
False |
18,003 |
| 40 |
0.8955 |
0.8547 |
0.0408 |
4.8% |
0.0067 |
0.8% |
7% |
False |
False |
9,254 |
| 60 |
0.9061 |
0.8547 |
0.0514 |
6.0% |
0.0067 |
0.8% |
5% |
False |
False |
6,307 |
| 80 |
0.9205 |
0.8547 |
0.0658 |
7.7% |
0.0062 |
0.7% |
4% |
False |
False |
4,793 |
| 100 |
0.9205 |
0.8547 |
0.0658 |
7.7% |
0.0052 |
0.6% |
4% |
False |
False |
3,842 |
| 120 |
0.9356 |
0.8547 |
0.0809 |
9.4% |
0.0045 |
0.5% |
3% |
False |
False |
3,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8770 |
|
2.618 |
0.8703 |
|
1.618 |
0.8662 |
|
1.000 |
0.8637 |
|
0.618 |
0.8621 |
|
HIGH |
0.8596 |
|
0.618 |
0.8580 |
|
0.500 |
0.8576 |
|
0.382 |
0.8571 |
|
LOW |
0.8555 |
|
0.618 |
0.8530 |
|
1.000 |
0.8514 |
|
1.618 |
0.8489 |
|
2.618 |
0.8448 |
|
4.250 |
0.8381 |
|
|
| Fisher Pivots for day following 16-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8576 |
0.8606 |
| PP |
0.8575 |
0.8596 |
| S1 |
0.8575 |
0.8585 |
|