CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 17-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2014 |
17-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8557 |
0.8582 |
0.0025 |
0.3% |
0.8721 |
| High |
0.8596 |
0.8631 |
0.0035 |
0.4% |
0.8752 |
| Low |
0.8555 |
0.8550 |
-0.0005 |
-0.1% |
0.8608 |
| Close |
0.8575 |
0.8554 |
-0.0021 |
-0.2% |
0.8625 |
| Range |
0.0041 |
0.0081 |
0.0040 |
97.6% |
0.0144 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.4% |
0.0000 |
| Volume |
65,768 |
95,392 |
29,624 |
45.0% |
200,308 |
|
| Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8821 |
0.8769 |
0.8599 |
|
| R3 |
0.8740 |
0.8688 |
0.8576 |
|
| R2 |
0.8659 |
0.8659 |
0.8569 |
|
| R1 |
0.8607 |
0.8607 |
0.8561 |
0.8593 |
| PP |
0.8578 |
0.8578 |
0.8578 |
0.8571 |
| S1 |
0.8526 |
0.8526 |
0.8547 |
0.8512 |
| S2 |
0.8497 |
0.8497 |
0.8539 |
|
| S3 |
0.8416 |
0.8445 |
0.8532 |
|
| S4 |
0.8335 |
0.8364 |
0.8509 |
|
|
| 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 |
0.8715 |
0.8547 |
0.0168 |
2.0% |
0.0070 |
0.8% |
4% |
False |
False |
69,062 |
| 10 |
0.8795 |
0.8547 |
0.0248 |
2.9% |
0.0063 |
0.7% |
3% |
False |
False |
43,232 |
| 20 |
0.8912 |
0.8547 |
0.0365 |
4.3% |
0.0071 |
0.8% |
2% |
False |
False |
22,737 |
| 40 |
0.8955 |
0.8547 |
0.0408 |
4.8% |
0.0067 |
0.8% |
2% |
False |
False |
11,635 |
| 60 |
0.9008 |
0.8547 |
0.0461 |
5.4% |
0.0067 |
0.8% |
2% |
False |
False |
7,893 |
| 80 |
0.9205 |
0.8547 |
0.0658 |
7.7% |
0.0063 |
0.7% |
1% |
False |
False |
5,985 |
| 100 |
0.9205 |
0.8547 |
0.0658 |
7.7% |
0.0052 |
0.6% |
1% |
False |
False |
4,795 |
| 120 |
0.9356 |
0.8547 |
0.0809 |
9.5% |
0.0045 |
0.5% |
1% |
False |
False |
4,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8975 |
|
2.618 |
0.8843 |
|
1.618 |
0.8762 |
|
1.000 |
0.8712 |
|
0.618 |
0.8681 |
|
HIGH |
0.8631 |
|
0.618 |
0.8600 |
|
0.500 |
0.8591 |
|
0.382 |
0.8581 |
|
LOW |
0.8550 |
|
0.618 |
0.8500 |
|
1.000 |
0.8469 |
|
1.618 |
0.8419 |
|
2.618 |
0.8338 |
|
4.250 |
0.8206 |
|
|
| Fisher Pivots for day following 17-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8591 |
0.8594 |
| PP |
0.8578 |
0.8580 |
| S1 |
0.8566 |
0.8567 |
|