CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 18-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2014 |
18-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8582 |
0.8571 |
-0.0011 |
-0.1% |
0.8721 |
| High |
0.8631 |
0.8625 |
-0.0006 |
-0.1% |
0.8752 |
| Low |
0.8550 |
0.8567 |
0.0017 |
0.2% |
0.8608 |
| Close |
0.8554 |
0.8605 |
0.0051 |
0.6% |
0.8625 |
| Range |
0.0081 |
0.0058 |
-0.0023 |
-28.4% |
0.0144 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
0.2% |
0.0000 |
| Volume |
95,392 |
52,652 |
-42,740 |
-44.8% |
200,308 |
|
| Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8773 |
0.8747 |
0.8637 |
|
| R3 |
0.8715 |
0.8689 |
0.8621 |
|
| R2 |
0.8657 |
0.8657 |
0.8616 |
|
| R1 |
0.8631 |
0.8631 |
0.8610 |
0.8644 |
| PP |
0.8599 |
0.8599 |
0.8599 |
0.8606 |
| S1 |
0.8573 |
0.8573 |
0.8600 |
0.8586 |
| S2 |
0.8541 |
0.8541 |
0.8594 |
|
| S3 |
0.8483 |
0.8515 |
0.8589 |
|
| S4 |
0.8425 |
0.8457 |
0.8573 |
|
|
| 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 |
0.8665 |
0.8547 |
0.0118 |
1.4% |
0.0066 |
0.8% |
49% |
False |
False |
68,817 |
| 10 |
0.8762 |
0.8547 |
0.0215 |
2.5% |
0.0064 |
0.7% |
27% |
False |
False |
47,932 |
| 20 |
0.8912 |
0.8547 |
0.0365 |
4.2% |
0.0072 |
0.8% |
16% |
False |
False |
25,345 |
| 40 |
0.8955 |
0.8547 |
0.0408 |
4.7% |
0.0066 |
0.8% |
14% |
False |
False |
12,949 |
| 60 |
0.8995 |
0.8547 |
0.0448 |
5.2% |
0.0067 |
0.8% |
13% |
False |
False |
8,767 |
| 80 |
0.9205 |
0.8547 |
0.0658 |
7.6% |
0.0063 |
0.7% |
9% |
False |
False |
6,643 |
| 100 |
0.9205 |
0.8547 |
0.0658 |
7.6% |
0.0053 |
0.6% |
9% |
False |
False |
5,321 |
| 120 |
0.9356 |
0.8547 |
0.0809 |
9.4% |
0.0046 |
0.5% |
7% |
False |
False |
4,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8872 |
|
2.618 |
0.8777 |
|
1.618 |
0.8719 |
|
1.000 |
0.8683 |
|
0.618 |
0.8661 |
|
HIGH |
0.8625 |
|
0.618 |
0.8603 |
|
0.500 |
0.8596 |
|
0.382 |
0.8589 |
|
LOW |
0.8567 |
|
0.618 |
0.8531 |
|
1.000 |
0.8509 |
|
1.618 |
0.8473 |
|
2.618 |
0.8415 |
|
4.250 |
0.8321 |
|
|
| Fisher Pivots for day following 18-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8602 |
0.8600 |
| PP |
0.8599 |
0.8595 |
| S1 |
0.8596 |
0.8591 |
|