CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 23-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2014 |
23-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8597 |
0.8580 |
-0.0017 |
-0.2% |
0.8624 |
| High |
0.8621 |
0.8607 |
-0.0014 |
-0.2% |
0.8640 |
| Low |
0.8571 |
0.8556 |
-0.0015 |
-0.2% |
0.8547 |
| Close |
0.8573 |
0.8593 |
0.0020 |
0.2% |
0.8602 |
| Range |
0.0050 |
0.0051 |
0.0001 |
2.0% |
0.0093 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
30,222 |
35,032 |
4,810 |
15.9% |
311,465 |
|
| Daily Pivots for day following 23-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8738 |
0.8717 |
0.8621 |
|
| R3 |
0.8687 |
0.8666 |
0.8607 |
|
| R2 |
0.8636 |
0.8636 |
0.8602 |
|
| R1 |
0.8615 |
0.8615 |
0.8598 |
0.8626 |
| PP |
0.8585 |
0.8585 |
0.8585 |
0.8591 |
| S1 |
0.8564 |
0.8564 |
0.8588 |
0.8575 |
| S2 |
0.8534 |
0.8534 |
0.8584 |
|
| S3 |
0.8483 |
0.8513 |
0.8579 |
|
| S4 |
0.8432 |
0.8462 |
0.8565 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8875 |
0.8832 |
0.8653 |
|
| R3 |
0.8782 |
0.8739 |
0.8628 |
|
| R2 |
0.8689 |
0.8689 |
0.8619 |
|
| R1 |
0.8646 |
0.8646 |
0.8611 |
0.8621 |
| PP |
0.8596 |
0.8596 |
0.8596 |
0.8584 |
| S1 |
0.8553 |
0.8553 |
0.8593 |
0.8528 |
| S2 |
0.8503 |
0.8503 |
0.8585 |
|
| S3 |
0.8410 |
0.8460 |
0.8576 |
|
| S4 |
0.8317 |
0.8367 |
0.8551 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8631 |
0.8550 |
0.0081 |
0.9% |
0.0058 |
0.7% |
53% |
False |
False |
50,414 |
| 10 |
0.8725 |
0.8547 |
0.0178 |
2.1% |
0.0061 |
0.7% |
26% |
False |
False |
54,221 |
| 20 |
0.8883 |
0.8547 |
0.0336 |
3.9% |
0.0068 |
0.8% |
14% |
False |
False |
30,373 |
| 40 |
0.8955 |
0.8547 |
0.0408 |
4.7% |
0.0068 |
0.8% |
11% |
False |
False |
15,531 |
| 60 |
0.8995 |
0.8547 |
0.0448 |
5.2% |
0.0067 |
0.8% |
10% |
False |
False |
10,489 |
| 80 |
0.9187 |
0.8547 |
0.0640 |
7.4% |
0.0063 |
0.7% |
7% |
False |
False |
7,938 |
| 100 |
0.9205 |
0.8547 |
0.0658 |
7.7% |
0.0054 |
0.6% |
7% |
False |
False |
6,362 |
| 120 |
0.9337 |
0.8547 |
0.0790 |
9.2% |
0.0047 |
0.5% |
6% |
False |
False |
5,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8824 |
|
2.618 |
0.8741 |
|
1.618 |
0.8690 |
|
1.000 |
0.8658 |
|
0.618 |
0.8639 |
|
HIGH |
0.8607 |
|
0.618 |
0.8588 |
|
0.500 |
0.8582 |
|
0.382 |
0.8575 |
|
LOW |
0.8556 |
|
0.618 |
0.8524 |
|
1.000 |
0.8505 |
|
1.618 |
0.8473 |
|
2.618 |
0.8422 |
|
4.250 |
0.8339 |
|
|
| Fisher Pivots for day following 23-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8589 |
0.8593 |
| PP |
0.8585 |
0.8592 |
| S1 |
0.8582 |
0.8592 |
|