CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 24-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2014 |
24-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8580 |
0.8588 |
0.0008 |
0.1% |
0.8624 |
| High |
0.8607 |
0.8613 |
0.0006 |
0.1% |
0.8640 |
| Low |
0.8556 |
0.8575 |
0.0019 |
0.2% |
0.8547 |
| Close |
0.8593 |
0.8589 |
-0.0004 |
0.0% |
0.8602 |
| Range |
0.0051 |
0.0038 |
-0.0013 |
-25.5% |
0.0093 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
35,032 |
15,592 |
-19,440 |
-55.5% |
311,465 |
|
| Daily Pivots for day following 24-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8706 |
0.8686 |
0.8610 |
|
| R3 |
0.8668 |
0.8648 |
0.8599 |
|
| R2 |
0.8630 |
0.8630 |
0.8596 |
|
| R1 |
0.8610 |
0.8610 |
0.8592 |
0.8620 |
| PP |
0.8592 |
0.8592 |
0.8592 |
0.8598 |
| S1 |
0.8572 |
0.8572 |
0.8586 |
0.8582 |
| S2 |
0.8554 |
0.8554 |
0.8582 |
|
| S3 |
0.8516 |
0.8534 |
0.8579 |
|
| S4 |
0.8478 |
0.8496 |
0.8568 |
|
|
| 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 |
0.8628 |
0.8556 |
0.0072 |
0.8% |
0.0050 |
0.6% |
46% |
False |
False |
34,454 |
| 10 |
0.8715 |
0.8547 |
0.0168 |
2.0% |
0.0060 |
0.7% |
25% |
False |
False |
51,758 |
| 20 |
0.8883 |
0.8547 |
0.0336 |
3.9% |
0.0067 |
0.8% |
13% |
False |
False |
31,069 |
| 40 |
0.8955 |
0.8547 |
0.0408 |
4.8% |
0.0067 |
0.8% |
10% |
False |
False |
15,919 |
| 60 |
0.8995 |
0.8547 |
0.0448 |
5.2% |
0.0067 |
0.8% |
9% |
False |
False |
10,744 |
| 80 |
0.9187 |
0.8547 |
0.0640 |
7.5% |
0.0064 |
0.7% |
7% |
False |
False |
8,133 |
| 100 |
0.9205 |
0.8547 |
0.0658 |
7.7% |
0.0055 |
0.6% |
6% |
False |
False |
6,517 |
| 120 |
0.9337 |
0.8547 |
0.0790 |
9.2% |
0.0047 |
0.5% |
5% |
False |
False |
5,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8775 |
|
2.618 |
0.8712 |
|
1.618 |
0.8674 |
|
1.000 |
0.8651 |
|
0.618 |
0.8636 |
|
HIGH |
0.8613 |
|
0.618 |
0.8598 |
|
0.500 |
0.8594 |
|
0.382 |
0.8590 |
|
LOW |
0.8575 |
|
0.618 |
0.8552 |
|
1.000 |
0.8537 |
|
1.618 |
0.8514 |
|
2.618 |
0.8476 |
|
4.250 |
0.8414 |
|
|
| Fisher Pivots for day following 24-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8594 |
0.8589 |
| PP |
0.8592 |
0.8589 |
| S1 |
0.8591 |
0.8589 |
|