CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 26-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2014 |
26-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8588 |
0.8595 |
0.0007 |
0.1% |
0.8597 |
| High |
0.8613 |
0.8603 |
-0.0010 |
-0.1% |
0.8621 |
| Low |
0.8575 |
0.8582 |
0.0007 |
0.1% |
0.8556 |
| Close |
0.8589 |
0.8588 |
-0.0001 |
0.0% |
0.8588 |
| Range |
0.0038 |
0.0021 |
-0.0017 |
-44.7% |
0.0065 |
| ATR |
0.0063 |
0.0060 |
-0.0003 |
-4.8% |
0.0000 |
| Volume |
15,592 |
6,776 |
-8,816 |
-56.5% |
87,622 |
|
| Daily Pivots for day following 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8654 |
0.8642 |
0.8600 |
|
| R3 |
0.8633 |
0.8621 |
0.8594 |
|
| R2 |
0.8612 |
0.8612 |
0.8592 |
|
| R1 |
0.8600 |
0.8600 |
0.8590 |
0.8596 |
| PP |
0.8591 |
0.8591 |
0.8591 |
0.8589 |
| S1 |
0.8579 |
0.8579 |
0.8586 |
0.8575 |
| S2 |
0.8570 |
0.8570 |
0.8584 |
|
| S3 |
0.8549 |
0.8558 |
0.8582 |
|
| S4 |
0.8528 |
0.8537 |
0.8576 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8783 |
0.8751 |
0.8624 |
|
| R3 |
0.8718 |
0.8686 |
0.8606 |
|
| R2 |
0.8653 |
0.8653 |
0.8600 |
|
| R1 |
0.8621 |
0.8621 |
0.8594 |
0.8605 |
| PP |
0.8588 |
0.8588 |
0.8588 |
0.8580 |
| S1 |
0.8556 |
0.8556 |
0.8582 |
0.8540 |
| S2 |
0.8523 |
0.8523 |
0.8576 |
|
| S3 |
0.8458 |
0.8491 |
0.8570 |
|
| S4 |
0.8393 |
0.8426 |
0.8552 |
|
|
| 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% |
0.0042 |
0.5% |
44% |
False |
False |
25,278 |
| 10 |
0.8665 |
0.8547 |
0.0118 |
1.4% |
0.0054 |
0.6% |
35% |
False |
False |
47,048 |
| 20 |
0.8876 |
0.8547 |
0.0329 |
3.8% |
0.0065 |
0.8% |
12% |
False |
False |
31,347 |
| 40 |
0.8921 |
0.8547 |
0.0374 |
4.4% |
0.0066 |
0.8% |
11% |
False |
False |
16,085 |
| 60 |
0.8995 |
0.8547 |
0.0448 |
5.2% |
0.0066 |
0.8% |
9% |
False |
False |
10,849 |
| 80 |
0.9187 |
0.8547 |
0.0640 |
7.5% |
0.0063 |
0.7% |
6% |
False |
False |
8,215 |
| 100 |
0.9205 |
0.8547 |
0.0658 |
7.7% |
0.0055 |
0.6% |
6% |
False |
False |
6,585 |
| 120 |
0.9337 |
0.8547 |
0.0790 |
9.2% |
0.0047 |
0.5% |
5% |
False |
False |
5,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8692 |
|
2.618 |
0.8658 |
|
1.618 |
0.8637 |
|
1.000 |
0.8624 |
|
0.618 |
0.8616 |
|
HIGH |
0.8603 |
|
0.618 |
0.8595 |
|
0.500 |
0.8593 |
|
0.382 |
0.8590 |
|
LOW |
0.8582 |
|
0.618 |
0.8569 |
|
1.000 |
0.8561 |
|
1.618 |
0.8548 |
|
2.618 |
0.8527 |
|
4.250 |
0.8493 |
|
|
| Fisher Pivots for day following 26-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8593 |
0.8587 |
| PP |
0.8591 |
0.8586 |
| S1 |
0.8590 |
0.8585 |
|