CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 30-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2014 |
30-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8586 |
0.8574 |
-0.0012 |
-0.1% |
0.8597 |
| High |
0.8602 |
0.8609 |
0.0007 |
0.1% |
0.8621 |
| Low |
0.8569 |
0.8568 |
-0.0001 |
0.0% |
0.8556 |
| Close |
0.8581 |
0.8604 |
0.0023 |
0.3% |
0.8588 |
| Range |
0.0033 |
0.0041 |
0.0008 |
24.2% |
0.0065 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
22,708 |
25,086 |
2,378 |
10.5% |
87,622 |
|
| Daily Pivots for day following 30-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8717 |
0.8701 |
0.8627 |
|
| R3 |
0.8676 |
0.8660 |
0.8615 |
|
| R2 |
0.8635 |
0.8635 |
0.8612 |
|
| R1 |
0.8619 |
0.8619 |
0.8608 |
0.8627 |
| PP |
0.8594 |
0.8594 |
0.8594 |
0.8598 |
| S1 |
0.8578 |
0.8578 |
0.8600 |
0.8586 |
| S2 |
0.8553 |
0.8553 |
0.8596 |
|
| S3 |
0.8512 |
0.8537 |
0.8593 |
|
| S4 |
0.8471 |
0.8496 |
0.8581 |
|
|
| 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 |
0.8613 |
0.8556 |
0.0057 |
0.7% |
0.0037 |
0.4% |
84% |
False |
False |
21,038 |
| 10 |
0.8631 |
0.8550 |
0.0081 |
0.9% |
0.0047 |
0.5% |
67% |
False |
False |
38,800 |
| 20 |
0.8813 |
0.8547 |
0.0266 |
3.1% |
0.0055 |
0.6% |
21% |
False |
False |
33,327 |
| 40 |
0.8912 |
0.8547 |
0.0365 |
4.2% |
0.0064 |
0.7% |
16% |
False |
False |
17,257 |
| 60 |
0.8987 |
0.8547 |
0.0440 |
5.1% |
0.0065 |
0.8% |
13% |
False |
False |
11,589 |
| 80 |
0.9145 |
0.8547 |
0.0598 |
7.0% |
0.0064 |
0.7% |
10% |
False |
False |
8,812 |
| 100 |
0.9205 |
0.8547 |
0.0658 |
7.6% |
0.0055 |
0.6% |
9% |
False |
False |
7,062 |
| 120 |
0.9300 |
0.8547 |
0.0753 |
8.8% |
0.0048 |
0.6% |
8% |
False |
False |
5,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8783 |
|
2.618 |
0.8716 |
|
1.618 |
0.8675 |
|
1.000 |
0.8650 |
|
0.618 |
0.8634 |
|
HIGH |
0.8609 |
|
0.618 |
0.8593 |
|
0.500 |
0.8589 |
|
0.382 |
0.8584 |
|
LOW |
0.8568 |
|
0.618 |
0.8543 |
|
1.000 |
0.8527 |
|
1.618 |
0.8502 |
|
2.618 |
0.8461 |
|
4.250 |
0.8394 |
|
|
| Fisher Pivots for day following 30-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8599 |
0.8599 |
| PP |
0.8594 |
0.8594 |
| S1 |
0.8589 |
0.8589 |
|