CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 31-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2014 |
31-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8574 |
0.8598 |
0.0024 |
0.3% |
0.8597 |
| High |
0.8609 |
0.8633 |
0.0024 |
0.3% |
0.8621 |
| Low |
0.8568 |
0.8585 |
0.0017 |
0.2% |
0.8556 |
| Close |
0.8604 |
0.8597 |
-0.0007 |
-0.1% |
0.8588 |
| Range |
0.0041 |
0.0048 |
0.0007 |
17.1% |
0.0065 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
25,086 |
27,987 |
2,901 |
11.6% |
87,622 |
|
| Daily Pivots for day following 31-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8749 |
0.8721 |
0.8623 |
|
| R3 |
0.8701 |
0.8673 |
0.8610 |
|
| R2 |
0.8653 |
0.8653 |
0.8606 |
|
| R1 |
0.8625 |
0.8625 |
0.8601 |
0.8615 |
| PP |
0.8605 |
0.8605 |
0.8605 |
0.8600 |
| S1 |
0.8577 |
0.8577 |
0.8593 |
0.8567 |
| S2 |
0.8557 |
0.8557 |
0.8588 |
|
| S3 |
0.8509 |
0.8529 |
0.8584 |
|
| S4 |
0.8461 |
0.8481 |
0.8571 |
|
|
| 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 |
0.8633 |
0.8568 |
0.0065 |
0.8% |
0.0036 |
0.4% |
45% |
True |
False |
19,629 |
| 10 |
0.8633 |
0.8550 |
0.0083 |
1.0% |
0.0047 |
0.6% |
57% |
True |
False |
35,021 |
| 20 |
0.8795 |
0.8547 |
0.0248 |
2.9% |
0.0054 |
0.6% |
20% |
False |
False |
34,494 |
| 40 |
0.8912 |
0.8547 |
0.0365 |
4.2% |
0.0063 |
0.7% |
14% |
False |
False |
17,947 |
| 60 |
0.8987 |
0.8547 |
0.0440 |
5.1% |
0.0064 |
0.7% |
11% |
False |
False |
12,051 |
| 80 |
0.9145 |
0.8547 |
0.0598 |
7.0% |
0.0063 |
0.7% |
8% |
False |
False |
9,162 |
| 100 |
0.9205 |
0.8547 |
0.0658 |
7.7% |
0.0055 |
0.6% |
8% |
False |
False |
7,341 |
| 120 |
0.9278 |
0.8547 |
0.0731 |
8.5% |
0.0048 |
0.6% |
7% |
False |
False |
6,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8837 |
|
2.618 |
0.8759 |
|
1.618 |
0.8711 |
|
1.000 |
0.8681 |
|
0.618 |
0.8663 |
|
HIGH |
0.8633 |
|
0.618 |
0.8615 |
|
0.500 |
0.8609 |
|
0.382 |
0.8603 |
|
LOW |
0.8585 |
|
0.618 |
0.8555 |
|
1.000 |
0.8537 |
|
1.618 |
0.8507 |
|
2.618 |
0.8459 |
|
4.250 |
0.8381 |
|
|
| Fisher Pivots for day following 31-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8609 |
0.8601 |
| PP |
0.8605 |
0.8599 |
| S1 |
0.8601 |
0.8598 |
|