CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 02-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2014 |
02-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8688 |
0.8789 |
0.0101 |
1.2% |
0.8829 |
| High |
0.8796 |
0.8789 |
-0.0007 |
-0.1% |
0.8863 |
| Low |
0.8687 |
0.8720 |
0.0033 |
0.4% |
0.8702 |
| Close |
0.8795 |
0.8726 |
-0.0069 |
-0.8% |
0.8702 |
| Range |
0.0109 |
0.0069 |
-0.0040 |
-36.7% |
0.0161 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
2.1% |
0.0000 |
| Volume |
150 |
467 |
317 |
211.3% |
321 |
|
| Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8952 |
0.8908 |
0.8764 |
|
| R3 |
0.8883 |
0.8839 |
0.8745 |
|
| R2 |
0.8814 |
0.8814 |
0.8739 |
|
| R1 |
0.8770 |
0.8770 |
0.8732 |
0.8758 |
| PP |
0.8745 |
0.8745 |
0.8745 |
0.8739 |
| S1 |
0.8701 |
0.8701 |
0.8720 |
0.8689 |
| S2 |
0.8676 |
0.8676 |
0.8713 |
|
| S3 |
0.8607 |
0.8632 |
0.8707 |
|
| S4 |
0.8538 |
0.8563 |
0.8688 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9239 |
0.9131 |
0.8791 |
|
| R3 |
0.9078 |
0.8970 |
0.8746 |
|
| R2 |
0.8917 |
0.8917 |
0.8732 |
|
| R1 |
0.8809 |
0.8809 |
0.8717 |
0.8783 |
| PP |
0.8756 |
0.8756 |
0.8756 |
0.8742 |
| S1 |
0.8648 |
0.8648 |
0.8687 |
0.8622 |
| S2 |
0.8595 |
0.8595 |
0.8672 |
|
| S3 |
0.8434 |
0.8487 |
0.8658 |
|
| S4 |
0.8273 |
0.8326 |
0.8613 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8863 |
0.8687 |
0.0176 |
2.0% |
0.0073 |
0.8% |
22% |
False |
False |
136 |
| 10 |
0.8876 |
0.8687 |
0.0189 |
2.2% |
0.0049 |
0.6% |
21% |
False |
False |
105 |
| 20 |
0.8876 |
0.8687 |
0.0189 |
2.2% |
0.0042 |
0.5% |
21% |
False |
False |
73 |
| 40 |
0.8961 |
0.8687 |
0.0274 |
3.1% |
0.0040 |
0.5% |
14% |
False |
False |
57 |
| 60 |
0.9120 |
0.8687 |
0.0433 |
5.0% |
0.0036 |
0.4% |
9% |
False |
False |
46 |
| 80 |
0.9161 |
0.8687 |
0.0474 |
5.4% |
0.0028 |
0.3% |
8% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9082 |
|
2.618 |
0.8970 |
|
1.618 |
0.8901 |
|
1.000 |
0.8858 |
|
0.618 |
0.8832 |
|
HIGH |
0.8789 |
|
0.618 |
0.8763 |
|
0.500 |
0.8755 |
|
0.382 |
0.8746 |
|
LOW |
0.8720 |
|
0.618 |
0.8677 |
|
1.000 |
0.8651 |
|
1.618 |
0.8608 |
|
2.618 |
0.8539 |
|
4.250 |
0.8427 |
|
|
| Fisher Pivots for day following 02-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8755 |
0.8749 |
| PP |
0.8745 |
0.8741 |
| S1 |
0.8736 |
0.8734 |
|