CME Canadian Dollar Future June 2015
Trading Metrics calculated at close of trading on 03-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2014 |
03-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
0.8789 |
0.8745 |
-0.0044 |
-0.5% |
0.8829 |
High |
0.8789 |
0.8767 |
-0.0022 |
-0.3% |
0.8863 |
Low |
0.8720 |
0.8723 |
0.0003 |
0.0% |
0.8702 |
Close |
0.8726 |
0.8758 |
0.0032 |
0.4% |
0.8702 |
Range |
0.0069 |
0.0044 |
-0.0025 |
-36.2% |
0.0161 |
ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
467 |
65 |
-402 |
-86.1% |
321 |
|
Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8881 |
0.8864 |
0.8782 |
|
R3 |
0.8837 |
0.8820 |
0.8770 |
|
R2 |
0.8793 |
0.8793 |
0.8766 |
|
R1 |
0.8776 |
0.8776 |
0.8762 |
0.8785 |
PP |
0.8749 |
0.8749 |
0.8749 |
0.8754 |
S1 |
0.8732 |
0.8732 |
0.8754 |
0.8741 |
S2 |
0.8705 |
0.8705 |
0.8750 |
|
S3 |
0.8661 |
0.8688 |
0.8746 |
|
S4 |
0.8617 |
0.8644 |
0.8734 |
|
|
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% |
40% |
False |
False |
145 |
10 |
0.8876 |
0.8687 |
0.0189 |
2.2% |
0.0052 |
0.6% |
38% |
False |
False |
111 |
20 |
0.8876 |
0.8687 |
0.0189 |
2.2% |
0.0042 |
0.5% |
38% |
False |
False |
72 |
40 |
0.8961 |
0.8687 |
0.0274 |
3.1% |
0.0041 |
0.5% |
26% |
False |
False |
58 |
60 |
0.9120 |
0.8687 |
0.0433 |
4.9% |
0.0036 |
0.4% |
16% |
False |
False |
47 |
80 |
0.9161 |
0.8687 |
0.0474 |
5.4% |
0.0028 |
0.3% |
15% |
False |
False |
37 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8954 |
2.618 |
0.8882 |
1.618 |
0.8838 |
1.000 |
0.8811 |
0.618 |
0.8794 |
HIGH |
0.8767 |
0.618 |
0.8750 |
0.500 |
0.8745 |
0.382 |
0.8740 |
LOW |
0.8723 |
0.618 |
0.8696 |
1.000 |
0.8679 |
1.618 |
0.8652 |
2.618 |
0.8608 |
4.250 |
0.8536 |
|
|
Fisher Pivots for day following 03-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8754 |
0.8753 |
PP |
0.8749 |
0.8747 |
S1 |
0.8745 |
0.8742 |
|