CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 04-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2014 |
04-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8745 |
0.8758 |
0.0013 |
0.1% |
0.8829 |
| High |
0.8767 |
0.8775 |
0.0008 |
0.1% |
0.8863 |
| Low |
0.8723 |
0.8738 |
0.0015 |
0.2% |
0.8702 |
| Close |
0.8758 |
0.8742 |
-0.0016 |
-0.2% |
0.8702 |
| Range |
0.0044 |
0.0037 |
-0.0007 |
-15.9% |
0.0161 |
| ATR |
0.0058 |
0.0057 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
65 |
197 |
132 |
203.1% |
321 |
|
| Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8863 |
0.8839 |
0.8762 |
|
| R3 |
0.8826 |
0.8802 |
0.8752 |
|
| R2 |
0.8789 |
0.8789 |
0.8749 |
|
| R1 |
0.8765 |
0.8765 |
0.8745 |
0.8759 |
| PP |
0.8752 |
0.8752 |
0.8752 |
0.8748 |
| S1 |
0.8728 |
0.8728 |
0.8739 |
0.8722 |
| S2 |
0.8715 |
0.8715 |
0.8735 |
|
| S3 |
0.8678 |
0.8691 |
0.8732 |
|
| S4 |
0.8641 |
0.8654 |
0.8722 |
|
|
| 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 |
0.8810 |
0.8687 |
0.0123 |
1.4% |
0.0073 |
0.8% |
45% |
False |
False |
179 |
| 10 |
0.8876 |
0.8687 |
0.0189 |
2.2% |
0.0053 |
0.6% |
29% |
False |
False |
128 |
| 20 |
0.8876 |
0.8687 |
0.0189 |
2.2% |
0.0041 |
0.5% |
29% |
False |
False |
78 |
| 40 |
0.8961 |
0.8687 |
0.0274 |
3.1% |
0.0040 |
0.5% |
20% |
False |
False |
63 |
| 60 |
0.9120 |
0.8687 |
0.0433 |
5.0% |
0.0036 |
0.4% |
13% |
False |
False |
49 |
| 80 |
0.9161 |
0.8687 |
0.0474 |
5.4% |
0.0029 |
0.3% |
12% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8932 |
|
2.618 |
0.8872 |
|
1.618 |
0.8835 |
|
1.000 |
0.8812 |
|
0.618 |
0.8798 |
|
HIGH |
0.8775 |
|
0.618 |
0.8761 |
|
0.500 |
0.8757 |
|
0.382 |
0.8752 |
|
LOW |
0.8738 |
|
0.618 |
0.8715 |
|
1.000 |
0.8701 |
|
1.618 |
0.8678 |
|
2.618 |
0.8641 |
|
4.250 |
0.8581 |
|
|
| Fisher Pivots for day following 04-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8757 |
0.8755 |
| PP |
0.8752 |
0.8750 |
| S1 |
0.8747 |
0.8746 |
|