CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 05-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8758 |
0.8730 |
-0.0028 |
-0.3% |
0.8688 |
| High |
0.8775 |
0.8730 |
-0.0045 |
-0.5% |
0.8796 |
| Low |
0.8738 |
0.8676 |
-0.0062 |
-0.7% |
0.8676 |
| Close |
0.8742 |
0.8706 |
-0.0036 |
-0.4% |
0.8706 |
| Range |
0.0037 |
0.0054 |
0.0017 |
45.9% |
0.0120 |
| ATR |
0.0057 |
0.0057 |
0.0001 |
1.2% |
0.0000 |
| Volume |
197 |
124 |
-73 |
-37.1% |
1,003 |
|
| Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8866 |
0.8840 |
0.8736 |
|
| R3 |
0.8812 |
0.8786 |
0.8721 |
|
| R2 |
0.8758 |
0.8758 |
0.8716 |
|
| R1 |
0.8732 |
0.8732 |
0.8711 |
0.8718 |
| PP |
0.8704 |
0.8704 |
0.8704 |
0.8697 |
| S1 |
0.8678 |
0.8678 |
0.8701 |
0.8664 |
| S2 |
0.8650 |
0.8650 |
0.8696 |
|
| S3 |
0.8596 |
0.8624 |
0.8691 |
|
| S4 |
0.8542 |
0.8570 |
0.8676 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9086 |
0.9016 |
0.8772 |
|
| R3 |
0.8966 |
0.8896 |
0.8739 |
|
| R2 |
0.8846 |
0.8846 |
0.8728 |
|
| R1 |
0.8776 |
0.8776 |
0.8717 |
0.8811 |
| PP |
0.8726 |
0.8726 |
0.8726 |
0.8744 |
| S1 |
0.8656 |
0.8656 |
0.8695 |
0.8691 |
| S2 |
0.8606 |
0.8606 |
0.8684 |
|
| S3 |
0.8486 |
0.8536 |
0.8673 |
|
| S4 |
0.8366 |
0.8416 |
0.8640 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8796 |
0.8676 |
0.0120 |
1.4% |
0.0063 |
0.7% |
25% |
False |
True |
200 |
| 10 |
0.8876 |
0.8676 |
0.0200 |
2.3% |
0.0058 |
0.7% |
15% |
False |
True |
133 |
| 20 |
0.8876 |
0.8676 |
0.0200 |
2.3% |
0.0043 |
0.5% |
15% |
False |
True |
81 |
| 40 |
0.8928 |
0.8676 |
0.0252 |
2.9% |
0.0040 |
0.5% |
12% |
False |
True |
66 |
| 60 |
0.9120 |
0.8676 |
0.0444 |
5.1% |
0.0037 |
0.4% |
7% |
False |
True |
49 |
| 80 |
0.9161 |
0.8676 |
0.0485 |
5.6% |
0.0029 |
0.3% |
6% |
False |
True |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8960 |
|
2.618 |
0.8871 |
|
1.618 |
0.8817 |
|
1.000 |
0.8784 |
|
0.618 |
0.8763 |
|
HIGH |
0.8730 |
|
0.618 |
0.8709 |
|
0.500 |
0.8703 |
|
0.382 |
0.8697 |
|
LOW |
0.8676 |
|
0.618 |
0.8643 |
|
1.000 |
0.8622 |
|
1.618 |
0.8589 |
|
2.618 |
0.8535 |
|
4.250 |
0.8447 |
|
|
| Fisher Pivots for day following 05-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8705 |
0.8726 |
| PP |
0.8704 |
0.8719 |
| S1 |
0.8703 |
0.8713 |
|