CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 10-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8677 |
0.8688 |
0.0011 |
0.1% |
0.8688 |
| High |
0.8724 |
0.8688 |
-0.0036 |
-0.4% |
0.8796 |
| Low |
0.8657 |
0.8658 |
0.0001 |
0.0% |
0.8676 |
| Close |
0.8703 |
0.8666 |
-0.0037 |
-0.4% |
0.8706 |
| Range |
0.0067 |
0.0030 |
-0.0037 |
-55.2% |
0.0120 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
91 |
94 |
3 |
3.3% |
1,003 |
|
| Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8761 |
0.8743 |
0.8683 |
|
| R3 |
0.8731 |
0.8713 |
0.8674 |
|
| R2 |
0.8701 |
0.8701 |
0.8672 |
|
| R1 |
0.8683 |
0.8683 |
0.8669 |
0.8677 |
| PP |
0.8671 |
0.8671 |
0.8671 |
0.8668 |
| S1 |
0.8653 |
0.8653 |
0.8663 |
0.8647 |
| S2 |
0.8641 |
0.8641 |
0.8661 |
|
| S3 |
0.8611 |
0.8623 |
0.8658 |
|
| S4 |
0.8581 |
0.8593 |
0.8650 |
|
|
| 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 |
0.8775 |
0.8657 |
0.0118 |
1.4% |
0.0044 |
0.5% |
8% |
False |
False |
121 |
| 10 |
0.8863 |
0.8657 |
0.0206 |
2.4% |
0.0058 |
0.7% |
4% |
False |
False |
133 |
| 20 |
0.8876 |
0.8657 |
0.0219 |
2.5% |
0.0043 |
0.5% |
4% |
False |
False |
90 |
| 40 |
0.8928 |
0.8657 |
0.0271 |
3.1% |
0.0041 |
0.5% |
3% |
False |
False |
70 |
| 60 |
0.9120 |
0.8657 |
0.0463 |
5.3% |
0.0038 |
0.4% |
2% |
False |
False |
54 |
| 80 |
0.9161 |
0.8657 |
0.0504 |
5.8% |
0.0031 |
0.4% |
2% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8816 |
|
2.618 |
0.8767 |
|
1.618 |
0.8737 |
|
1.000 |
0.8718 |
|
0.618 |
0.8707 |
|
HIGH |
0.8688 |
|
0.618 |
0.8677 |
|
0.500 |
0.8673 |
|
0.382 |
0.8669 |
|
LOW |
0.8658 |
|
0.618 |
0.8639 |
|
1.000 |
0.8628 |
|
1.618 |
0.8609 |
|
2.618 |
0.8579 |
|
4.250 |
0.8531 |
|
|
| Fisher Pivots for day following 10-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8673 |
0.8691 |
| PP |
0.8671 |
0.8682 |
| S1 |
0.8668 |
0.8674 |
|