CME Canadian Dollar Future June 2015
Trading Metrics calculated at close of trading on 11-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
0.8688 |
0.8656 |
-0.0032 |
-0.4% |
0.8688 |
High |
0.8688 |
0.8661 |
-0.0027 |
-0.3% |
0.8796 |
Low |
0.8658 |
0.8621 |
-0.0037 |
-0.4% |
0.8676 |
Close |
0.8666 |
0.8626 |
-0.0040 |
-0.5% |
0.8706 |
Range |
0.0030 |
0.0040 |
0.0010 |
33.3% |
0.0120 |
ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
94 |
641 |
547 |
581.9% |
1,003 |
|
Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8756 |
0.8731 |
0.8648 |
|
R3 |
0.8716 |
0.8691 |
0.8637 |
|
R2 |
0.8676 |
0.8676 |
0.8633 |
|
R1 |
0.8651 |
0.8651 |
0.8630 |
0.8644 |
PP |
0.8636 |
0.8636 |
0.8636 |
0.8632 |
S1 |
0.8611 |
0.8611 |
0.8622 |
0.8604 |
S2 |
0.8596 |
0.8596 |
0.8619 |
|
S3 |
0.8556 |
0.8571 |
0.8615 |
|
S4 |
0.8516 |
0.8531 |
0.8604 |
|
|
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 |
0.8730 |
0.8621 |
0.0109 |
1.3% |
0.0044 |
0.5% |
5% |
False |
True |
210 |
10 |
0.8810 |
0.8621 |
0.0189 |
2.2% |
0.0059 |
0.7% |
3% |
False |
True |
195 |
20 |
0.8876 |
0.8621 |
0.0255 |
3.0% |
0.0044 |
0.5% |
2% |
False |
True |
121 |
40 |
0.8928 |
0.8621 |
0.0307 |
3.6% |
0.0040 |
0.5% |
2% |
False |
True |
86 |
60 |
0.9120 |
0.8621 |
0.0499 |
5.8% |
0.0038 |
0.4% |
1% |
False |
True |
64 |
80 |
0.9161 |
0.8621 |
0.0540 |
6.3% |
0.0031 |
0.4% |
1% |
False |
True |
52 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8831 |
2.618 |
0.8766 |
1.618 |
0.8726 |
1.000 |
0.8701 |
0.618 |
0.8686 |
HIGH |
0.8661 |
0.618 |
0.8646 |
0.500 |
0.8641 |
0.382 |
0.8636 |
LOW |
0.8621 |
0.618 |
0.8596 |
1.000 |
0.8581 |
1.618 |
0.8556 |
2.618 |
0.8516 |
4.250 |
0.8451 |
|
|
Fisher Pivots for day following 11-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8641 |
0.8673 |
PP |
0.8636 |
0.8657 |
S1 |
0.8631 |
0.8642 |
|