CME Canadian Dollar Future June 2015
Trading Metrics calculated at close of trading on 12-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
0.8656 |
0.8616 |
-0.0040 |
-0.5% |
0.8700 |
High |
0.8661 |
0.8641 |
-0.0020 |
-0.2% |
0.8724 |
Low |
0.8621 |
0.8596 |
-0.0025 |
-0.3% |
0.8596 |
Close |
0.8626 |
0.8606 |
-0.0020 |
-0.2% |
0.8606 |
Range |
0.0040 |
0.0045 |
0.0005 |
12.5% |
0.0128 |
ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
641 |
792 |
151 |
23.6% |
1,719 |
|
Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8749 |
0.8723 |
0.8631 |
|
R3 |
0.8704 |
0.8678 |
0.8618 |
|
R2 |
0.8659 |
0.8659 |
0.8614 |
|
R1 |
0.8633 |
0.8633 |
0.8610 |
0.8624 |
PP |
0.8614 |
0.8614 |
0.8614 |
0.8610 |
S1 |
0.8588 |
0.8588 |
0.8602 |
0.8579 |
S2 |
0.8569 |
0.8569 |
0.8598 |
|
S3 |
0.8524 |
0.8543 |
0.8594 |
|
S4 |
0.8479 |
0.8498 |
0.8581 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9026 |
0.8944 |
0.8676 |
|
R3 |
0.8898 |
0.8816 |
0.8641 |
|
R2 |
0.8770 |
0.8770 |
0.8629 |
|
R1 |
0.8688 |
0.8688 |
0.8618 |
0.8665 |
PP |
0.8642 |
0.8642 |
0.8642 |
0.8631 |
S1 |
0.8560 |
0.8560 |
0.8594 |
0.8537 |
S2 |
0.8514 |
0.8514 |
0.8583 |
|
S3 |
0.8386 |
0.8432 |
0.8571 |
|
S4 |
0.8258 |
0.8304 |
0.8536 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8724 |
0.8596 |
0.0128 |
1.5% |
0.0042 |
0.5% |
8% |
False |
True |
343 |
10 |
0.8796 |
0.8596 |
0.0200 |
2.3% |
0.0053 |
0.6% |
5% |
False |
True |
272 |
20 |
0.8876 |
0.8596 |
0.0280 |
3.3% |
0.0045 |
0.5% |
4% |
False |
True |
159 |
40 |
0.8928 |
0.8596 |
0.0332 |
3.9% |
0.0040 |
0.5% |
3% |
False |
True |
105 |
60 |
0.9120 |
0.8596 |
0.0524 |
6.1% |
0.0039 |
0.4% |
2% |
False |
True |
77 |
80 |
0.9161 |
0.8596 |
0.0565 |
6.6% |
0.0032 |
0.4% |
2% |
False |
True |
62 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8832 |
2.618 |
0.8759 |
1.618 |
0.8714 |
1.000 |
0.8686 |
0.618 |
0.8669 |
HIGH |
0.8641 |
0.618 |
0.8624 |
0.500 |
0.8619 |
0.382 |
0.8613 |
LOW |
0.8596 |
0.618 |
0.8568 |
1.000 |
0.8551 |
1.618 |
0.8523 |
2.618 |
0.8478 |
4.250 |
0.8405 |
|
|
Fisher Pivots for day following 12-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8619 |
0.8642 |
PP |
0.8614 |
0.8630 |
S1 |
0.8610 |
0.8618 |
|