CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 18-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2014 |
18-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8566 |
0.8559 |
-0.0007 |
-0.1% |
0.8700 |
| High |
0.8605 |
0.8601 |
-0.0004 |
0.0% |
0.8724 |
| Low |
0.8536 |
0.8559 |
0.0023 |
0.3% |
0.8596 |
| Close |
0.8536 |
0.8587 |
0.0051 |
0.6% |
0.8606 |
| Range |
0.0069 |
0.0042 |
-0.0027 |
-39.1% |
0.0128 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
1.4% |
0.0000 |
| Volume |
137 |
3,875 |
3,738 |
2,728.5% |
1,719 |
|
| Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8708 |
0.8690 |
0.8610 |
|
| R3 |
0.8666 |
0.8648 |
0.8599 |
|
| R2 |
0.8624 |
0.8624 |
0.8595 |
|
| R1 |
0.8606 |
0.8606 |
0.8591 |
0.8615 |
| PP |
0.8582 |
0.8582 |
0.8582 |
0.8587 |
| S1 |
0.8564 |
0.8564 |
0.8583 |
0.8573 |
| S2 |
0.8540 |
0.8540 |
0.8579 |
|
| S3 |
0.8498 |
0.8522 |
0.8575 |
|
| S4 |
0.8456 |
0.8480 |
0.8564 |
|
|
| 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 |
0.8641 |
0.8536 |
0.0105 |
1.2% |
0.0047 |
0.5% |
49% |
False |
False |
1,021 |
| 10 |
0.8730 |
0.8536 |
0.0194 |
2.3% |
0.0046 |
0.5% |
26% |
False |
False |
616 |
| 20 |
0.8876 |
0.8536 |
0.0340 |
4.0% |
0.0049 |
0.6% |
15% |
False |
False |
372 |
| 40 |
0.8928 |
0.8536 |
0.0392 |
4.6% |
0.0040 |
0.5% |
13% |
False |
False |
205 |
| 60 |
0.8966 |
0.8536 |
0.0430 |
5.0% |
0.0040 |
0.5% |
12% |
False |
False |
149 |
| 80 |
0.9161 |
0.8536 |
0.0625 |
7.3% |
0.0034 |
0.4% |
8% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8780 |
|
2.618 |
0.8711 |
|
1.618 |
0.8669 |
|
1.000 |
0.8643 |
|
0.618 |
0.8627 |
|
HIGH |
0.8601 |
|
0.618 |
0.8585 |
|
0.500 |
0.8580 |
|
0.382 |
0.8575 |
|
LOW |
0.8559 |
|
0.618 |
0.8533 |
|
1.000 |
0.8517 |
|
1.618 |
0.8491 |
|
2.618 |
0.8449 |
|
4.250 |
0.8381 |
|
|
| Fisher Pivots for day following 18-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8585 |
0.8582 |
| PP |
0.8582 |
0.8576 |
| S1 |
0.8580 |
0.8571 |
|