CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 19-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2014 |
19-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8559 |
0.8600 |
0.0041 |
0.5% |
0.8593 |
| High |
0.8601 |
0.8608 |
0.0007 |
0.1% |
0.8608 |
| Low |
0.8559 |
0.8554 |
-0.0005 |
-0.1% |
0.8536 |
| Close |
0.8587 |
0.8584 |
-0.0003 |
0.0% |
0.8584 |
| Range |
0.0042 |
0.0054 |
0.0012 |
28.6% |
0.0072 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
3,875 |
156 |
-3,719 |
-96.0% |
4,473 |
|
| Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8744 |
0.8718 |
0.8614 |
|
| R3 |
0.8690 |
0.8664 |
0.8599 |
|
| R2 |
0.8636 |
0.8636 |
0.8594 |
|
| R1 |
0.8610 |
0.8610 |
0.8589 |
0.8596 |
| PP |
0.8582 |
0.8582 |
0.8582 |
0.8575 |
| S1 |
0.8556 |
0.8556 |
0.8579 |
0.8542 |
| S2 |
0.8528 |
0.8528 |
0.8574 |
|
| S3 |
0.8474 |
0.8502 |
0.8569 |
|
| S4 |
0.8420 |
0.8448 |
0.8554 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8792 |
0.8760 |
0.8624 |
|
| R3 |
0.8720 |
0.8688 |
0.8604 |
|
| R2 |
0.8648 |
0.8648 |
0.8597 |
|
| R1 |
0.8616 |
0.8616 |
0.8591 |
0.8596 |
| PP |
0.8576 |
0.8576 |
0.8576 |
0.8566 |
| S1 |
0.8544 |
0.8544 |
0.8577 |
0.8524 |
| S2 |
0.8504 |
0.8504 |
0.8571 |
|
| S3 |
0.8432 |
0.8472 |
0.8564 |
|
| S4 |
0.8360 |
0.8400 |
0.8544 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8608 |
0.8536 |
0.0072 |
0.8% |
0.0049 |
0.6% |
67% |
True |
False |
894 |
| 10 |
0.8724 |
0.8536 |
0.0188 |
2.2% |
0.0046 |
0.5% |
26% |
False |
False |
619 |
| 20 |
0.8876 |
0.8536 |
0.0340 |
4.0% |
0.0052 |
0.6% |
14% |
False |
False |
376 |
| 40 |
0.8928 |
0.8536 |
0.0392 |
4.6% |
0.0041 |
0.5% |
12% |
False |
False |
207 |
| 60 |
0.8966 |
0.8536 |
0.0430 |
5.0% |
0.0041 |
0.5% |
11% |
False |
False |
151 |
| 80 |
0.9152 |
0.8536 |
0.0616 |
7.2% |
0.0034 |
0.4% |
8% |
False |
False |
117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8838 |
|
2.618 |
0.8749 |
|
1.618 |
0.8695 |
|
1.000 |
0.8662 |
|
0.618 |
0.8641 |
|
HIGH |
0.8608 |
|
0.618 |
0.8587 |
|
0.500 |
0.8581 |
|
0.382 |
0.8575 |
|
LOW |
0.8554 |
|
0.618 |
0.8521 |
|
1.000 |
0.8500 |
|
1.618 |
0.8467 |
|
2.618 |
0.8413 |
|
4.250 |
0.8325 |
|
|
| Fisher Pivots for day following 19-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8583 |
0.8580 |
| PP |
0.8582 |
0.8576 |
| S1 |
0.8581 |
0.8572 |
|