CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 22-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2014 |
22-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8600 |
0.8582 |
-0.0018 |
-0.2% |
0.8593 |
| High |
0.8608 |
0.8602 |
-0.0006 |
-0.1% |
0.8608 |
| Low |
0.8554 |
0.8554 |
0.0000 |
0.0% |
0.8536 |
| Close |
0.8584 |
0.8556 |
-0.0028 |
-0.3% |
0.8584 |
| Range |
0.0054 |
0.0048 |
-0.0006 |
-11.1% |
0.0072 |
| ATR |
0.0055 |
0.0054 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
156 |
120 |
-36 |
-23.1% |
4,473 |
|
| Daily Pivots for day following 22-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8715 |
0.8683 |
0.8582 |
|
| R3 |
0.8667 |
0.8635 |
0.8569 |
|
| R2 |
0.8619 |
0.8619 |
0.8565 |
|
| R1 |
0.8587 |
0.8587 |
0.8560 |
0.8579 |
| PP |
0.8571 |
0.8571 |
0.8571 |
0.8567 |
| S1 |
0.8539 |
0.8539 |
0.8552 |
0.8531 |
| S2 |
0.8523 |
0.8523 |
0.8547 |
|
| S3 |
0.8475 |
0.8491 |
0.8543 |
|
| S4 |
0.8427 |
0.8443 |
0.8530 |
|
|
| 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% |
28% |
False |
False |
896 |
| 10 |
0.8724 |
0.8536 |
0.0188 |
2.2% |
0.0048 |
0.6% |
11% |
False |
False |
621 |
| 20 |
0.8863 |
0.8536 |
0.0327 |
3.8% |
0.0052 |
0.6% |
6% |
False |
False |
381 |
| 40 |
0.8928 |
0.8536 |
0.0392 |
4.6% |
0.0042 |
0.5% |
5% |
False |
False |
209 |
| 60 |
0.8966 |
0.8536 |
0.0430 |
5.0% |
0.0042 |
0.5% |
5% |
False |
False |
153 |
| 80 |
0.9148 |
0.8536 |
0.0612 |
7.2% |
0.0035 |
0.4% |
3% |
False |
False |
119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8806 |
|
2.618 |
0.8728 |
|
1.618 |
0.8680 |
|
1.000 |
0.8650 |
|
0.618 |
0.8632 |
|
HIGH |
0.8602 |
|
0.618 |
0.8584 |
|
0.500 |
0.8578 |
|
0.382 |
0.8572 |
|
LOW |
0.8554 |
|
0.618 |
0.8524 |
|
1.000 |
0.8506 |
|
1.618 |
0.8476 |
|
2.618 |
0.8428 |
|
4.250 |
0.8350 |
|
|
| Fisher Pivots for day following 22-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8578 |
0.8581 |
| PP |
0.8571 |
0.8573 |
| S1 |
0.8563 |
0.8564 |
|