CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 23-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2014 |
23-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8582 |
0.8567 |
-0.0015 |
-0.2% |
0.8593 |
| High |
0.8602 |
0.8587 |
-0.0015 |
-0.2% |
0.8608 |
| Low |
0.8554 |
0.8541 |
-0.0013 |
-0.2% |
0.8536 |
| Close |
0.8556 |
0.8575 |
0.0019 |
0.2% |
0.8584 |
| Range |
0.0048 |
0.0046 |
-0.0002 |
-4.2% |
0.0072 |
| ATR |
0.0054 |
0.0054 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
120 |
184 |
64 |
53.3% |
4,473 |
|
| Daily Pivots for day following 23-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8706 |
0.8686 |
0.8600 |
|
| R3 |
0.8660 |
0.8640 |
0.8588 |
|
| R2 |
0.8614 |
0.8614 |
0.8583 |
|
| R1 |
0.8594 |
0.8594 |
0.8579 |
0.8604 |
| PP |
0.8568 |
0.8568 |
0.8568 |
0.8573 |
| S1 |
0.8548 |
0.8548 |
0.8571 |
0.8558 |
| S2 |
0.8522 |
0.8522 |
0.8567 |
|
| S3 |
0.8476 |
0.8502 |
0.8562 |
|
| S4 |
0.8430 |
0.8456 |
0.8550 |
|
|
| 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% |
0.0052 |
0.6% |
54% |
False |
False |
894 |
| 10 |
0.8688 |
0.8536 |
0.0152 |
1.8% |
0.0045 |
0.5% |
26% |
False |
False |
630 |
| 20 |
0.8863 |
0.8536 |
0.0327 |
3.8% |
0.0053 |
0.6% |
12% |
False |
False |
378 |
| 40 |
0.8928 |
0.8536 |
0.0392 |
4.6% |
0.0043 |
0.5% |
10% |
False |
False |
213 |
| 60 |
0.8966 |
0.8536 |
0.0430 |
5.0% |
0.0042 |
0.5% |
9% |
False |
False |
156 |
| 80 |
0.9129 |
0.8536 |
0.0593 |
6.9% |
0.0035 |
0.4% |
7% |
False |
False |
121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8783 |
|
2.618 |
0.8707 |
|
1.618 |
0.8661 |
|
1.000 |
0.8633 |
|
0.618 |
0.8615 |
|
HIGH |
0.8587 |
|
0.618 |
0.8569 |
|
0.500 |
0.8564 |
|
0.382 |
0.8559 |
|
LOW |
0.8541 |
|
0.618 |
0.8513 |
|
1.000 |
0.8495 |
|
1.618 |
0.8467 |
|
2.618 |
0.8421 |
|
4.250 |
0.8346 |
|
|
| Fisher Pivots for day following 23-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8571 |
0.8575 |
| PP |
0.8568 |
0.8575 |
| S1 |
0.8564 |
0.8575 |
|