CME Canadian Dollar Future June 2015
Trading Metrics calculated at close of trading on 24-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2014 |
24-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
0.8567 |
0.8569 |
0.0002 |
0.0% |
0.8593 |
High |
0.8587 |
0.8587 |
0.0000 |
0.0% |
0.8608 |
Low |
0.8541 |
0.8557 |
0.0016 |
0.2% |
0.8536 |
Close |
0.8575 |
0.8571 |
-0.0004 |
0.0% |
0.8584 |
Range |
0.0046 |
0.0030 |
-0.0016 |
-34.8% |
0.0072 |
ATR |
0.0054 |
0.0052 |
-0.0002 |
-3.2% |
0.0000 |
Volume |
184 |
204 |
20 |
10.9% |
4,473 |
|
Daily Pivots for day following 24-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8662 |
0.8646 |
0.8588 |
|
R3 |
0.8632 |
0.8616 |
0.8579 |
|
R2 |
0.8602 |
0.8602 |
0.8577 |
|
R1 |
0.8586 |
0.8586 |
0.8574 |
0.8594 |
PP |
0.8572 |
0.8572 |
0.8572 |
0.8576 |
S1 |
0.8556 |
0.8556 |
0.8568 |
0.8564 |
S2 |
0.8542 |
0.8542 |
0.8566 |
|
S3 |
0.8512 |
0.8526 |
0.8563 |
|
S4 |
0.8482 |
0.8496 |
0.8555 |
|
|
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 |
0.8541 |
0.0067 |
0.8% |
0.0044 |
0.5% |
45% |
False |
False |
907 |
10 |
0.8661 |
0.8536 |
0.0125 |
1.5% |
0.0045 |
0.5% |
28% |
False |
False |
641 |
20 |
0.8863 |
0.8536 |
0.0327 |
3.8% |
0.0052 |
0.6% |
11% |
False |
False |
387 |
40 |
0.8928 |
0.8536 |
0.0392 |
4.6% |
0.0043 |
0.5% |
9% |
False |
False |
218 |
60 |
0.8966 |
0.8536 |
0.0430 |
5.0% |
0.0043 |
0.5% |
8% |
False |
False |
159 |
80 |
0.9129 |
0.8536 |
0.0593 |
6.9% |
0.0036 |
0.4% |
6% |
False |
False |
123 |
100 |
0.9161 |
0.8536 |
0.0625 |
7.3% |
0.0030 |
0.3% |
6% |
False |
False |
100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8715 |
2.618 |
0.8666 |
1.618 |
0.8636 |
1.000 |
0.8617 |
0.618 |
0.8606 |
HIGH |
0.8587 |
0.618 |
0.8576 |
0.500 |
0.8572 |
0.382 |
0.8568 |
LOW |
0.8557 |
0.618 |
0.8538 |
1.000 |
0.8527 |
1.618 |
0.8508 |
2.618 |
0.8478 |
4.250 |
0.8430 |
|
|
Fisher Pivots for day following 24-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8572 |
0.8572 |
PP |
0.8572 |
0.8571 |
S1 |
0.8571 |
0.8571 |
|