CME Canadian Dollar Future June 2015
Trading Metrics calculated at close of trading on 26-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2014 |
26-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
0.8569 |
0.8578 |
0.0009 |
0.1% |
0.8582 |
High |
0.8587 |
0.8578 |
-0.0009 |
-0.1% |
0.8602 |
Low |
0.8557 |
0.8570 |
0.0013 |
0.2% |
0.8541 |
Close |
0.8571 |
0.8570 |
-0.0001 |
0.0% |
0.8570 |
Range |
0.0030 |
0.0008 |
-0.0022 |
-73.3% |
0.0061 |
ATR |
0.0052 |
0.0049 |
-0.0003 |
-6.0% |
0.0000 |
Volume |
204 |
105 |
-99 |
-48.5% |
613 |
|
Daily Pivots for day following 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8597 |
0.8591 |
0.8574 |
|
R3 |
0.8589 |
0.8583 |
0.8572 |
|
R2 |
0.8581 |
0.8581 |
0.8571 |
|
R1 |
0.8575 |
0.8575 |
0.8571 |
0.8574 |
PP |
0.8573 |
0.8573 |
0.8573 |
0.8572 |
S1 |
0.8567 |
0.8567 |
0.8569 |
0.8566 |
S2 |
0.8565 |
0.8565 |
0.8569 |
|
S3 |
0.8557 |
0.8559 |
0.8568 |
|
S4 |
0.8549 |
0.8551 |
0.8566 |
|
|
Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8754 |
0.8723 |
0.8604 |
|
R3 |
0.8693 |
0.8662 |
0.8587 |
|
R2 |
0.8632 |
0.8632 |
0.8581 |
|
R1 |
0.8601 |
0.8601 |
0.8576 |
0.8586 |
PP |
0.8571 |
0.8571 |
0.8571 |
0.8564 |
S1 |
0.8540 |
0.8540 |
0.8564 |
0.8525 |
S2 |
0.8510 |
0.8510 |
0.8559 |
|
S3 |
0.8449 |
0.8479 |
0.8553 |
|
S4 |
0.8388 |
0.8418 |
0.8536 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8608 |
0.8541 |
0.0067 |
0.8% |
0.0037 |
0.4% |
43% |
False |
False |
153 |
10 |
0.8641 |
0.8536 |
0.0105 |
1.2% |
0.0042 |
0.5% |
32% |
False |
False |
587 |
20 |
0.8810 |
0.8536 |
0.0274 |
3.2% |
0.0051 |
0.6% |
12% |
False |
False |
391 |
40 |
0.8892 |
0.8536 |
0.0356 |
4.2% |
0.0042 |
0.5% |
10% |
False |
False |
220 |
60 |
0.8966 |
0.8536 |
0.0430 |
5.0% |
0.0042 |
0.5% |
8% |
False |
False |
160 |
80 |
0.9129 |
0.8536 |
0.0593 |
6.9% |
0.0036 |
0.4% |
6% |
False |
False |
125 |
100 |
0.9161 |
0.8536 |
0.0625 |
7.3% |
0.0030 |
0.3% |
5% |
False |
False |
101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8612 |
2.618 |
0.8599 |
1.618 |
0.8591 |
1.000 |
0.8586 |
0.618 |
0.8583 |
HIGH |
0.8578 |
0.618 |
0.8575 |
0.500 |
0.8574 |
0.382 |
0.8573 |
LOW |
0.8570 |
0.618 |
0.8565 |
1.000 |
0.8562 |
1.618 |
0.8557 |
2.618 |
0.8549 |
4.250 |
0.8536 |
|
|
Fisher Pivots for day following 26-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8574 |
0.8568 |
PP |
0.8573 |
0.8566 |
S1 |
0.8571 |
0.8564 |
|