CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 31-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2014 |
31-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8553 |
0.8584 |
0.0031 |
0.4% |
0.8582 |
| High |
0.8590 |
0.8613 |
0.0023 |
0.3% |
0.8602 |
| Low |
0.8553 |
0.8568 |
0.0015 |
0.2% |
0.8541 |
| Close |
0.8586 |
0.8579 |
-0.0007 |
-0.1% |
0.8570 |
| Range |
0.0037 |
0.0045 |
0.0008 |
21.6% |
0.0061 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
42 |
118 |
76 |
181.0% |
613 |
|
| Daily Pivots for day following 31-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8722 |
0.8695 |
0.8604 |
|
| R3 |
0.8677 |
0.8650 |
0.8591 |
|
| R2 |
0.8632 |
0.8632 |
0.8587 |
|
| R1 |
0.8605 |
0.8605 |
0.8583 |
0.8596 |
| PP |
0.8587 |
0.8587 |
0.8587 |
0.8582 |
| S1 |
0.8560 |
0.8560 |
0.8575 |
0.8551 |
| S2 |
0.8542 |
0.8542 |
0.8571 |
|
| S3 |
0.8497 |
0.8515 |
0.8567 |
|
| S4 |
0.8452 |
0.8470 |
0.8554 |
|
|
| 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 |
0.8613 |
0.8553 |
0.0060 |
0.7% |
0.0027 |
0.3% |
43% |
True |
False |
99 |
| 10 |
0.8613 |
0.8536 |
0.0077 |
0.9% |
0.0040 |
0.5% |
56% |
True |
False |
497 |
| 20 |
0.8775 |
0.8536 |
0.0239 |
2.8% |
0.0041 |
0.5% |
18% |
False |
False |
369 |
| 40 |
0.8876 |
0.8536 |
0.0340 |
4.0% |
0.0042 |
0.5% |
13% |
False |
False |
221 |
| 60 |
0.8961 |
0.8536 |
0.0425 |
5.0% |
0.0041 |
0.5% |
10% |
False |
False |
161 |
| 80 |
0.9120 |
0.8536 |
0.0584 |
6.8% |
0.0037 |
0.4% |
7% |
False |
False |
127 |
| 100 |
0.9161 |
0.8536 |
0.0625 |
7.3% |
0.0030 |
0.4% |
7% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8804 |
|
2.618 |
0.8731 |
|
1.618 |
0.8686 |
|
1.000 |
0.8658 |
|
0.618 |
0.8641 |
|
HIGH |
0.8613 |
|
0.618 |
0.8596 |
|
0.500 |
0.8591 |
|
0.382 |
0.8585 |
|
LOW |
0.8568 |
|
0.618 |
0.8540 |
|
1.000 |
0.8523 |
|
1.618 |
0.8495 |
|
2.618 |
0.8450 |
|
4.250 |
0.8377 |
|
|
| Fisher Pivots for day following 31-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8591 |
0.8583 |
| PP |
0.8587 |
0.8582 |
| S1 |
0.8583 |
0.8580 |
|