CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 09-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8660 |
0.8650 |
-0.0010 |
-0.1% |
0.8760 |
| High |
0.8660 |
0.8687 |
0.0027 |
0.3% |
0.8775 |
| Low |
0.8650 |
0.8650 |
0.0000 |
0.0% |
0.8689 |
| Close |
0.8660 |
0.8687 |
0.0027 |
0.3% |
0.8689 |
| Range |
0.0010 |
0.0037 |
0.0027 |
270.0% |
0.0086 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
3 |
5 |
2 |
66.7% |
79 |
|
| Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8786 |
0.8773 |
0.8707 |
|
| R3 |
0.8749 |
0.8736 |
0.8697 |
|
| R2 |
0.8712 |
0.8712 |
0.8694 |
|
| R1 |
0.8699 |
0.8699 |
0.8690 |
0.8706 |
| PP |
0.8675 |
0.8675 |
0.8675 |
0.8678 |
| S1 |
0.8662 |
0.8662 |
0.8684 |
0.8669 |
| S2 |
0.8638 |
0.8638 |
0.8680 |
|
| S3 |
0.8601 |
0.8625 |
0.8677 |
|
| S4 |
0.8564 |
0.8588 |
0.8667 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8976 |
0.8918 |
0.8736 |
|
| R3 |
0.8890 |
0.8832 |
0.8713 |
|
| R2 |
0.8804 |
0.8804 |
0.8705 |
|
| R1 |
0.8746 |
0.8746 |
0.8697 |
0.8732 |
| PP |
0.8718 |
0.8718 |
0.8718 |
0.8711 |
| S1 |
0.8660 |
0.8660 |
0.8681 |
0.8646 |
| S2 |
0.8632 |
0.8632 |
0.8673 |
|
| S3 |
0.8546 |
0.8574 |
0.8665 |
|
| S4 |
0.8460 |
0.8488 |
0.8642 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8844 |
|
2.618 |
0.8784 |
|
1.618 |
0.8747 |
|
1.000 |
0.8724 |
|
0.618 |
0.8710 |
|
HIGH |
0.8687 |
|
0.618 |
0.8673 |
|
0.500 |
0.8669 |
|
0.382 |
0.8664 |
|
LOW |
0.8650 |
|
0.618 |
0.8627 |
|
1.000 |
0.8613 |
|
1.618 |
0.8590 |
|
2.618 |
0.8553 |
|
4.250 |
0.8493 |
|
|
| Fisher Pivots for day following 09-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8681 |
0.8685 |
| PP |
0.8675 |
0.8682 |
| S1 |
0.8669 |
0.8680 |
|