CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 12-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8620 |
0.8611 |
-0.0009 |
-0.1% |
0.8660 |
| High |
0.8627 |
0.8622 |
-0.0005 |
-0.1% |
0.8687 |
| Low |
0.8609 |
0.8587 |
-0.0022 |
-0.3% |
0.8587 |
| Close |
0.8609 |
0.8590 |
-0.0019 |
-0.2% |
0.8590 |
| Range |
0.0018 |
0.0035 |
0.0017 |
94.4% |
0.0100 |
| ATR |
0.0045 |
0.0045 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
120 |
65 |
-55 |
-45.8% |
194 |
|
| Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8705 |
0.8682 |
0.8609 |
|
| R3 |
0.8670 |
0.8647 |
0.8600 |
|
| R2 |
0.8635 |
0.8635 |
0.8596 |
|
| R1 |
0.8612 |
0.8612 |
0.8593 |
0.8606 |
| PP |
0.8600 |
0.8600 |
0.8600 |
0.8597 |
| S1 |
0.8577 |
0.8577 |
0.8587 |
0.8571 |
| S2 |
0.8565 |
0.8565 |
0.8584 |
|
| S3 |
0.8530 |
0.8542 |
0.8580 |
|
| S4 |
0.8495 |
0.8507 |
0.8571 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8921 |
0.8856 |
0.8645 |
|
| R3 |
0.8821 |
0.8756 |
0.8618 |
|
| R2 |
0.8721 |
0.8721 |
0.8608 |
|
| R1 |
0.8656 |
0.8656 |
0.8599 |
0.8639 |
| PP |
0.8621 |
0.8621 |
0.8621 |
0.8613 |
| S1 |
0.8556 |
0.8556 |
0.8581 |
0.8539 |
| S2 |
0.8521 |
0.8521 |
0.8572 |
|
| S3 |
0.8421 |
0.8456 |
0.8563 |
|
| S4 |
0.8321 |
0.8356 |
0.8535 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8771 |
|
2.618 |
0.8714 |
|
1.618 |
0.8679 |
|
1.000 |
0.8657 |
|
0.618 |
0.8644 |
|
HIGH |
0.8622 |
|
0.618 |
0.8609 |
|
0.500 |
0.8605 |
|
0.382 |
0.8600 |
|
LOW |
0.8587 |
|
0.618 |
0.8565 |
|
1.000 |
0.8552 |
|
1.618 |
0.8530 |
|
2.618 |
0.8495 |
|
4.250 |
0.8438 |
|
|
| Fisher Pivots for day following 12-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8605 |
0.8625 |
| PP |
0.8600 |
0.8613 |
| S1 |
0.8595 |
0.8602 |
|