CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 10-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8691 |
0.8717 |
0.0026 |
0.3% |
0.8721 |
| High |
0.8752 |
0.8725 |
-0.0027 |
-0.3% |
0.8815 |
| Low |
0.8677 |
0.8675 |
-0.0002 |
0.0% |
0.8694 |
| Close |
0.8722 |
0.8684 |
-0.0038 |
-0.4% |
0.8725 |
| Range |
0.0075 |
0.0050 |
-0.0025 |
-33.3% |
0.0121 |
| ATR |
0.0070 |
0.0068 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
21,764 |
40,228 |
18,464 |
84.8% |
23,778 |
|
| Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8845 |
0.8814 |
0.8712 |
|
| R3 |
0.8795 |
0.8764 |
0.8698 |
|
| R2 |
0.8745 |
0.8745 |
0.8693 |
|
| R1 |
0.8714 |
0.8714 |
0.8689 |
0.8705 |
| PP |
0.8695 |
0.8695 |
0.8695 |
0.8690 |
| S1 |
0.8664 |
0.8664 |
0.8679 |
0.8655 |
| S2 |
0.8645 |
0.8645 |
0.8675 |
|
| S3 |
0.8595 |
0.8614 |
0.8670 |
|
| S4 |
0.8545 |
0.8564 |
0.8657 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9108 |
0.9037 |
0.8792 |
|
| R3 |
0.8987 |
0.8916 |
0.8758 |
|
| R2 |
0.8866 |
0.8866 |
0.8747 |
|
| R1 |
0.8795 |
0.8795 |
0.8736 |
0.8831 |
| PP |
0.8745 |
0.8745 |
0.8745 |
0.8762 |
| S1 |
0.8674 |
0.8674 |
0.8714 |
0.8710 |
| S2 |
0.8624 |
0.8624 |
0.8703 |
|
| S3 |
0.8503 |
0.8553 |
0.8692 |
|
| S4 |
0.8382 |
0.8432 |
0.8658 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8795 |
0.8675 |
0.0120 |
1.4% |
0.0056 |
0.6% |
8% |
False |
True |
17,401 |
| 10 |
0.8883 |
0.8675 |
0.0208 |
2.4% |
0.0074 |
0.8% |
4% |
False |
True |
10,380 |
| 20 |
0.8912 |
0.8675 |
0.0237 |
2.7% |
0.0069 |
0.8% |
4% |
False |
True |
5,667 |
| 40 |
0.8955 |
0.8675 |
0.0280 |
3.2% |
0.0067 |
0.8% |
3% |
False |
True |
3,030 |
| 60 |
0.9145 |
0.8675 |
0.0470 |
5.4% |
0.0067 |
0.8% |
2% |
False |
True |
2,181 |
| 80 |
0.9205 |
0.8675 |
0.0530 |
6.1% |
0.0059 |
0.7% |
2% |
False |
True |
1,672 |
| 100 |
0.9270 |
0.8675 |
0.0595 |
6.9% |
0.0049 |
0.6% |
2% |
False |
True |
1,343 |
| 120 |
0.9356 |
0.8675 |
0.0681 |
7.8% |
0.0043 |
0.5% |
1% |
False |
True |
1,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8938 |
|
2.618 |
0.8856 |
|
1.618 |
0.8806 |
|
1.000 |
0.8775 |
|
0.618 |
0.8756 |
|
HIGH |
0.8725 |
|
0.618 |
0.8706 |
|
0.500 |
0.8700 |
|
0.382 |
0.8694 |
|
LOW |
0.8675 |
|
0.618 |
0.8644 |
|
1.000 |
0.8625 |
|
1.618 |
0.8594 |
|
2.618 |
0.8544 |
|
4.250 |
0.8463 |
|
|
| Fisher Pivots for day following 10-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8700 |
0.8714 |
| PP |
0.8695 |
0.8704 |
| S1 |
0.8689 |
0.8694 |
|