CME Canadian Dollar Future March 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 |
0.8694 |
0.8662 |
-0.0032 |
-0.4% |
0.8721 |
| High |
0.8715 |
0.8665 |
-0.0050 |
-0.6% |
0.8752 |
| Low |
0.8638 |
0.8608 |
-0.0030 |
-0.3% |
0.8608 |
| Close |
0.8644 |
0.8625 |
-0.0019 |
-0.2% |
0.8625 |
| Range |
0.0077 |
0.0057 |
-0.0020 |
-26.0% |
0.0144 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
53,875 |
71,395 |
17,520 |
32.5% |
200,308 |
|
| Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8804 |
0.8771 |
0.8656 |
|
| R3 |
0.8747 |
0.8714 |
0.8641 |
|
| R2 |
0.8690 |
0.8690 |
0.8635 |
|
| R1 |
0.8657 |
0.8657 |
0.8630 |
0.8645 |
| PP |
0.8633 |
0.8633 |
0.8633 |
0.8627 |
| S1 |
0.8600 |
0.8600 |
0.8620 |
0.8588 |
| S2 |
0.8576 |
0.8576 |
0.8615 |
|
| S3 |
0.8519 |
0.8543 |
0.8609 |
|
| S4 |
0.8462 |
0.8486 |
0.8594 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9094 |
0.9003 |
0.8704 |
|
| R3 |
0.8950 |
0.8859 |
0.8665 |
|
| R2 |
0.8806 |
0.8806 |
0.8651 |
|
| R1 |
0.8715 |
0.8715 |
0.8638 |
0.8689 |
| PP |
0.8662 |
0.8662 |
0.8662 |
0.8648 |
| S1 |
0.8571 |
0.8571 |
0.8612 |
0.8545 |
| S2 |
0.8518 |
0.8518 |
0.8599 |
|
| S3 |
0.8374 |
0.8427 |
0.8585 |
|
| S4 |
0.8230 |
0.8283 |
0.8546 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8752 |
0.8608 |
0.0144 |
1.7% |
0.0060 |
0.7% |
12% |
False |
True |
40,061 |
| 10 |
0.8815 |
0.8608 |
0.0207 |
2.4% |
0.0066 |
0.8% |
8% |
False |
True |
22,408 |
| 20 |
0.8912 |
0.8608 |
0.0304 |
3.5% |
0.0070 |
0.8% |
6% |
False |
True |
11,850 |
| 40 |
0.8955 |
0.8608 |
0.0347 |
4.0% |
0.0065 |
0.8% |
5% |
False |
True |
6,150 |
| 60 |
0.9145 |
0.8608 |
0.0537 |
6.2% |
0.0067 |
0.8% |
3% |
False |
True |
4,240 |
| 80 |
0.9205 |
0.8608 |
0.0597 |
6.9% |
0.0060 |
0.7% |
3% |
False |
True |
3,235 |
| 100 |
0.9270 |
0.8608 |
0.0662 |
7.7% |
0.0051 |
0.6% |
3% |
False |
True |
2,596 |
| 120 |
0.9356 |
0.8608 |
0.0748 |
8.7% |
0.0044 |
0.5% |
2% |
False |
True |
2,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8907 |
|
2.618 |
0.8814 |
|
1.618 |
0.8757 |
|
1.000 |
0.8722 |
|
0.618 |
0.8700 |
|
HIGH |
0.8665 |
|
0.618 |
0.8643 |
|
0.500 |
0.8637 |
|
0.382 |
0.8630 |
|
LOW |
0.8608 |
|
0.618 |
0.8573 |
|
1.000 |
0.8551 |
|
1.618 |
0.8516 |
|
2.618 |
0.8459 |
|
4.250 |
0.8366 |
|
|
| Fisher Pivots for day following 12-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8637 |
0.8667 |
| PP |
0.8633 |
0.8653 |
| S1 |
0.8629 |
0.8639 |
|