CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 19-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2014 |
19-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8571 |
0.8617 |
0.0046 |
0.5% |
0.8624 |
| High |
0.8625 |
0.8628 |
0.0003 |
0.0% |
0.8640 |
| Low |
0.8567 |
0.8576 |
0.0009 |
0.1% |
0.8547 |
| Close |
0.8605 |
0.8602 |
-0.0003 |
0.0% |
0.8602 |
| Range |
0.0058 |
0.0052 |
-0.0006 |
-10.3% |
0.0093 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
52,652 |
38,772 |
-13,880 |
-26.4% |
311,465 |
|
| Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8758 |
0.8732 |
0.8631 |
|
| R3 |
0.8706 |
0.8680 |
0.8616 |
|
| R2 |
0.8654 |
0.8654 |
0.8612 |
|
| R1 |
0.8628 |
0.8628 |
0.8607 |
0.8615 |
| PP |
0.8602 |
0.8602 |
0.8602 |
0.8596 |
| S1 |
0.8576 |
0.8576 |
0.8597 |
0.8563 |
| S2 |
0.8550 |
0.8550 |
0.8592 |
|
| S3 |
0.8498 |
0.8524 |
0.8588 |
|
| S4 |
0.8446 |
0.8472 |
0.8573 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8875 |
0.8832 |
0.8653 |
|
| R3 |
0.8782 |
0.8739 |
0.8628 |
|
| R2 |
0.8689 |
0.8689 |
0.8619 |
|
| R1 |
0.8646 |
0.8646 |
0.8611 |
0.8621 |
| PP |
0.8596 |
0.8596 |
0.8596 |
0.8584 |
| S1 |
0.8553 |
0.8553 |
0.8593 |
0.8528 |
| S2 |
0.8503 |
0.8503 |
0.8585 |
|
| S3 |
0.8410 |
0.8460 |
0.8576 |
|
| S4 |
0.8317 |
0.8367 |
0.8551 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8640 |
0.8547 |
0.0093 |
1.1% |
0.0065 |
0.8% |
59% |
False |
False |
62,293 |
| 10 |
0.8752 |
0.8547 |
0.0205 |
2.4% |
0.0063 |
0.7% |
27% |
False |
False |
51,177 |
| 20 |
0.8912 |
0.8547 |
0.0365 |
4.2% |
0.0072 |
0.8% |
15% |
False |
False |
27,252 |
| 40 |
0.8955 |
0.8547 |
0.0408 |
4.7% |
0.0067 |
0.8% |
13% |
False |
False |
13,909 |
| 60 |
0.8995 |
0.8547 |
0.0448 |
5.2% |
0.0067 |
0.8% |
12% |
False |
False |
9,411 |
| 80 |
0.9205 |
0.8547 |
0.0658 |
7.6% |
0.0063 |
0.7% |
8% |
False |
False |
7,126 |
| 100 |
0.9205 |
0.8547 |
0.0658 |
7.6% |
0.0053 |
0.6% |
8% |
False |
False |
5,709 |
| 120 |
0.9356 |
0.8547 |
0.0809 |
9.4% |
0.0046 |
0.5% |
7% |
False |
False |
4,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8849 |
|
2.618 |
0.8764 |
|
1.618 |
0.8712 |
|
1.000 |
0.8680 |
|
0.618 |
0.8660 |
|
HIGH |
0.8628 |
|
0.618 |
0.8608 |
|
0.500 |
0.8602 |
|
0.382 |
0.8596 |
|
LOW |
0.8576 |
|
0.618 |
0.8544 |
|
1.000 |
0.8524 |
|
1.618 |
0.8492 |
|
2.618 |
0.8440 |
|
4.250 |
0.8355 |
|
|
| Fisher Pivots for day following 19-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8602 |
0.8598 |
| PP |
0.8602 |
0.8594 |
| S1 |
0.8602 |
0.8591 |
|