CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 22-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2014 |
22-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8617 |
0.8597 |
-0.0020 |
-0.2% |
0.8624 |
| High |
0.8628 |
0.8621 |
-0.0007 |
-0.1% |
0.8640 |
| Low |
0.8576 |
0.8571 |
-0.0005 |
-0.1% |
0.8547 |
| Close |
0.8602 |
0.8573 |
-0.0029 |
-0.3% |
0.8602 |
| Range |
0.0052 |
0.0050 |
-0.0002 |
-3.8% |
0.0093 |
| ATR |
0.0068 |
0.0066 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
38,772 |
30,222 |
-8,550 |
-22.1% |
311,465 |
|
| Daily Pivots for day following 22-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8738 |
0.8706 |
0.8601 |
|
| R3 |
0.8688 |
0.8656 |
0.8587 |
|
| R2 |
0.8638 |
0.8638 |
0.8582 |
|
| R1 |
0.8606 |
0.8606 |
0.8578 |
0.8597 |
| PP |
0.8588 |
0.8588 |
0.8588 |
0.8584 |
| S1 |
0.8556 |
0.8556 |
0.8568 |
0.8547 |
| S2 |
0.8538 |
0.8538 |
0.8564 |
|
| S3 |
0.8488 |
0.8506 |
0.8559 |
|
| S4 |
0.8438 |
0.8456 |
0.8546 |
|
|
| 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 |
0.8631 |
0.8550 |
0.0081 |
0.9% |
0.0056 |
0.7% |
28% |
False |
False |
56,561 |
| 10 |
0.8752 |
0.8547 |
0.0205 |
2.4% |
0.0063 |
0.7% |
13% |
False |
False |
52,894 |
| 20 |
0.8885 |
0.8547 |
0.0338 |
3.9% |
0.0069 |
0.8% |
8% |
False |
False |
28,736 |
| 40 |
0.8955 |
0.8547 |
0.0408 |
4.8% |
0.0067 |
0.8% |
6% |
False |
False |
14,661 |
| 60 |
0.8995 |
0.8547 |
0.0448 |
5.2% |
0.0067 |
0.8% |
6% |
False |
False |
9,912 |
| 80 |
0.9205 |
0.8547 |
0.0658 |
7.7% |
0.0063 |
0.7% |
4% |
False |
False |
7,501 |
| 100 |
0.9205 |
0.8547 |
0.0658 |
7.7% |
0.0054 |
0.6% |
4% |
False |
False |
6,011 |
| 120 |
0.9356 |
0.8547 |
0.0809 |
9.4% |
0.0047 |
0.5% |
3% |
False |
False |
5,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8834 |
|
2.618 |
0.8752 |
|
1.618 |
0.8702 |
|
1.000 |
0.8671 |
|
0.618 |
0.8652 |
|
HIGH |
0.8621 |
|
0.618 |
0.8602 |
|
0.500 |
0.8596 |
|
0.382 |
0.8590 |
|
LOW |
0.8571 |
|
0.618 |
0.8540 |
|
1.000 |
0.8521 |
|
1.618 |
0.8490 |
|
2.618 |
0.8440 |
|
4.250 |
0.8359 |
|
|
| Fisher Pivots for day following 22-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8596 |
0.8598 |
| PP |
0.8588 |
0.8589 |
| S1 |
0.8581 |
0.8581 |
|