CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 29-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2014 |
29-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8595 |
0.8586 |
-0.0009 |
-0.1% |
0.8597 |
| High |
0.8603 |
0.8602 |
-0.0001 |
0.0% |
0.8621 |
| Low |
0.8582 |
0.8569 |
-0.0013 |
-0.2% |
0.8556 |
| Close |
0.8588 |
0.8581 |
-0.0007 |
-0.1% |
0.8588 |
| Range |
0.0021 |
0.0033 |
0.0012 |
57.1% |
0.0065 |
| ATR |
0.0060 |
0.0058 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
6,776 |
22,708 |
15,932 |
235.1% |
87,622 |
|
| Daily Pivots for day following 29-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8683 |
0.8665 |
0.8599 |
|
| R3 |
0.8650 |
0.8632 |
0.8590 |
|
| R2 |
0.8617 |
0.8617 |
0.8587 |
|
| R1 |
0.8599 |
0.8599 |
0.8584 |
0.8592 |
| PP |
0.8584 |
0.8584 |
0.8584 |
0.8580 |
| S1 |
0.8566 |
0.8566 |
0.8578 |
0.8559 |
| S2 |
0.8551 |
0.8551 |
0.8575 |
|
| S3 |
0.8518 |
0.8533 |
0.8572 |
|
| S4 |
0.8485 |
0.8500 |
0.8563 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8783 |
0.8751 |
0.8624 |
|
| R3 |
0.8718 |
0.8686 |
0.8606 |
|
| R2 |
0.8653 |
0.8653 |
0.8600 |
|
| R1 |
0.8621 |
0.8621 |
0.8594 |
0.8605 |
| PP |
0.8588 |
0.8588 |
0.8588 |
0.8580 |
| S1 |
0.8556 |
0.8556 |
0.8582 |
0.8540 |
| S2 |
0.8523 |
0.8523 |
0.8576 |
|
| S3 |
0.8458 |
0.8491 |
0.8570 |
|
| S4 |
0.8393 |
0.8426 |
0.8552 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8621 |
0.8556 |
0.0065 |
0.8% |
0.0039 |
0.4% |
38% |
False |
False |
22,066 |
| 10 |
0.8640 |
0.8547 |
0.0093 |
1.1% |
0.0052 |
0.6% |
37% |
False |
False |
42,179 |
| 20 |
0.8815 |
0.8547 |
0.0268 |
3.1% |
0.0059 |
0.7% |
13% |
False |
False |
32,294 |
| 40 |
0.8912 |
0.8547 |
0.0365 |
4.3% |
0.0066 |
0.8% |
9% |
False |
False |
16,634 |
| 60 |
0.8987 |
0.8547 |
0.0440 |
5.1% |
0.0065 |
0.8% |
8% |
False |
False |
11,181 |
| 80 |
0.9145 |
0.8547 |
0.0598 |
7.0% |
0.0063 |
0.7% |
6% |
False |
False |
8,499 |
| 100 |
0.9205 |
0.8547 |
0.0658 |
7.7% |
0.0055 |
0.6% |
5% |
False |
False |
6,812 |
| 120 |
0.9331 |
0.8547 |
0.0784 |
9.1% |
0.0047 |
0.6% |
4% |
False |
False |
5,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8742 |
|
2.618 |
0.8688 |
|
1.618 |
0.8655 |
|
1.000 |
0.8635 |
|
0.618 |
0.8622 |
|
HIGH |
0.8602 |
|
0.618 |
0.8589 |
|
0.500 |
0.8586 |
|
0.382 |
0.8582 |
|
LOW |
0.8569 |
|
0.618 |
0.8549 |
|
1.000 |
0.8536 |
|
1.618 |
0.8516 |
|
2.618 |
0.8483 |
|
4.250 |
0.8429 |
|
|
| Fisher Pivots for day following 29-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8586 |
0.8591 |
| PP |
0.8584 |
0.8588 |
| S1 |
0.8583 |
0.8584 |
|