CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 01-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2014 |
01-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8810 |
0.8688 |
-0.0122 |
-1.4% |
0.8829 |
| High |
0.8810 |
0.8796 |
-0.0014 |
-0.2% |
0.8863 |
| Low |
0.8702 |
0.8687 |
-0.0015 |
-0.2% |
0.8702 |
| Close |
0.8702 |
0.8795 |
0.0093 |
1.1% |
0.8702 |
| Range |
0.0108 |
0.0109 |
0.0001 |
0.9% |
0.0161 |
| ATR |
0.0054 |
0.0058 |
0.0004 |
7.3% |
0.0000 |
| Volume |
20 |
150 |
130 |
650.0% |
321 |
|
| Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9086 |
0.9050 |
0.8855 |
|
| R3 |
0.8977 |
0.8941 |
0.8825 |
|
| R2 |
0.8868 |
0.8868 |
0.8815 |
|
| R1 |
0.8832 |
0.8832 |
0.8805 |
0.8850 |
| PP |
0.8759 |
0.8759 |
0.8759 |
0.8769 |
| S1 |
0.8723 |
0.8723 |
0.8785 |
0.8741 |
| S2 |
0.8650 |
0.8650 |
0.8775 |
|
| S3 |
0.8541 |
0.8614 |
0.8765 |
|
| S4 |
0.8432 |
0.8505 |
0.8735 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9239 |
0.9131 |
0.8791 |
|
| R3 |
0.9078 |
0.8970 |
0.8746 |
|
| R2 |
0.8917 |
0.8917 |
0.8732 |
|
| R1 |
0.8809 |
0.8809 |
0.8717 |
0.8783 |
| PP |
0.8756 |
0.8756 |
0.8756 |
0.8742 |
| S1 |
0.8648 |
0.8648 |
0.8687 |
0.8622 |
| S2 |
0.8595 |
0.8595 |
0.8672 |
|
| S3 |
0.8434 |
0.8487 |
0.8658 |
|
| S4 |
0.8273 |
0.8326 |
0.8613 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8863 |
0.8687 |
0.0176 |
2.0% |
0.0065 |
0.7% |
61% |
False |
True |
94 |
| 10 |
0.8876 |
0.8687 |
0.0189 |
2.1% |
0.0042 |
0.5% |
57% |
False |
True |
61 |
| 20 |
0.8876 |
0.8687 |
0.0189 |
2.1% |
0.0041 |
0.5% |
57% |
False |
True |
54 |
| 40 |
0.8961 |
0.8687 |
0.0274 |
3.1% |
0.0040 |
0.5% |
39% |
False |
True |
48 |
| 60 |
0.9120 |
0.8687 |
0.0433 |
4.9% |
0.0035 |
0.4% |
25% |
False |
True |
38 |
| 80 |
0.9161 |
0.8687 |
0.0474 |
5.4% |
0.0027 |
0.3% |
23% |
False |
True |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9259 |
|
2.618 |
0.9081 |
|
1.618 |
0.8972 |
|
1.000 |
0.8905 |
|
0.618 |
0.8863 |
|
HIGH |
0.8796 |
|
0.618 |
0.8754 |
|
0.500 |
0.8742 |
|
0.382 |
0.8729 |
|
LOW |
0.8687 |
|
0.618 |
0.8620 |
|
1.000 |
0.8578 |
|
1.618 |
0.8511 |
|
2.618 |
0.8402 |
|
4.250 |
0.8224 |
|
|
| Fisher Pivots for day following 01-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8777 |
0.8788 |
| PP |
0.8759 |
0.8782 |
| S1 |
0.8742 |
0.8775 |
|