CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 08-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2014 |
08-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8730 |
0.8700 |
-0.0030 |
-0.3% |
0.8688 |
| High |
0.8730 |
0.8700 |
-0.0030 |
-0.3% |
0.8796 |
| Low |
0.8676 |
0.8670 |
-0.0006 |
-0.1% |
0.8676 |
| Close |
0.8706 |
0.8677 |
-0.0029 |
-0.3% |
0.8706 |
| Range |
0.0054 |
0.0030 |
-0.0024 |
-44.4% |
0.0120 |
| ATR |
0.0057 |
0.0056 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
124 |
101 |
-23 |
-18.5% |
1,003 |
|
| Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8772 |
0.8755 |
0.8694 |
|
| R3 |
0.8742 |
0.8725 |
0.8685 |
|
| R2 |
0.8712 |
0.8712 |
0.8683 |
|
| R1 |
0.8695 |
0.8695 |
0.8680 |
0.8689 |
| PP |
0.8682 |
0.8682 |
0.8682 |
0.8679 |
| S1 |
0.8665 |
0.8665 |
0.8674 |
0.8659 |
| S2 |
0.8652 |
0.8652 |
0.8672 |
|
| S3 |
0.8622 |
0.8635 |
0.8669 |
|
| S4 |
0.8592 |
0.8605 |
0.8661 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9086 |
0.9016 |
0.8772 |
|
| R3 |
0.8966 |
0.8896 |
0.8739 |
|
| R2 |
0.8846 |
0.8846 |
0.8728 |
|
| R1 |
0.8776 |
0.8776 |
0.8717 |
0.8811 |
| PP |
0.8726 |
0.8726 |
0.8726 |
0.8744 |
| S1 |
0.8656 |
0.8656 |
0.8695 |
0.8691 |
| S2 |
0.8606 |
0.8606 |
0.8684 |
|
| S3 |
0.8486 |
0.8536 |
0.8673 |
|
| S4 |
0.8366 |
0.8416 |
0.8640 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8789 |
0.8670 |
0.0119 |
1.4% |
0.0047 |
0.5% |
6% |
False |
True |
190 |
| 10 |
0.8863 |
0.8670 |
0.0193 |
2.2% |
0.0056 |
0.6% |
4% |
False |
True |
142 |
| 20 |
0.8876 |
0.8670 |
0.0206 |
2.4% |
0.0040 |
0.5% |
3% |
False |
True |
83 |
| 40 |
0.8928 |
0.8670 |
0.0258 |
3.0% |
0.0040 |
0.5% |
3% |
False |
True |
67 |
| 60 |
0.9120 |
0.8670 |
0.0450 |
5.2% |
0.0037 |
0.4% |
2% |
False |
True |
51 |
| 80 |
0.9161 |
0.8670 |
0.0491 |
5.7% |
0.0030 |
0.3% |
1% |
False |
True |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8828 |
|
2.618 |
0.8779 |
|
1.618 |
0.8749 |
|
1.000 |
0.8730 |
|
0.618 |
0.8719 |
|
HIGH |
0.8700 |
|
0.618 |
0.8689 |
|
0.500 |
0.8685 |
|
0.382 |
0.8681 |
|
LOW |
0.8670 |
|
0.618 |
0.8651 |
|
1.000 |
0.8640 |
|
1.618 |
0.8621 |
|
2.618 |
0.8591 |
|
4.250 |
0.8543 |
|
|
| Fisher Pivots for day following 08-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8685 |
0.8723 |
| PP |
0.8682 |
0.8707 |
| S1 |
0.8680 |
0.8692 |
|