CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 12-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8656 |
0.8616 |
-0.0040 |
-0.5% |
0.8700 |
| High |
0.8661 |
0.8641 |
-0.0020 |
-0.2% |
0.8724 |
| Low |
0.8621 |
0.8596 |
-0.0025 |
-0.3% |
0.8596 |
| Close |
0.8626 |
0.8606 |
-0.0020 |
-0.2% |
0.8606 |
| Range |
0.0040 |
0.0045 |
0.0005 |
12.5% |
0.0128 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
641 |
792 |
151 |
23.6% |
1,719 |
|
| Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8749 |
0.8723 |
0.8631 |
|
| R3 |
0.8704 |
0.8678 |
0.8618 |
|
| R2 |
0.8659 |
0.8659 |
0.8614 |
|
| R1 |
0.8633 |
0.8633 |
0.8610 |
0.8624 |
| PP |
0.8614 |
0.8614 |
0.8614 |
0.8610 |
| S1 |
0.8588 |
0.8588 |
0.8602 |
0.8579 |
| S2 |
0.8569 |
0.8569 |
0.8598 |
|
| S3 |
0.8524 |
0.8543 |
0.8594 |
|
| S4 |
0.8479 |
0.8498 |
0.8581 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9026 |
0.8944 |
0.8676 |
|
| R3 |
0.8898 |
0.8816 |
0.8641 |
|
| R2 |
0.8770 |
0.8770 |
0.8629 |
|
| R1 |
0.8688 |
0.8688 |
0.8618 |
0.8665 |
| PP |
0.8642 |
0.8642 |
0.8642 |
0.8631 |
| S1 |
0.8560 |
0.8560 |
0.8594 |
0.8537 |
| S2 |
0.8514 |
0.8514 |
0.8583 |
|
| S3 |
0.8386 |
0.8432 |
0.8571 |
|
| S4 |
0.8258 |
0.8304 |
0.8536 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8724 |
0.8596 |
0.0128 |
1.5% |
0.0042 |
0.5% |
8% |
False |
True |
343 |
| 10 |
0.8796 |
0.8596 |
0.0200 |
2.3% |
0.0053 |
0.6% |
5% |
False |
True |
272 |
| 20 |
0.8876 |
0.8596 |
0.0280 |
3.3% |
0.0045 |
0.5% |
4% |
False |
True |
159 |
| 40 |
0.8928 |
0.8596 |
0.0332 |
3.9% |
0.0040 |
0.5% |
3% |
False |
True |
105 |
| 60 |
0.9120 |
0.8596 |
0.0524 |
6.1% |
0.0039 |
0.4% |
2% |
False |
True |
77 |
| 80 |
0.9161 |
0.8596 |
0.0565 |
6.6% |
0.0032 |
0.4% |
2% |
False |
True |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8832 |
|
2.618 |
0.8759 |
|
1.618 |
0.8714 |
|
1.000 |
0.8686 |
|
0.618 |
0.8669 |
|
HIGH |
0.8641 |
|
0.618 |
0.8624 |
|
0.500 |
0.8619 |
|
0.382 |
0.8613 |
|
LOW |
0.8596 |
|
0.618 |
0.8568 |
|
1.000 |
0.8551 |
|
1.618 |
0.8523 |
|
2.618 |
0.8478 |
|
4.250 |
0.8405 |
|
|
| Fisher Pivots for day following 12-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8619 |
0.8642 |
| PP |
0.8614 |
0.8630 |
| S1 |
0.8610 |
0.8618 |
|