CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 15-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8616 |
0.8593 |
-0.0023 |
-0.3% |
0.8700 |
| High |
0.8641 |
0.8593 |
-0.0048 |
-0.6% |
0.8724 |
| Low |
0.8596 |
0.8545 |
-0.0051 |
-0.6% |
0.8596 |
| Close |
0.8606 |
0.8549 |
-0.0057 |
-0.7% |
0.8606 |
| Range |
0.0045 |
0.0048 |
0.0003 |
6.7% |
0.0128 |
| ATR |
0.0054 |
0.0055 |
0.0000 |
0.9% |
0.0000 |
| Volume |
792 |
110 |
-682 |
-86.1% |
1,719 |
|
| Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8706 |
0.8676 |
0.8575 |
|
| R3 |
0.8658 |
0.8628 |
0.8562 |
|
| R2 |
0.8610 |
0.8610 |
0.8558 |
|
| R1 |
0.8580 |
0.8580 |
0.8553 |
0.8571 |
| PP |
0.8562 |
0.8562 |
0.8562 |
0.8558 |
| S1 |
0.8532 |
0.8532 |
0.8545 |
0.8523 |
| S2 |
0.8514 |
0.8514 |
0.8540 |
|
| S3 |
0.8466 |
0.8484 |
0.8536 |
|
| S4 |
0.8418 |
0.8436 |
0.8523 |
|
|
| 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 |
0.8545 |
0.0179 |
2.1% |
0.0046 |
0.5% |
2% |
False |
True |
345 |
| 10 |
0.8789 |
0.8545 |
0.0244 |
2.9% |
0.0046 |
0.5% |
2% |
False |
True |
268 |
| 20 |
0.8876 |
0.8545 |
0.0331 |
3.9% |
0.0044 |
0.5% |
1% |
False |
True |
164 |
| 40 |
0.8928 |
0.8545 |
0.0383 |
4.5% |
0.0040 |
0.5% |
1% |
False |
True |
105 |
| 60 |
0.9011 |
0.8545 |
0.0466 |
5.5% |
0.0039 |
0.5% |
1% |
False |
True |
79 |
| 80 |
0.9161 |
0.8545 |
0.0616 |
7.2% |
0.0032 |
0.4% |
1% |
False |
True |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8797 |
|
2.618 |
0.8719 |
|
1.618 |
0.8671 |
|
1.000 |
0.8641 |
|
0.618 |
0.8623 |
|
HIGH |
0.8593 |
|
0.618 |
0.8575 |
|
0.500 |
0.8569 |
|
0.382 |
0.8563 |
|
LOW |
0.8545 |
|
0.618 |
0.8515 |
|
1.000 |
0.8497 |
|
1.618 |
0.8467 |
|
2.618 |
0.8419 |
|
4.250 |
0.8341 |
|
|
| Fisher Pivots for day following 15-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8569 |
0.8603 |
| PP |
0.8562 |
0.8585 |
| S1 |
0.8556 |
0.8567 |
|