CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 16-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8593 |
0.8545 |
-0.0048 |
-0.6% |
0.8700 |
| High |
0.8593 |
0.8577 |
-0.0016 |
-0.2% |
0.8724 |
| Low |
0.8545 |
0.8545 |
0.0000 |
0.0% |
0.8596 |
| Close |
0.8549 |
0.8557 |
0.0008 |
0.1% |
0.8606 |
| Range |
0.0048 |
0.0032 |
-0.0016 |
-33.3% |
0.0128 |
| ATR |
0.0055 |
0.0053 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
110 |
195 |
85 |
77.3% |
1,719 |
|
| Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8656 |
0.8638 |
0.8575 |
|
| R3 |
0.8624 |
0.8606 |
0.8566 |
|
| R2 |
0.8592 |
0.8592 |
0.8563 |
|
| R1 |
0.8574 |
0.8574 |
0.8560 |
0.8583 |
| PP |
0.8560 |
0.8560 |
0.8560 |
0.8564 |
| S1 |
0.8542 |
0.8542 |
0.8554 |
0.8551 |
| S2 |
0.8528 |
0.8528 |
0.8551 |
|
| S3 |
0.8496 |
0.8510 |
0.8548 |
|
| S4 |
0.8464 |
0.8478 |
0.8539 |
|
|
| 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 |
0.8688 |
0.8545 |
0.0143 |
1.7% |
0.0039 |
0.5% |
8% |
False |
True |
366 |
| 10 |
0.8775 |
0.8545 |
0.0230 |
2.7% |
0.0043 |
0.5% |
5% |
False |
True |
241 |
| 20 |
0.8876 |
0.8545 |
0.0331 |
3.9% |
0.0046 |
0.5% |
4% |
False |
True |
173 |
| 40 |
0.8928 |
0.8545 |
0.0383 |
4.5% |
0.0041 |
0.5% |
3% |
False |
True |
108 |
| 60 |
0.8987 |
0.8545 |
0.0442 |
5.2% |
0.0039 |
0.5% |
3% |
False |
True |
82 |
| 80 |
0.9161 |
0.8545 |
0.0616 |
7.2% |
0.0033 |
0.4% |
2% |
False |
True |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8713 |
|
2.618 |
0.8661 |
|
1.618 |
0.8629 |
|
1.000 |
0.8609 |
|
0.618 |
0.8597 |
|
HIGH |
0.8577 |
|
0.618 |
0.8565 |
|
0.500 |
0.8561 |
|
0.382 |
0.8557 |
|
LOW |
0.8545 |
|
0.618 |
0.8525 |
|
1.000 |
0.8513 |
|
1.618 |
0.8493 |
|
2.618 |
0.8461 |
|
4.250 |
0.8409 |
|
|
| Fisher Pivots for day following 16-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8561 |
0.8593 |
| PP |
0.8560 |
0.8581 |
| S1 |
0.8558 |
0.8569 |
|