CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 17-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2014 |
17-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8545 |
0.8566 |
0.0021 |
0.2% |
0.8700 |
| High |
0.8577 |
0.8605 |
0.0028 |
0.3% |
0.8724 |
| Low |
0.8545 |
0.8536 |
-0.0009 |
-0.1% |
0.8596 |
| Close |
0.8557 |
0.8536 |
-0.0021 |
-0.2% |
0.8606 |
| Range |
0.0032 |
0.0069 |
0.0037 |
115.6% |
0.0128 |
| ATR |
0.0053 |
0.0054 |
0.0001 |
2.1% |
0.0000 |
| Volume |
195 |
137 |
-58 |
-29.7% |
1,719 |
|
| Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8766 |
0.8720 |
0.8574 |
|
| R3 |
0.8697 |
0.8651 |
0.8555 |
|
| R2 |
0.8628 |
0.8628 |
0.8549 |
|
| R1 |
0.8582 |
0.8582 |
0.8542 |
0.8571 |
| PP |
0.8559 |
0.8559 |
0.8559 |
0.8553 |
| S1 |
0.8513 |
0.8513 |
0.8530 |
0.8502 |
| S2 |
0.8490 |
0.8490 |
0.8523 |
|
| S3 |
0.8421 |
0.8444 |
0.8517 |
|
| S4 |
0.8352 |
0.8375 |
0.8498 |
|
|
| 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 |
0.8661 |
0.8536 |
0.0125 |
1.5% |
0.0047 |
0.5% |
0% |
False |
True |
375 |
| 10 |
0.8775 |
0.8536 |
0.0239 |
2.8% |
0.0045 |
0.5% |
0% |
False |
True |
248 |
| 20 |
0.8876 |
0.8536 |
0.0340 |
4.0% |
0.0049 |
0.6% |
0% |
False |
True |
179 |
| 40 |
0.8928 |
0.8536 |
0.0392 |
4.6% |
0.0041 |
0.5% |
0% |
False |
True |
108 |
| 60 |
0.8987 |
0.8536 |
0.0451 |
5.3% |
0.0040 |
0.5% |
0% |
False |
True |
84 |
| 80 |
0.9161 |
0.8536 |
0.0625 |
7.3% |
0.0034 |
0.4% |
0% |
False |
True |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8898 |
|
2.618 |
0.8786 |
|
1.618 |
0.8717 |
|
1.000 |
0.8674 |
|
0.618 |
0.8648 |
|
HIGH |
0.8605 |
|
0.618 |
0.8579 |
|
0.500 |
0.8571 |
|
0.382 |
0.8562 |
|
LOW |
0.8536 |
|
0.618 |
0.8493 |
|
1.000 |
0.8467 |
|
1.618 |
0.8424 |
|
2.618 |
0.8355 |
|
4.250 |
0.8243 |
|
|
| Fisher Pivots for day following 17-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8571 |
0.8571 |
| PP |
0.8559 |
0.8559 |
| S1 |
0.8548 |
0.8548 |
|