CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 19-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2014 |
19-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8542 |
0.8560 |
0.0018 |
0.2% |
0.8575 |
| High |
0.8586 |
0.8567 |
-0.0019 |
-0.2% |
0.8586 |
| Low |
0.8542 |
0.8548 |
0.0006 |
0.1% |
0.8519 |
| Close |
0.8570 |
0.8567 |
-0.0003 |
0.0% |
0.8567 |
| Range |
0.0044 |
0.0019 |
-0.0025 |
-56.8% |
0.0067 |
| ATR |
0.0046 |
0.0045 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
88 |
14 |
-74 |
-84.1% |
493 |
|
| Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8618 |
0.8611 |
0.8577 |
|
| R3 |
0.8599 |
0.8592 |
0.8572 |
|
| R2 |
0.8580 |
0.8580 |
0.8570 |
|
| R1 |
0.8573 |
0.8573 |
0.8569 |
0.8577 |
| PP |
0.8561 |
0.8561 |
0.8561 |
0.8562 |
| S1 |
0.8554 |
0.8554 |
0.8565 |
0.8558 |
| S2 |
0.8542 |
0.8542 |
0.8564 |
|
| S3 |
0.8523 |
0.8535 |
0.8562 |
|
| S4 |
0.8504 |
0.8516 |
0.8557 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8758 |
0.8730 |
0.8604 |
|
| R3 |
0.8691 |
0.8663 |
0.8585 |
|
| R2 |
0.8624 |
0.8624 |
0.8579 |
|
| R1 |
0.8596 |
0.8596 |
0.8573 |
0.8577 |
| PP |
0.8557 |
0.8557 |
0.8557 |
0.8548 |
| S1 |
0.8529 |
0.8529 |
0.8561 |
0.8510 |
| S2 |
0.8490 |
0.8490 |
0.8555 |
|
| S3 |
0.8423 |
0.8462 |
0.8549 |
|
| S4 |
0.8356 |
0.8395 |
0.8530 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8648 |
|
2.618 |
0.8617 |
|
1.618 |
0.8598 |
|
1.000 |
0.8586 |
|
0.618 |
0.8579 |
|
HIGH |
0.8567 |
|
0.618 |
0.8560 |
|
0.500 |
0.8558 |
|
0.382 |
0.8555 |
|
LOW |
0.8548 |
|
0.618 |
0.8536 |
|
1.000 |
0.8529 |
|
1.618 |
0.8517 |
|
2.618 |
0.8498 |
|
4.250 |
0.8467 |
|
|
| Fisher Pivots for day following 19-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8564 |
0.8562 |
| PP |
0.8561 |
0.8557 |
| S1 |
0.8558 |
0.8553 |
|