CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 31-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2014 |
31-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8569 |
0.8581 |
0.0012 |
0.1% |
0.8560 |
| High |
0.8569 |
0.8581 |
0.0012 |
0.1% |
0.8560 |
| Low |
0.8569 |
0.8562 |
-0.0007 |
-0.1% |
0.8524 |
| Close |
0.8569 |
0.8562 |
-0.0007 |
-0.1% |
0.8554 |
| Range |
0.0000 |
0.0019 |
0.0019 |
|
0.0036 |
| ATR |
0.0035 |
0.0034 |
-0.0001 |
-3.3% |
0.0000 |
| Volume |
4 |
4 |
0 |
0.0% |
47 |
|
| Daily Pivots for day following 31-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8625 |
0.8613 |
0.8572 |
|
| R3 |
0.8606 |
0.8594 |
0.8567 |
|
| R2 |
0.8587 |
0.8587 |
0.8565 |
|
| R1 |
0.8575 |
0.8575 |
0.8564 |
0.8572 |
| PP |
0.8568 |
0.8568 |
0.8568 |
0.8567 |
| S1 |
0.8556 |
0.8556 |
0.8560 |
0.8553 |
| S2 |
0.8549 |
0.8549 |
0.8559 |
|
| S3 |
0.8530 |
0.8537 |
0.8557 |
|
| S4 |
0.8511 |
0.8518 |
0.8552 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8654 |
0.8640 |
0.8574 |
|
| R3 |
0.8618 |
0.8604 |
0.8564 |
|
| R2 |
0.8582 |
0.8582 |
0.8561 |
|
| R1 |
0.8568 |
0.8568 |
0.8557 |
0.8557 |
| PP |
0.8546 |
0.8546 |
0.8546 |
0.8541 |
| S1 |
0.8532 |
0.8532 |
0.8551 |
0.8521 |
| S2 |
0.8510 |
0.8510 |
0.8547 |
|
| S3 |
0.8474 |
0.8496 |
0.8544 |
|
| S4 |
0.8438 |
0.8460 |
0.8534 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8662 |
|
2.618 |
0.8631 |
|
1.618 |
0.8612 |
|
1.000 |
0.8600 |
|
0.618 |
0.8593 |
|
HIGH |
0.8581 |
|
0.618 |
0.8574 |
|
0.500 |
0.8572 |
|
0.382 |
0.8569 |
|
LOW |
0.8562 |
|
0.618 |
0.8550 |
|
1.000 |
0.8543 |
|
1.618 |
0.8531 |
|
2.618 |
0.8512 |
|
4.250 |
0.8481 |
|
|
| Fisher Pivots for day following 31-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8572 |
0.8562 |
| PP |
0.8568 |
0.8561 |
| S1 |
0.8565 |
0.8561 |
|