CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 03-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2014 |
03-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8928 |
0.8858 |
-0.0070 |
-0.8% |
0.8886 |
| High |
0.8930 |
0.8868 |
-0.0062 |
-0.7% |
0.8980 |
| Low |
0.8813 |
0.8780 |
-0.0033 |
-0.4% |
0.8813 |
| Close |
0.8860 |
0.8789 |
-0.0071 |
-0.8% |
0.8860 |
| Range |
0.0117 |
0.0088 |
-0.0029 |
-24.8% |
0.0167 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
1.9% |
0.0000 |
| Volume |
100,070 |
63,695 |
-36,375 |
-36.3% |
304,543 |
|
| Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9076 |
0.9021 |
0.8837 |
|
| R3 |
0.8988 |
0.8933 |
0.8813 |
|
| R2 |
0.8900 |
0.8900 |
0.8805 |
|
| R1 |
0.8845 |
0.8845 |
0.8797 |
0.8829 |
| PP |
0.8812 |
0.8812 |
0.8812 |
0.8804 |
| S1 |
0.8757 |
0.8757 |
0.8781 |
0.8741 |
| S2 |
0.8724 |
0.8724 |
0.8773 |
|
| S3 |
0.8636 |
0.8669 |
0.8765 |
|
| S4 |
0.8548 |
0.8581 |
0.8741 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9385 |
0.9290 |
0.8952 |
|
| R3 |
0.9218 |
0.9123 |
0.8906 |
|
| R2 |
0.9051 |
0.9051 |
0.8891 |
|
| R1 |
0.8956 |
0.8956 |
0.8875 |
0.8920 |
| PP |
0.8884 |
0.8884 |
0.8884 |
0.8867 |
| S1 |
0.8789 |
0.8789 |
0.8845 |
0.8753 |
| S2 |
0.8717 |
0.8717 |
0.8829 |
|
| S3 |
0.8550 |
0.8622 |
0.8814 |
|
| S4 |
0.8383 |
0.8455 |
0.8768 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8980 |
0.8780 |
0.0200 |
2.3% |
0.0080 |
0.9% |
5% |
False |
True |
66,810 |
| 10 |
0.8980 |
0.8780 |
0.0200 |
2.3% |
0.0069 |
0.8% |
5% |
False |
True |
59,264 |
| 20 |
0.9009 |
0.8769 |
0.0240 |
2.7% |
0.0071 |
0.8% |
8% |
False |
False |
66,650 |
| 40 |
0.9167 |
0.8769 |
0.0398 |
4.5% |
0.0072 |
0.8% |
5% |
False |
False |
65,262 |
| 60 |
0.9226 |
0.8769 |
0.0457 |
5.2% |
0.0064 |
0.7% |
4% |
False |
False |
44,222 |
| 80 |
0.9304 |
0.8769 |
0.0535 |
6.1% |
0.0058 |
0.7% |
4% |
False |
False |
33,250 |
| 100 |
0.9377 |
0.8769 |
0.0608 |
6.9% |
0.0053 |
0.6% |
3% |
False |
False |
26,651 |
| 120 |
0.9377 |
0.8769 |
0.0608 |
6.9% |
0.0048 |
0.5% |
3% |
False |
False |
22,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9242 |
|
2.618 |
0.9098 |
|
1.618 |
0.9010 |
|
1.000 |
0.8956 |
|
0.618 |
0.8922 |
|
HIGH |
0.8868 |
|
0.618 |
0.8834 |
|
0.500 |
0.8824 |
|
0.382 |
0.8814 |
|
LOW |
0.8780 |
|
0.618 |
0.8726 |
|
1.000 |
0.8692 |
|
1.618 |
0.8638 |
|
2.618 |
0.8550 |
|
4.250 |
0.8406 |
|
|
| Fisher Pivots for day following 03-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8824 |
0.8863 |
| PP |
0.8812 |
0.8838 |
| S1 |
0.8801 |
0.8814 |
|