CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 04-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2014 |
04-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8858 |
0.8798 |
-0.0060 |
-0.7% |
0.8886 |
| High |
0.8868 |
0.8809 |
-0.0059 |
-0.7% |
0.8980 |
| Low |
0.8780 |
0.8741 |
-0.0039 |
-0.4% |
0.8813 |
| Close |
0.8789 |
0.8769 |
-0.0020 |
-0.2% |
0.8860 |
| Range |
0.0088 |
0.0068 |
-0.0020 |
-22.7% |
0.0167 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
63,695 |
61,696 |
-1,999 |
-3.1% |
304,543 |
|
| Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8977 |
0.8941 |
0.8806 |
|
| R3 |
0.8909 |
0.8873 |
0.8788 |
|
| R2 |
0.8841 |
0.8841 |
0.8781 |
|
| R1 |
0.8805 |
0.8805 |
0.8775 |
0.8789 |
| PP |
0.8773 |
0.8773 |
0.8773 |
0.8765 |
| S1 |
0.8737 |
0.8737 |
0.8763 |
0.8721 |
| S2 |
0.8705 |
0.8705 |
0.8757 |
|
| S3 |
0.8637 |
0.8669 |
0.8750 |
|
| S4 |
0.8569 |
0.8601 |
0.8732 |
|
|
| 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 |
0.8741 |
0.0239 |
2.7% |
0.0080 |
0.9% |
12% |
False |
True |
67,998 |
| 10 |
0.8980 |
0.8741 |
0.0239 |
2.7% |
0.0068 |
0.8% |
12% |
False |
True |
60,188 |
| 20 |
0.9009 |
0.8741 |
0.0268 |
3.1% |
0.0072 |
0.8% |
10% |
False |
True |
66,081 |
| 40 |
0.9167 |
0.8741 |
0.0426 |
4.9% |
0.0072 |
0.8% |
7% |
False |
True |
66,306 |
| 60 |
0.9226 |
0.8741 |
0.0485 |
5.5% |
0.0064 |
0.7% |
6% |
False |
True |
45,243 |
| 80 |
0.9304 |
0.8741 |
0.0563 |
6.4% |
0.0058 |
0.7% |
5% |
False |
True |
34,014 |
| 100 |
0.9377 |
0.8741 |
0.0636 |
7.3% |
0.0054 |
0.6% |
4% |
False |
True |
27,265 |
| 120 |
0.9377 |
0.8741 |
0.0636 |
7.3% |
0.0049 |
0.6% |
4% |
False |
True |
22,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9098 |
|
2.618 |
0.8987 |
|
1.618 |
0.8919 |
|
1.000 |
0.8877 |
|
0.618 |
0.8851 |
|
HIGH |
0.8809 |
|
0.618 |
0.8783 |
|
0.500 |
0.8775 |
|
0.382 |
0.8767 |
|
LOW |
0.8741 |
|
0.618 |
0.8699 |
|
1.000 |
0.8673 |
|
1.618 |
0.8631 |
|
2.618 |
0.8563 |
|
4.250 |
0.8452 |
|
|
| Fisher Pivots for day following 04-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8775 |
0.8836 |
| PP |
0.8773 |
0.8813 |
| S1 |
0.8771 |
0.8791 |
|