CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 05-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2014 |
05-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8798 |
0.8762 |
-0.0036 |
-0.4% |
0.8886 |
| High |
0.8809 |
0.8785 |
-0.0024 |
-0.3% |
0.8980 |
| Low |
0.8741 |
0.8712 |
-0.0029 |
-0.3% |
0.8813 |
| Close |
0.8769 |
0.8763 |
-0.0006 |
-0.1% |
0.8860 |
| Range |
0.0068 |
0.0073 |
0.0005 |
7.4% |
0.0167 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
0.2% |
0.0000 |
| Volume |
61,696 |
72,877 |
11,181 |
18.1% |
304,543 |
|
| Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8972 |
0.8941 |
0.8803 |
|
| R3 |
0.8899 |
0.8868 |
0.8783 |
|
| R2 |
0.8826 |
0.8826 |
0.8776 |
|
| R1 |
0.8795 |
0.8795 |
0.8770 |
0.8811 |
| PP |
0.8753 |
0.8753 |
0.8753 |
0.8761 |
| S1 |
0.8722 |
0.8722 |
0.8756 |
0.8738 |
| S2 |
0.8680 |
0.8680 |
0.8750 |
|
| S3 |
0.8607 |
0.8649 |
0.8743 |
|
| S4 |
0.8534 |
0.8576 |
0.8723 |
|
|
| 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 |
0.8946 |
0.8712 |
0.0234 |
2.7% |
0.0079 |
0.9% |
22% |
False |
True |
69,775 |
| 10 |
0.8980 |
0.8712 |
0.0268 |
3.1% |
0.0066 |
0.8% |
19% |
False |
True |
58,694 |
| 20 |
0.9009 |
0.8712 |
0.0297 |
3.4% |
0.0071 |
0.8% |
17% |
False |
True |
65,737 |
| 40 |
0.9167 |
0.8712 |
0.0455 |
5.2% |
0.0073 |
0.8% |
11% |
False |
True |
67,410 |
| 60 |
0.9226 |
0.8712 |
0.0514 |
5.9% |
0.0065 |
0.7% |
10% |
False |
True |
46,453 |
| 80 |
0.9304 |
0.8712 |
0.0592 |
6.8% |
0.0059 |
0.7% |
9% |
False |
True |
34,924 |
| 100 |
0.9377 |
0.8712 |
0.0665 |
7.6% |
0.0054 |
0.6% |
8% |
False |
True |
27,993 |
| 120 |
0.9377 |
0.8712 |
0.0665 |
7.6% |
0.0049 |
0.6% |
8% |
False |
True |
23,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9095 |
|
2.618 |
0.8976 |
|
1.618 |
0.8903 |
|
1.000 |
0.8858 |
|
0.618 |
0.8830 |
|
HIGH |
0.8785 |
|
0.618 |
0.8757 |
|
0.500 |
0.8749 |
|
0.382 |
0.8740 |
|
LOW |
0.8712 |
|
0.618 |
0.8667 |
|
1.000 |
0.8639 |
|
1.618 |
0.8594 |
|
2.618 |
0.8521 |
|
4.250 |
0.8402 |
|
|
| Fisher Pivots for day following 05-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8758 |
0.8790 |
| PP |
0.8753 |
0.8781 |
| S1 |
0.8749 |
0.8772 |
|