CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 06-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2014 |
06-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8762 |
0.8766 |
0.0004 |
0.0% |
0.8886 |
| High |
0.8785 |
0.8779 |
-0.0006 |
-0.1% |
0.8980 |
| Low |
0.8712 |
0.8730 |
0.0018 |
0.2% |
0.8813 |
| Close |
0.8763 |
0.8745 |
-0.0018 |
-0.2% |
0.8860 |
| Range |
0.0073 |
0.0049 |
-0.0024 |
-32.9% |
0.0167 |
| ATR |
0.0071 |
0.0070 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
72,877 |
53,965 |
-18,912 |
-26.0% |
304,543 |
|
| Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8898 |
0.8871 |
0.8772 |
|
| R3 |
0.8849 |
0.8822 |
0.8758 |
|
| R2 |
0.8800 |
0.8800 |
0.8754 |
|
| R1 |
0.8773 |
0.8773 |
0.8749 |
0.8762 |
| PP |
0.8751 |
0.8751 |
0.8751 |
0.8746 |
| S1 |
0.8724 |
0.8724 |
0.8741 |
0.8713 |
| S2 |
0.8702 |
0.8702 |
0.8736 |
|
| S3 |
0.8653 |
0.8675 |
0.8732 |
|
| S4 |
0.8604 |
0.8626 |
0.8718 |
|
|
| 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 |
0.8930 |
0.8712 |
0.0218 |
2.5% |
0.0079 |
0.9% |
15% |
False |
False |
70,460 |
| 10 |
0.8980 |
0.8712 |
0.0268 |
3.1% |
0.0066 |
0.8% |
12% |
False |
False |
59,721 |
| 20 |
0.8980 |
0.8712 |
0.0268 |
3.1% |
0.0069 |
0.8% |
12% |
False |
False |
64,673 |
| 40 |
0.9167 |
0.8712 |
0.0455 |
5.2% |
0.0071 |
0.8% |
7% |
False |
False |
67,592 |
| 60 |
0.9226 |
0.8712 |
0.0514 |
5.9% |
0.0065 |
0.7% |
6% |
False |
False |
47,347 |
| 80 |
0.9304 |
0.8712 |
0.0592 |
6.8% |
0.0058 |
0.7% |
6% |
False |
False |
35,596 |
| 100 |
0.9377 |
0.8712 |
0.0665 |
7.6% |
0.0055 |
0.6% |
5% |
False |
False |
28,527 |
| 120 |
0.9377 |
0.8712 |
0.0665 |
7.6% |
0.0049 |
0.6% |
5% |
False |
False |
23,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8987 |
|
2.618 |
0.8907 |
|
1.618 |
0.8858 |
|
1.000 |
0.8828 |
|
0.618 |
0.8809 |
|
HIGH |
0.8779 |
|
0.618 |
0.8760 |
|
0.500 |
0.8755 |
|
0.382 |
0.8749 |
|
LOW |
0.8730 |
|
0.618 |
0.8700 |
|
1.000 |
0.8681 |
|
1.618 |
0.8651 |
|
2.618 |
0.8602 |
|
4.250 |
0.8522 |
|
|
| Fisher Pivots for day following 06-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8755 |
0.8761 |
| PP |
0.8751 |
0.8755 |
| S1 |
0.8748 |
0.8750 |
|