CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 07-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2014 |
07-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8766 |
0.8742 |
-0.0024 |
-0.3% |
0.8858 |
| High |
0.8779 |
0.8832 |
0.0053 |
0.6% |
0.8868 |
| Low |
0.8730 |
0.8727 |
-0.0003 |
0.0% |
0.8712 |
| Close |
0.8745 |
0.8818 |
0.0073 |
0.8% |
0.8818 |
| Range |
0.0049 |
0.0105 |
0.0056 |
114.3% |
0.0156 |
| ATR |
0.0070 |
0.0072 |
0.0003 |
3.6% |
0.0000 |
| Volume |
53,965 |
87,664 |
33,699 |
62.4% |
339,897 |
|
| Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9107 |
0.9068 |
0.8876 |
|
| R3 |
0.9002 |
0.8963 |
0.8847 |
|
| R2 |
0.8897 |
0.8897 |
0.8837 |
|
| R1 |
0.8858 |
0.8858 |
0.8828 |
0.8878 |
| PP |
0.8792 |
0.8792 |
0.8792 |
0.8802 |
| S1 |
0.8753 |
0.8753 |
0.8808 |
0.8773 |
| S2 |
0.8687 |
0.8687 |
0.8799 |
|
| S3 |
0.8582 |
0.8648 |
0.8789 |
|
| S4 |
0.8477 |
0.8543 |
0.8760 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9267 |
0.9199 |
0.8904 |
|
| R3 |
0.9111 |
0.9043 |
0.8861 |
|
| R2 |
0.8955 |
0.8955 |
0.8847 |
|
| R1 |
0.8887 |
0.8887 |
0.8832 |
0.8843 |
| PP |
0.8799 |
0.8799 |
0.8799 |
0.8778 |
| S1 |
0.8731 |
0.8731 |
0.8804 |
0.8687 |
| S2 |
0.8643 |
0.8643 |
0.8789 |
|
| S3 |
0.8487 |
0.8575 |
0.8775 |
|
| S4 |
0.8331 |
0.8419 |
0.8732 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8868 |
0.8712 |
0.0156 |
1.8% |
0.0077 |
0.9% |
68% |
False |
False |
67,979 |
| 10 |
0.8980 |
0.8712 |
0.0268 |
3.0% |
0.0073 |
0.8% |
40% |
False |
False |
64,444 |
| 20 |
0.8980 |
0.8712 |
0.0268 |
3.0% |
0.0072 |
0.8% |
40% |
False |
False |
64,770 |
| 40 |
0.9167 |
0.8712 |
0.0455 |
5.2% |
0.0073 |
0.8% |
23% |
False |
False |
68,020 |
| 60 |
0.9226 |
0.8712 |
0.0514 |
5.8% |
0.0067 |
0.8% |
21% |
False |
False |
48,806 |
| 80 |
0.9304 |
0.8712 |
0.0592 |
6.7% |
0.0059 |
0.7% |
18% |
False |
False |
36,687 |
| 100 |
0.9377 |
0.8712 |
0.0665 |
7.5% |
0.0055 |
0.6% |
16% |
False |
False |
29,403 |
| 120 |
0.9377 |
0.8712 |
0.0665 |
7.5% |
0.0050 |
0.6% |
16% |
False |
False |
24,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9278 |
|
2.618 |
0.9107 |
|
1.618 |
0.9002 |
|
1.000 |
0.8937 |
|
0.618 |
0.8897 |
|
HIGH |
0.8832 |
|
0.618 |
0.8792 |
|
0.500 |
0.8780 |
|
0.382 |
0.8767 |
|
LOW |
0.8727 |
|
0.618 |
0.8662 |
|
1.000 |
0.8622 |
|
1.618 |
0.8557 |
|
2.618 |
0.8452 |
|
4.250 |
0.8281 |
|
|
| Fisher Pivots for day following 07-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8805 |
0.8803 |
| PP |
0.8792 |
0.8787 |
| S1 |
0.8780 |
0.8772 |
|