CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 10-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2014 |
10-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8742 |
0.8823 |
0.0081 |
0.9% |
0.8858 |
| High |
0.8832 |
0.8842 |
0.0010 |
0.1% |
0.8868 |
| Low |
0.8727 |
0.8776 |
0.0049 |
0.6% |
0.8712 |
| Close |
0.8818 |
0.8780 |
-0.0038 |
-0.4% |
0.8818 |
| Range |
0.0105 |
0.0066 |
-0.0039 |
-37.1% |
0.0156 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
87,664 |
51,190 |
-36,474 |
-41.6% |
339,897 |
|
| Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8997 |
0.8955 |
0.8816 |
|
| R3 |
0.8931 |
0.8889 |
0.8798 |
|
| R2 |
0.8865 |
0.8865 |
0.8792 |
|
| R1 |
0.8823 |
0.8823 |
0.8786 |
0.8811 |
| PP |
0.8799 |
0.8799 |
0.8799 |
0.8794 |
| S1 |
0.8757 |
0.8757 |
0.8774 |
0.8745 |
| S2 |
0.8733 |
0.8733 |
0.8768 |
|
| S3 |
0.8667 |
0.8691 |
0.8762 |
|
| S4 |
0.8601 |
0.8625 |
0.8744 |
|
|
| 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 |
0.8842 |
0.8712 |
0.0130 |
1.5% |
0.0072 |
0.8% |
52% |
True |
False |
65,478 |
| 10 |
0.8980 |
0.8712 |
0.0268 |
3.1% |
0.0076 |
0.9% |
25% |
False |
False |
66,144 |
| 20 |
0.8980 |
0.8712 |
0.0268 |
3.1% |
0.0073 |
0.8% |
25% |
False |
False |
65,457 |
| 40 |
0.9167 |
0.8712 |
0.0455 |
5.2% |
0.0073 |
0.8% |
15% |
False |
False |
67,771 |
| 60 |
0.9226 |
0.8712 |
0.0514 |
5.9% |
0.0067 |
0.8% |
13% |
False |
False |
49,655 |
| 80 |
0.9300 |
0.8712 |
0.0588 |
6.7% |
0.0060 |
0.7% |
12% |
False |
False |
37,309 |
| 100 |
0.9377 |
0.8712 |
0.0665 |
7.6% |
0.0055 |
0.6% |
10% |
False |
False |
29,908 |
| 120 |
0.9377 |
0.8712 |
0.0665 |
7.6% |
0.0051 |
0.6% |
10% |
False |
False |
24,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9123 |
|
2.618 |
0.9015 |
|
1.618 |
0.8949 |
|
1.000 |
0.8908 |
|
0.618 |
0.8883 |
|
HIGH |
0.8842 |
|
0.618 |
0.8817 |
|
0.500 |
0.8809 |
|
0.382 |
0.8801 |
|
LOW |
0.8776 |
|
0.618 |
0.8735 |
|
1.000 |
0.8710 |
|
1.618 |
0.8669 |
|
2.618 |
0.8603 |
|
4.250 |
0.8496 |
|
|
| Fisher Pivots for day following 10-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8809 |
0.8785 |
| PP |
0.8799 |
0.8783 |
| S1 |
0.8790 |
0.8782 |
|