CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 11-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8823 |
0.8782 |
-0.0041 |
-0.5% |
0.8858 |
| High |
0.8842 |
0.8828 |
-0.0014 |
-0.2% |
0.8868 |
| Low |
0.8776 |
0.8764 |
-0.0012 |
-0.1% |
0.8712 |
| Close |
0.8780 |
0.8812 |
0.0032 |
0.4% |
0.8818 |
| Range |
0.0066 |
0.0064 |
-0.0002 |
-3.0% |
0.0156 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
51,190 |
44,843 |
-6,347 |
-12.4% |
339,897 |
|
| Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8993 |
0.8967 |
0.8847 |
|
| R3 |
0.8929 |
0.8903 |
0.8830 |
|
| R2 |
0.8865 |
0.8865 |
0.8824 |
|
| R1 |
0.8839 |
0.8839 |
0.8818 |
0.8852 |
| PP |
0.8801 |
0.8801 |
0.8801 |
0.8808 |
| S1 |
0.8775 |
0.8775 |
0.8806 |
0.8788 |
| S2 |
0.8737 |
0.8737 |
0.8800 |
|
| S3 |
0.8673 |
0.8711 |
0.8794 |
|
| S4 |
0.8609 |
0.8647 |
0.8777 |
|
|
| 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% |
0.0071 |
0.8% |
77% |
False |
False |
62,107 |
| 10 |
0.8980 |
0.8712 |
0.0268 |
3.0% |
0.0076 |
0.9% |
37% |
False |
False |
65,053 |
| 20 |
0.8980 |
0.8712 |
0.0268 |
3.0% |
0.0072 |
0.8% |
37% |
False |
False |
64,463 |
| 40 |
0.9167 |
0.8712 |
0.0455 |
5.2% |
0.0072 |
0.8% |
22% |
False |
False |
67,012 |
| 60 |
0.9226 |
0.8712 |
0.0514 |
5.8% |
0.0068 |
0.8% |
19% |
False |
False |
50,393 |
| 80 |
0.9300 |
0.8712 |
0.0588 |
6.7% |
0.0061 |
0.7% |
17% |
False |
False |
37,868 |
| 100 |
0.9377 |
0.8712 |
0.0665 |
7.5% |
0.0055 |
0.6% |
15% |
False |
False |
30,355 |
| 120 |
0.9377 |
0.8712 |
0.0665 |
7.5% |
0.0051 |
0.6% |
15% |
False |
False |
25,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9100 |
|
2.618 |
0.8996 |
|
1.618 |
0.8932 |
|
1.000 |
0.8892 |
|
0.618 |
0.8868 |
|
HIGH |
0.8828 |
|
0.618 |
0.8804 |
|
0.500 |
0.8796 |
|
0.382 |
0.8788 |
|
LOW |
0.8764 |
|
0.618 |
0.8724 |
|
1.000 |
0.8700 |
|
1.618 |
0.8660 |
|
2.618 |
0.8596 |
|
4.250 |
0.8492 |
|
|
| Fisher Pivots for day following 11-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8807 |
0.8803 |
| PP |
0.8801 |
0.8794 |
| S1 |
0.8796 |
0.8785 |
|