CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 12-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2014 |
12-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8782 |
0.8812 |
0.0030 |
0.3% |
0.8858 |
| High |
0.8828 |
0.8860 |
0.0032 |
0.4% |
0.8868 |
| Low |
0.8764 |
0.8797 |
0.0033 |
0.4% |
0.8712 |
| Close |
0.8812 |
0.8838 |
0.0026 |
0.3% |
0.8818 |
| Range |
0.0064 |
0.0063 |
-0.0001 |
-1.6% |
0.0156 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
44,843 |
62,684 |
17,841 |
39.8% |
339,897 |
|
| Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9021 |
0.8992 |
0.8873 |
|
| R3 |
0.8958 |
0.8929 |
0.8855 |
|
| R2 |
0.8895 |
0.8895 |
0.8850 |
|
| R1 |
0.8866 |
0.8866 |
0.8844 |
0.8881 |
| PP |
0.8832 |
0.8832 |
0.8832 |
0.8839 |
| S1 |
0.8803 |
0.8803 |
0.8832 |
0.8818 |
| S2 |
0.8769 |
0.8769 |
0.8826 |
|
| S3 |
0.8706 |
0.8740 |
0.8821 |
|
| S4 |
0.8643 |
0.8677 |
0.8803 |
|
|
| 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 |
0.8860 |
0.8727 |
0.0133 |
1.5% |
0.0069 |
0.8% |
83% |
True |
False |
60,069 |
| 10 |
0.8946 |
0.8712 |
0.0234 |
2.6% |
0.0074 |
0.8% |
54% |
False |
False |
64,922 |
| 20 |
0.8980 |
0.8712 |
0.0268 |
3.0% |
0.0069 |
0.8% |
47% |
False |
False |
60,269 |
| 40 |
0.9167 |
0.8712 |
0.0455 |
5.1% |
0.0072 |
0.8% |
28% |
False |
False |
66,473 |
| 60 |
0.9226 |
0.8712 |
0.0514 |
5.8% |
0.0068 |
0.8% |
25% |
False |
False |
51,434 |
| 80 |
0.9300 |
0.8712 |
0.0588 |
6.7% |
0.0061 |
0.7% |
21% |
False |
False |
38,650 |
| 100 |
0.9377 |
0.8712 |
0.0665 |
7.5% |
0.0056 |
0.6% |
19% |
False |
False |
30,976 |
| 120 |
0.9377 |
0.8712 |
0.0665 |
7.5% |
0.0051 |
0.6% |
19% |
False |
False |
25,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9128 |
|
2.618 |
0.9025 |
|
1.618 |
0.8962 |
|
1.000 |
0.8923 |
|
0.618 |
0.8899 |
|
HIGH |
0.8860 |
|
0.618 |
0.8836 |
|
0.500 |
0.8829 |
|
0.382 |
0.8821 |
|
LOW |
0.8797 |
|
0.618 |
0.8758 |
|
1.000 |
0.8734 |
|
1.618 |
0.8695 |
|
2.618 |
0.8632 |
|
4.250 |
0.8529 |
|
|
| Fisher Pivots for day following 12-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8835 |
0.8829 |
| PP |
0.8832 |
0.8821 |
| S1 |
0.8829 |
0.8812 |
|