CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 13-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2014 |
13-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8812 |
0.8826 |
0.0014 |
0.2% |
0.8858 |
| High |
0.8860 |
0.8843 |
-0.0017 |
-0.2% |
0.8868 |
| Low |
0.8797 |
0.8771 |
-0.0026 |
-0.3% |
0.8712 |
| Close |
0.8838 |
0.8793 |
-0.0045 |
-0.5% |
0.8818 |
| Range |
0.0063 |
0.0072 |
0.0009 |
14.3% |
0.0156 |
| ATR |
0.0070 |
0.0071 |
0.0000 |
0.2% |
0.0000 |
| Volume |
62,684 |
49,547 |
-13,137 |
-21.0% |
339,897 |
|
| Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9018 |
0.8978 |
0.8833 |
|
| R3 |
0.8946 |
0.8906 |
0.8813 |
|
| R2 |
0.8874 |
0.8874 |
0.8806 |
|
| R1 |
0.8834 |
0.8834 |
0.8800 |
0.8818 |
| PP |
0.8802 |
0.8802 |
0.8802 |
0.8795 |
| S1 |
0.8762 |
0.8762 |
0.8786 |
0.8746 |
| S2 |
0.8730 |
0.8730 |
0.8780 |
|
| S3 |
0.8658 |
0.8690 |
0.8773 |
|
| S4 |
0.8586 |
0.8618 |
0.8753 |
|
|
| 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% |
0.0074 |
0.8% |
50% |
False |
False |
59,185 |
| 10 |
0.8930 |
0.8712 |
0.0218 |
2.5% |
0.0077 |
0.9% |
37% |
False |
False |
64,823 |
| 20 |
0.8980 |
0.8712 |
0.0268 |
3.0% |
0.0067 |
0.8% |
30% |
False |
False |
58,333 |
| 40 |
0.9167 |
0.8712 |
0.0455 |
5.2% |
0.0072 |
0.8% |
18% |
False |
False |
66,357 |
| 60 |
0.9226 |
0.8712 |
0.0514 |
5.8% |
0.0069 |
0.8% |
16% |
False |
False |
52,256 |
| 80 |
0.9287 |
0.8712 |
0.0575 |
6.5% |
0.0062 |
0.7% |
14% |
False |
False |
39,267 |
| 100 |
0.9377 |
0.8712 |
0.0665 |
7.6% |
0.0056 |
0.6% |
12% |
False |
False |
31,469 |
| 120 |
0.9377 |
0.8712 |
0.0665 |
7.6% |
0.0051 |
0.6% |
12% |
False |
False |
26,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9149 |
|
2.618 |
0.9031 |
|
1.618 |
0.8959 |
|
1.000 |
0.8915 |
|
0.618 |
0.8887 |
|
HIGH |
0.8843 |
|
0.618 |
0.8815 |
|
0.500 |
0.8807 |
|
0.382 |
0.8799 |
|
LOW |
0.8771 |
|
0.618 |
0.8727 |
|
1.000 |
0.8699 |
|
1.618 |
0.8655 |
|
2.618 |
0.8583 |
|
4.250 |
0.8465 |
|
|
| Fisher Pivots for day following 13-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8807 |
0.8812 |
| PP |
0.8802 |
0.8806 |
| S1 |
0.8798 |
0.8799 |
|