CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 14-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
0.8826 |
0.8787 |
-0.0039 |
-0.4% |
0.8823 |
High |
0.8843 |
0.8872 |
0.0029 |
0.3% |
0.8872 |
Low |
0.8771 |
0.8771 |
0.0000 |
0.0% |
0.8764 |
Close |
0.8793 |
0.8857 |
0.0064 |
0.7% |
0.8857 |
Range |
0.0072 |
0.0101 |
0.0029 |
40.3% |
0.0108 |
ATR |
0.0071 |
0.0073 |
0.0002 |
3.1% |
0.0000 |
Volume |
49,547 |
85,663 |
36,116 |
72.9% |
293,927 |
|
Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9136 |
0.9098 |
0.8913 |
|
R3 |
0.9035 |
0.8997 |
0.8885 |
|
R2 |
0.8934 |
0.8934 |
0.8876 |
|
R1 |
0.8896 |
0.8896 |
0.8866 |
0.8915 |
PP |
0.8833 |
0.8833 |
0.8833 |
0.8843 |
S1 |
0.8795 |
0.8795 |
0.8848 |
0.8814 |
S2 |
0.8732 |
0.8732 |
0.8838 |
|
S3 |
0.8631 |
0.8694 |
0.8829 |
|
S4 |
0.8530 |
0.8593 |
0.8801 |
|
|
Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9155 |
0.9114 |
0.8916 |
|
R3 |
0.9047 |
0.9006 |
0.8887 |
|
R2 |
0.8939 |
0.8939 |
0.8877 |
|
R1 |
0.8898 |
0.8898 |
0.8867 |
0.8919 |
PP |
0.8831 |
0.8831 |
0.8831 |
0.8841 |
S1 |
0.8790 |
0.8790 |
0.8847 |
0.8811 |
S2 |
0.8723 |
0.8723 |
0.8837 |
|
S3 |
0.8615 |
0.8682 |
0.8827 |
|
S4 |
0.8507 |
0.8574 |
0.8798 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8872 |
0.8764 |
0.0108 |
1.2% |
0.0073 |
0.8% |
86% |
True |
False |
58,785 |
10 |
0.8872 |
0.8712 |
0.0160 |
1.8% |
0.0075 |
0.8% |
91% |
True |
False |
63,382 |
20 |
0.8980 |
0.8712 |
0.0268 |
3.0% |
0.0069 |
0.8% |
54% |
False |
False |
59,835 |
40 |
0.9133 |
0.8712 |
0.0421 |
4.8% |
0.0072 |
0.8% |
34% |
False |
False |
66,705 |
60 |
0.9226 |
0.8712 |
0.0514 |
5.8% |
0.0070 |
0.8% |
28% |
False |
False |
53,676 |
80 |
0.9283 |
0.8712 |
0.0571 |
6.4% |
0.0063 |
0.7% |
25% |
False |
False |
40,336 |
100 |
0.9377 |
0.8712 |
0.0665 |
7.5% |
0.0057 |
0.6% |
22% |
False |
False |
32,324 |
120 |
0.9377 |
0.8712 |
0.0665 |
7.5% |
0.0052 |
0.6% |
22% |
False |
False |
26,974 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9301 |
2.618 |
0.9136 |
1.618 |
0.9035 |
1.000 |
0.8973 |
0.618 |
0.8934 |
HIGH |
0.8872 |
0.618 |
0.8833 |
0.500 |
0.8822 |
0.382 |
0.8810 |
LOW |
0.8771 |
0.618 |
0.8709 |
1.000 |
0.8670 |
1.618 |
0.8608 |
2.618 |
0.8507 |
4.250 |
0.8342 |
|
|
Fisher Pivots for day following 14-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8845 |
0.8845 |
PP |
0.8833 |
0.8833 |
S1 |
0.8822 |
0.8822 |
|