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 |
|