CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 17-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2014 |
17-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8787 |
0.8851 |
0.0064 |
0.7% |
0.8823 |
| High |
0.8872 |
0.8869 |
-0.0003 |
0.0% |
0.8872 |
| Low |
0.8771 |
0.8821 |
0.0050 |
0.6% |
0.8764 |
| Close |
0.8857 |
0.8837 |
-0.0020 |
-0.2% |
0.8857 |
| Range |
0.0101 |
0.0048 |
-0.0053 |
-52.5% |
0.0108 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
85,663 |
46,606 |
-39,057 |
-45.6% |
293,927 |
|
| Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8986 |
0.8960 |
0.8863 |
|
| R3 |
0.8938 |
0.8912 |
0.8850 |
|
| R2 |
0.8890 |
0.8890 |
0.8846 |
|
| R1 |
0.8864 |
0.8864 |
0.8841 |
0.8853 |
| PP |
0.8842 |
0.8842 |
0.8842 |
0.8837 |
| S1 |
0.8816 |
0.8816 |
0.8833 |
0.8805 |
| S2 |
0.8794 |
0.8794 |
0.8828 |
|
| S3 |
0.8746 |
0.8768 |
0.8824 |
|
| S4 |
0.8698 |
0.8720 |
0.8811 |
|
|
| 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% |
0.0070 |
0.8% |
68% |
False |
False |
57,868 |
| 10 |
0.8872 |
0.8712 |
0.0160 |
1.8% |
0.0071 |
0.8% |
78% |
False |
False |
61,673 |
| 20 |
0.8980 |
0.8712 |
0.0268 |
3.0% |
0.0070 |
0.8% |
47% |
False |
False |
60,468 |
| 40 |
0.9083 |
0.8712 |
0.0371 |
4.2% |
0.0071 |
0.8% |
34% |
False |
False |
66,550 |
| 60 |
0.9226 |
0.8712 |
0.0514 |
5.8% |
0.0070 |
0.8% |
24% |
False |
False |
54,447 |
| 80 |
0.9250 |
0.8712 |
0.0538 |
6.1% |
0.0062 |
0.7% |
23% |
False |
False |
40,918 |
| 100 |
0.9377 |
0.8712 |
0.0665 |
7.5% |
0.0057 |
0.6% |
19% |
False |
False |
32,789 |
| 120 |
0.9377 |
0.8712 |
0.0665 |
7.5% |
0.0052 |
0.6% |
19% |
False |
False |
27,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9073 |
|
2.618 |
0.8995 |
|
1.618 |
0.8947 |
|
1.000 |
0.8917 |
|
0.618 |
0.8899 |
|
HIGH |
0.8869 |
|
0.618 |
0.8851 |
|
0.500 |
0.8845 |
|
0.382 |
0.8839 |
|
LOW |
0.8821 |
|
0.618 |
0.8791 |
|
1.000 |
0.8773 |
|
1.618 |
0.8743 |
|
2.618 |
0.8695 |
|
4.250 |
0.8617 |
|
|
| Fisher Pivots for day following 17-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8845 |
0.8832 |
| PP |
0.8842 |
0.8827 |
| S1 |
0.8840 |
0.8822 |
|