CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 18-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8851 |
0.8842 |
-0.0009 |
-0.1% |
0.8823 |
| High |
0.8869 |
0.8875 |
0.0006 |
0.1% |
0.8872 |
| Low |
0.8821 |
0.8825 |
0.0004 |
0.0% |
0.8764 |
| Close |
0.8837 |
0.8847 |
0.0010 |
0.1% |
0.8857 |
| Range |
0.0048 |
0.0050 |
0.0002 |
4.2% |
0.0108 |
| ATR |
0.0071 |
0.0069 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
46,606 |
43,177 |
-3,429 |
-7.4% |
293,927 |
|
| Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8999 |
0.8973 |
0.8875 |
|
| R3 |
0.8949 |
0.8923 |
0.8861 |
|
| R2 |
0.8899 |
0.8899 |
0.8856 |
|
| R1 |
0.8873 |
0.8873 |
0.8852 |
0.8886 |
| PP |
0.8849 |
0.8849 |
0.8849 |
0.8856 |
| S1 |
0.8823 |
0.8823 |
0.8842 |
0.8836 |
| S2 |
0.8799 |
0.8799 |
0.8838 |
|
| S3 |
0.8749 |
0.8773 |
0.8833 |
|
| S4 |
0.8699 |
0.8723 |
0.8820 |
|
|
| 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 |
0.8875 |
0.8771 |
0.0104 |
1.2% |
0.0067 |
0.8% |
73% |
True |
False |
57,535 |
| 10 |
0.8875 |
0.8712 |
0.0163 |
1.8% |
0.0069 |
0.8% |
83% |
True |
False |
59,821 |
| 20 |
0.8980 |
0.8712 |
0.0268 |
3.0% |
0.0069 |
0.8% |
50% |
False |
False |
60,005 |
| 40 |
0.9030 |
0.8712 |
0.0318 |
3.6% |
0.0070 |
0.8% |
42% |
False |
False |
65,831 |
| 60 |
0.9226 |
0.8712 |
0.0514 |
5.8% |
0.0070 |
0.8% |
26% |
False |
False |
55,155 |
| 80 |
0.9226 |
0.8712 |
0.0514 |
5.8% |
0.0063 |
0.7% |
26% |
False |
False |
41,451 |
| 100 |
0.9377 |
0.8712 |
0.0665 |
7.5% |
0.0057 |
0.6% |
20% |
False |
False |
33,218 |
| 120 |
0.9377 |
0.8712 |
0.0665 |
7.5% |
0.0052 |
0.6% |
20% |
False |
False |
27,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9088 |
|
2.618 |
0.9006 |
|
1.618 |
0.8956 |
|
1.000 |
0.8925 |
|
0.618 |
0.8906 |
|
HIGH |
0.8875 |
|
0.618 |
0.8856 |
|
0.500 |
0.8850 |
|
0.382 |
0.8844 |
|
LOW |
0.8825 |
|
0.618 |
0.8794 |
|
1.000 |
0.8775 |
|
1.618 |
0.8744 |
|
2.618 |
0.8694 |
|
4.250 |
0.8613 |
|
|
| Fisher Pivots for day following 18-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8850 |
0.8839 |
| PP |
0.8849 |
0.8831 |
| S1 |
0.8848 |
0.8823 |
|