CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 20-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8841 |
0.8810 |
-0.0031 |
-0.4% |
0.8823 |
| High |
0.8843 |
0.8850 |
0.0007 |
0.1% |
0.8872 |
| Low |
0.8796 |
0.8790 |
-0.0006 |
-0.1% |
0.8764 |
| Close |
0.8814 |
0.8842 |
0.0028 |
0.3% |
0.8857 |
| Range |
0.0047 |
0.0060 |
0.0013 |
27.7% |
0.0108 |
| ATR |
0.0068 |
0.0068 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
58,480 |
51,869 |
-6,611 |
-11.3% |
293,927 |
|
| Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9007 |
0.8985 |
0.8875 |
|
| R3 |
0.8947 |
0.8925 |
0.8859 |
|
| R2 |
0.8887 |
0.8887 |
0.8853 |
|
| R1 |
0.8865 |
0.8865 |
0.8848 |
0.8876 |
| PP |
0.8827 |
0.8827 |
0.8827 |
0.8833 |
| S1 |
0.8805 |
0.8805 |
0.8837 |
0.8816 |
| S2 |
0.8767 |
0.8767 |
0.8831 |
|
| S3 |
0.8707 |
0.8745 |
0.8826 |
|
| S4 |
0.8647 |
0.8685 |
0.8809 |
|
|
| 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% |
0.0061 |
0.7% |
68% |
False |
False |
57,159 |
| 10 |
0.8875 |
0.8727 |
0.0148 |
1.7% |
0.0068 |
0.8% |
78% |
False |
False |
58,172 |
| 20 |
0.8980 |
0.8712 |
0.0268 |
3.0% |
0.0067 |
0.8% |
49% |
False |
False |
58,946 |
| 40 |
0.9016 |
0.8712 |
0.0304 |
3.4% |
0.0070 |
0.8% |
43% |
False |
False |
64,869 |
| 60 |
0.9226 |
0.8712 |
0.0514 |
5.8% |
0.0069 |
0.8% |
25% |
False |
False |
56,886 |
| 80 |
0.9226 |
0.8712 |
0.0514 |
5.8% |
0.0063 |
0.7% |
25% |
False |
False |
42,818 |
| 100 |
0.9377 |
0.8712 |
0.0665 |
7.5% |
0.0058 |
0.7% |
20% |
False |
False |
34,315 |
| 120 |
0.9377 |
0.8712 |
0.0665 |
7.5% |
0.0053 |
0.6% |
20% |
False |
False |
28,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9105 |
|
2.618 |
0.9007 |
|
1.618 |
0.8947 |
|
1.000 |
0.8910 |
|
0.618 |
0.8887 |
|
HIGH |
0.8850 |
|
0.618 |
0.8827 |
|
0.500 |
0.8820 |
|
0.382 |
0.8813 |
|
LOW |
0.8790 |
|
0.618 |
0.8753 |
|
1.000 |
0.8730 |
|
1.618 |
0.8693 |
|
2.618 |
0.8633 |
|
4.250 |
0.8535 |
|
|
| Fisher Pivots for day following 20-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8835 |
0.8839 |
| PP |
0.8827 |
0.8836 |
| S1 |
0.8820 |
0.8833 |
|