CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 26-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2014 |
26-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8859 |
0.8880 |
0.0021 |
0.2% |
0.8851 |
| High |
0.8898 |
0.8903 |
0.0005 |
0.1% |
0.8931 |
| Low |
0.8831 |
0.8848 |
0.0017 |
0.2% |
0.8790 |
| Close |
0.8880 |
0.8902 |
0.0022 |
0.2% |
0.8892 |
| Range |
0.0067 |
0.0055 |
-0.0012 |
-17.9% |
0.0141 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
58,866 |
43,787 |
-15,079 |
-25.6% |
281,566 |
|
| Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9049 |
0.9031 |
0.8932 |
|
| R3 |
0.8994 |
0.8976 |
0.8917 |
|
| R2 |
0.8939 |
0.8939 |
0.8912 |
|
| R1 |
0.8921 |
0.8921 |
0.8907 |
0.8930 |
| PP |
0.8884 |
0.8884 |
0.8884 |
0.8889 |
| S1 |
0.8866 |
0.8866 |
0.8897 |
0.8875 |
| S2 |
0.8829 |
0.8829 |
0.8892 |
|
| S3 |
0.8774 |
0.8811 |
0.8887 |
|
| S4 |
0.8719 |
0.8756 |
0.8872 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9294 |
0.9234 |
0.8970 |
|
| R3 |
0.9153 |
0.9093 |
0.8931 |
|
| R2 |
0.9012 |
0.9012 |
0.8918 |
|
| R1 |
0.8952 |
0.8952 |
0.8905 |
0.8982 |
| PP |
0.8871 |
0.8871 |
0.8871 |
0.8886 |
| S1 |
0.8811 |
0.8811 |
0.8879 |
0.8841 |
| S2 |
0.8730 |
0.8730 |
0.8866 |
|
| S3 |
0.8589 |
0.8670 |
0.8853 |
|
| S4 |
0.8448 |
0.8529 |
0.8814 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8931 |
0.8790 |
0.0141 |
1.6% |
0.0072 |
0.8% |
79% |
False |
False |
56,733 |
| 10 |
0.8931 |
0.8771 |
0.0160 |
1.8% |
0.0068 |
0.8% |
82% |
False |
False |
56,714 |
| 20 |
0.8946 |
0.8712 |
0.0234 |
2.6% |
0.0071 |
0.8% |
81% |
False |
False |
60,818 |
| 40 |
0.9016 |
0.8712 |
0.0304 |
3.4% |
0.0072 |
0.8% |
63% |
False |
False |
63,847 |
| 60 |
0.9218 |
0.8712 |
0.0506 |
5.7% |
0.0071 |
0.8% |
38% |
False |
False |
60,591 |
| 80 |
0.9226 |
0.8712 |
0.0514 |
5.8% |
0.0064 |
0.7% |
37% |
False |
False |
45,705 |
| 100 |
0.9370 |
0.8712 |
0.0658 |
7.4% |
0.0059 |
0.7% |
29% |
False |
False |
36,625 |
| 120 |
0.9377 |
0.8712 |
0.0665 |
7.5% |
0.0055 |
0.6% |
29% |
False |
False |
30,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9137 |
|
2.618 |
0.9047 |
|
1.618 |
0.8992 |
|
1.000 |
0.8958 |
|
0.618 |
0.8937 |
|
HIGH |
0.8903 |
|
0.618 |
0.8882 |
|
0.500 |
0.8876 |
|
0.382 |
0.8869 |
|
LOW |
0.8848 |
|
0.618 |
0.8814 |
|
1.000 |
0.8793 |
|
1.618 |
0.8759 |
|
2.618 |
0.8704 |
|
4.250 |
0.8614 |
|
|
| Fisher Pivots for day following 26-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8893 |
0.8891 |
| PP |
0.8884 |
0.8879 |
| S1 |
0.8876 |
0.8868 |
|