CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 28-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8880 |
0.8878 |
-0.0002 |
0.0% |
0.8893 |
| High |
0.8903 |
0.8897 |
-0.0006 |
-0.1% |
0.8904 |
| Low |
0.8848 |
0.8734 |
-0.0114 |
-1.3% |
0.8734 |
| Close |
0.8902 |
0.8740 |
-0.0162 |
-1.8% |
0.8740 |
| Range |
0.0055 |
0.0163 |
0.0108 |
196.4% |
0.0170 |
| ATR |
0.0069 |
0.0076 |
0.0007 |
10.2% |
0.0000 |
| Volume |
43,787 |
104,373 |
60,586 |
138.4% |
254,738 |
|
| Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9279 |
0.9173 |
0.8830 |
|
| R3 |
0.9116 |
0.9010 |
0.8785 |
|
| R2 |
0.8953 |
0.8953 |
0.8770 |
|
| R1 |
0.8847 |
0.8847 |
0.8755 |
0.8819 |
| PP |
0.8790 |
0.8790 |
0.8790 |
0.8776 |
| S1 |
0.8684 |
0.8684 |
0.8725 |
0.8656 |
| S2 |
0.8627 |
0.8627 |
0.8710 |
|
| S3 |
0.8464 |
0.8521 |
0.8695 |
|
| S4 |
0.8301 |
0.8358 |
0.8650 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9303 |
0.9191 |
0.8834 |
|
| R3 |
0.9133 |
0.9021 |
0.8787 |
|
| R2 |
0.8963 |
0.8963 |
0.8771 |
|
| R1 |
0.8851 |
0.8851 |
0.8756 |
0.8822 |
| PP |
0.8793 |
0.8793 |
0.8793 |
0.8778 |
| S1 |
0.8681 |
0.8681 |
0.8724 |
0.8652 |
| S2 |
0.8623 |
0.8623 |
0.8709 |
|
| S3 |
0.8453 |
0.8511 |
0.8693 |
|
| S4 |
0.8283 |
0.8341 |
0.8647 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8931 |
0.8734 |
0.0197 |
2.3% |
0.0092 |
1.1% |
3% |
False |
True |
67,234 |
| 10 |
0.8931 |
0.8734 |
0.0197 |
2.3% |
0.0077 |
0.9% |
3% |
False |
True |
62,196 |
| 20 |
0.8931 |
0.8712 |
0.0219 |
2.5% |
0.0077 |
0.9% |
13% |
False |
False |
63,509 |
| 40 |
0.9009 |
0.8712 |
0.0297 |
3.4% |
0.0074 |
0.8% |
9% |
False |
False |
64,438 |
| 60 |
0.9203 |
0.8712 |
0.0491 |
5.6% |
0.0072 |
0.8% |
6% |
False |
False |
62,226 |
| 80 |
0.9226 |
0.8712 |
0.0514 |
5.9% |
0.0066 |
0.8% |
5% |
False |
False |
47,005 |
| 100 |
0.9370 |
0.8712 |
0.0658 |
7.5% |
0.0061 |
0.7% |
4% |
False |
False |
37,667 |
| 120 |
0.9377 |
0.8712 |
0.0665 |
7.6% |
0.0056 |
0.6% |
4% |
False |
False |
31,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9590 |
|
2.618 |
0.9324 |
|
1.618 |
0.9161 |
|
1.000 |
0.9060 |
|
0.618 |
0.8998 |
|
HIGH |
0.8897 |
|
0.618 |
0.8835 |
|
0.500 |
0.8816 |
|
0.382 |
0.8796 |
|
LOW |
0.8734 |
|
0.618 |
0.8633 |
|
1.000 |
0.8571 |
|
1.618 |
0.8470 |
|
2.618 |
0.8307 |
|
4.250 |
0.8041 |
|
|
| Fisher Pivots for day following 28-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8816 |
0.8819 |
| PP |
0.8790 |
0.8792 |
| S1 |
0.8765 |
0.8766 |
|