CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 03-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2014 |
03-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8905 |
0.8830 |
-0.0075 |
-0.8% |
0.8883 |
| High |
0.8908 |
0.8847 |
-0.0061 |
-0.7% |
0.8955 |
| Low |
0.8798 |
0.8761 |
-0.0037 |
-0.4% |
0.8798 |
| Close |
0.8839 |
0.8769 |
-0.0070 |
-0.8% |
0.8839 |
| Range |
0.0110 |
0.0086 |
-0.0024 |
-21.8% |
0.0157 |
| ATR |
0.0062 |
0.0064 |
0.0002 |
2.8% |
0.0000 |
| Volume |
136 |
405 |
269 |
197.8% |
1,347 |
|
| Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9050 |
0.8996 |
0.8816 |
|
| R3 |
0.8964 |
0.8910 |
0.8793 |
|
| R2 |
0.8878 |
0.8878 |
0.8785 |
|
| R1 |
0.8824 |
0.8824 |
0.8777 |
0.8808 |
| PP |
0.8792 |
0.8792 |
0.8792 |
0.8785 |
| S1 |
0.8738 |
0.8738 |
0.8761 |
0.8722 |
| S2 |
0.8706 |
0.8706 |
0.8753 |
|
| S3 |
0.8620 |
0.8652 |
0.8745 |
|
| S4 |
0.8534 |
0.8566 |
0.8722 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9335 |
0.9244 |
0.8925 |
|
| R3 |
0.9178 |
0.9087 |
0.8882 |
|
| R2 |
0.9021 |
0.9021 |
0.8868 |
|
| R1 |
0.8930 |
0.8930 |
0.8853 |
0.8897 |
| PP |
0.8864 |
0.8864 |
0.8864 |
0.8848 |
| S1 |
0.8773 |
0.8773 |
0.8825 |
0.8740 |
| S2 |
0.8707 |
0.8707 |
0.8810 |
|
| S3 |
0.8550 |
0.8616 |
0.8796 |
|
| S4 |
0.8393 |
0.8459 |
0.8753 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8955 |
0.8761 |
0.0194 |
2.2% |
0.0074 |
0.8% |
4% |
False |
True |
305 |
| 10 |
0.8955 |
0.8761 |
0.0194 |
2.2% |
0.0062 |
0.7% |
4% |
False |
True |
248 |
| 20 |
0.8987 |
0.8750 |
0.0237 |
2.7% |
0.0064 |
0.7% |
8% |
False |
False |
259 |
| 40 |
0.9145 |
0.8750 |
0.0395 |
4.5% |
0.0064 |
0.7% |
5% |
False |
False |
376 |
| 60 |
0.9205 |
0.8750 |
0.0455 |
5.2% |
0.0050 |
0.6% |
4% |
False |
False |
270 |
| 80 |
0.9278 |
0.8750 |
0.0528 |
6.0% |
0.0040 |
0.5% |
4% |
False |
False |
211 |
| 100 |
0.9356 |
0.8750 |
0.0606 |
6.9% |
0.0034 |
0.4% |
3% |
False |
False |
177 |
| 120 |
0.9356 |
0.8750 |
0.0606 |
6.9% |
0.0030 |
0.3% |
3% |
False |
False |
151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9213 |
|
2.618 |
0.9072 |
|
1.618 |
0.8986 |
|
1.000 |
0.8933 |
|
0.618 |
0.8900 |
|
HIGH |
0.8847 |
|
0.618 |
0.8814 |
|
0.500 |
0.8804 |
|
0.382 |
0.8794 |
|
LOW |
0.8761 |
|
0.618 |
0.8708 |
|
1.000 |
0.8675 |
|
1.618 |
0.8622 |
|
2.618 |
0.8536 |
|
4.250 |
0.8396 |
|
|
| Fisher Pivots for day following 03-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8804 |
0.8841 |
| PP |
0.8792 |
0.8817 |
| S1 |
0.8781 |
0.8793 |
|