CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 04-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2014 |
04-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8830 |
0.8778 |
-0.0052 |
-0.6% |
0.8883 |
| High |
0.8847 |
0.8788 |
-0.0059 |
-0.7% |
0.8955 |
| Low |
0.8761 |
0.8725 |
-0.0036 |
-0.4% |
0.8798 |
| Close |
0.8769 |
0.8749 |
-0.0020 |
-0.2% |
0.8839 |
| Range |
0.0086 |
0.0063 |
-0.0023 |
-26.7% |
0.0157 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
405 |
311 |
-94 |
-23.2% |
1,347 |
|
| Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8943 |
0.8909 |
0.8784 |
|
| R3 |
0.8880 |
0.8846 |
0.8766 |
|
| R2 |
0.8817 |
0.8817 |
0.8761 |
|
| R1 |
0.8783 |
0.8783 |
0.8755 |
0.8769 |
| PP |
0.8754 |
0.8754 |
0.8754 |
0.8747 |
| S1 |
0.8720 |
0.8720 |
0.8743 |
0.8706 |
| S2 |
0.8691 |
0.8691 |
0.8737 |
|
| S3 |
0.8628 |
0.8657 |
0.8732 |
|
| S4 |
0.8565 |
0.8594 |
0.8714 |
|
|
| 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 |
0.8725 |
0.0230 |
2.6% |
0.0073 |
0.8% |
10% |
False |
True |
353 |
| 10 |
0.8955 |
0.8725 |
0.0230 |
2.6% |
0.0062 |
0.7% |
10% |
False |
True |
265 |
| 20 |
0.8987 |
0.8725 |
0.0262 |
3.0% |
0.0065 |
0.7% |
9% |
False |
True |
262 |
| 40 |
0.9145 |
0.8725 |
0.0420 |
4.8% |
0.0064 |
0.7% |
6% |
False |
True |
383 |
| 60 |
0.9205 |
0.8725 |
0.0480 |
5.5% |
0.0051 |
0.6% |
5% |
False |
True |
274 |
| 80 |
0.9270 |
0.8725 |
0.0545 |
6.2% |
0.0041 |
0.5% |
4% |
False |
True |
214 |
| 100 |
0.9356 |
0.8725 |
0.0631 |
7.2% |
0.0035 |
0.4% |
4% |
False |
True |
180 |
| 120 |
0.9356 |
0.8725 |
0.0631 |
7.2% |
0.0030 |
0.3% |
4% |
False |
True |
153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9056 |
|
2.618 |
0.8953 |
|
1.618 |
0.8890 |
|
1.000 |
0.8851 |
|
0.618 |
0.8827 |
|
HIGH |
0.8788 |
|
0.618 |
0.8764 |
|
0.500 |
0.8757 |
|
0.382 |
0.8749 |
|
LOW |
0.8725 |
|
0.618 |
0.8686 |
|
1.000 |
0.8662 |
|
1.618 |
0.8623 |
|
2.618 |
0.8560 |
|
4.250 |
0.8457 |
|
|
| Fisher Pivots for day following 04-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8757 |
0.8817 |
| PP |
0.8754 |
0.8794 |
| S1 |
0.8752 |
0.8772 |
|