CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 05-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2014 |
05-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8778 |
0.8750 |
-0.0028 |
-0.3% |
0.8883 |
| High |
0.8788 |
0.8765 |
-0.0023 |
-0.3% |
0.8955 |
| Low |
0.8725 |
0.8693 |
-0.0032 |
-0.4% |
0.8798 |
| Close |
0.8749 |
0.8743 |
-0.0006 |
-0.1% |
0.8839 |
| Range |
0.0063 |
0.0072 |
0.0009 |
14.3% |
0.0157 |
| ATR |
0.0064 |
0.0064 |
0.0001 |
0.9% |
0.0000 |
| Volume |
311 |
1,556 |
1,245 |
400.3% |
1,347 |
|
| Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8950 |
0.8918 |
0.8783 |
|
| R3 |
0.8878 |
0.8846 |
0.8763 |
|
| R2 |
0.8806 |
0.8806 |
0.8756 |
|
| R1 |
0.8774 |
0.8774 |
0.8750 |
0.8754 |
| PP |
0.8734 |
0.8734 |
0.8734 |
0.8724 |
| S1 |
0.8702 |
0.8702 |
0.8736 |
0.8682 |
| S2 |
0.8662 |
0.8662 |
0.8730 |
|
| S3 |
0.8590 |
0.8630 |
0.8723 |
|
| S4 |
0.8518 |
0.8558 |
0.8703 |
|
|
| 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 |
0.8921 |
0.8693 |
0.0228 |
2.6% |
0.0073 |
0.8% |
22% |
False |
True |
636 |
| 10 |
0.8955 |
0.8693 |
0.0262 |
3.0% |
0.0060 |
0.7% |
19% |
False |
True |
412 |
| 20 |
0.8987 |
0.8693 |
0.0294 |
3.4% |
0.0064 |
0.7% |
17% |
False |
True |
328 |
| 40 |
0.9145 |
0.8693 |
0.0452 |
5.2% |
0.0065 |
0.7% |
11% |
False |
True |
419 |
| 60 |
0.9205 |
0.8693 |
0.0512 |
5.9% |
0.0052 |
0.6% |
10% |
False |
True |
300 |
| 80 |
0.9270 |
0.8693 |
0.0577 |
6.6% |
0.0041 |
0.5% |
9% |
False |
True |
234 |
| 100 |
0.9356 |
0.8693 |
0.0663 |
7.6% |
0.0036 |
0.4% |
8% |
False |
True |
193 |
| 120 |
0.9356 |
0.8693 |
0.0663 |
7.6% |
0.0031 |
0.4% |
8% |
False |
True |
166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9071 |
|
2.618 |
0.8953 |
|
1.618 |
0.8881 |
|
1.000 |
0.8837 |
|
0.618 |
0.8809 |
|
HIGH |
0.8765 |
|
0.618 |
0.8737 |
|
0.500 |
0.8729 |
|
0.382 |
0.8721 |
|
LOW |
0.8693 |
|
0.618 |
0.8649 |
|
1.000 |
0.8621 |
|
1.618 |
0.8577 |
|
2.618 |
0.8505 |
|
4.250 |
0.8387 |
|
|
| Fisher Pivots for day following 05-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8738 |
0.8770 |
| PP |
0.8734 |
0.8761 |
| S1 |
0.8729 |
0.8752 |
|