CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 06-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2014 |
06-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8750 |
0.8746 |
-0.0004 |
0.0% |
0.8883 |
| High |
0.8765 |
0.8755 |
-0.0010 |
-0.1% |
0.8955 |
| Low |
0.8693 |
0.8712 |
0.0019 |
0.2% |
0.8798 |
| Close |
0.8743 |
0.8725 |
-0.0018 |
-0.2% |
0.8839 |
| Range |
0.0072 |
0.0043 |
-0.0029 |
-40.3% |
0.0157 |
| ATR |
0.0064 |
0.0063 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
1,556 |
472 |
-1,084 |
-69.7% |
1,347 |
|
| Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8860 |
0.8835 |
0.8749 |
|
| R3 |
0.8817 |
0.8792 |
0.8737 |
|
| R2 |
0.8774 |
0.8774 |
0.8733 |
|
| R1 |
0.8749 |
0.8749 |
0.8729 |
0.8740 |
| PP |
0.8731 |
0.8731 |
0.8731 |
0.8726 |
| S1 |
0.8706 |
0.8706 |
0.8721 |
0.8697 |
| S2 |
0.8688 |
0.8688 |
0.8717 |
|
| S3 |
0.8645 |
0.8663 |
0.8713 |
|
| S4 |
0.8602 |
0.8620 |
0.8701 |
|
|
| 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 |
0.8908 |
0.8693 |
0.0215 |
2.5% |
0.0075 |
0.9% |
15% |
False |
False |
576 |
| 10 |
0.8955 |
0.8693 |
0.0262 |
3.0% |
0.0061 |
0.7% |
12% |
False |
False |
420 |
| 20 |
0.8955 |
0.8693 |
0.0262 |
3.0% |
0.0062 |
0.7% |
12% |
False |
False |
328 |
| 40 |
0.9145 |
0.8693 |
0.0452 |
5.2% |
0.0064 |
0.7% |
7% |
False |
False |
404 |
| 60 |
0.9205 |
0.8693 |
0.0512 |
5.9% |
0.0052 |
0.6% |
6% |
False |
False |
308 |
| 80 |
0.9270 |
0.8693 |
0.0577 |
6.6% |
0.0042 |
0.5% |
6% |
False |
False |
240 |
| 100 |
0.9356 |
0.8693 |
0.0663 |
7.6% |
0.0036 |
0.4% |
5% |
False |
False |
196 |
| 120 |
0.9356 |
0.8693 |
0.0663 |
7.6% |
0.0031 |
0.4% |
5% |
False |
False |
170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8938 |
|
2.618 |
0.8868 |
|
1.618 |
0.8825 |
|
1.000 |
0.8798 |
|
0.618 |
0.8782 |
|
HIGH |
0.8755 |
|
0.618 |
0.8739 |
|
0.500 |
0.8734 |
|
0.382 |
0.8728 |
|
LOW |
0.8712 |
|
0.618 |
0.8685 |
|
1.000 |
0.8669 |
|
1.618 |
0.8642 |
|
2.618 |
0.8599 |
|
4.250 |
0.8529 |
|
|
| Fisher Pivots for day following 06-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8734 |
0.8741 |
| PP |
0.8731 |
0.8735 |
| S1 |
0.8728 |
0.8730 |
|