CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 11-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8805 |
0.8767 |
-0.0038 |
-0.4% |
0.8830 |
| High |
0.8821 |
0.8803 |
-0.0018 |
-0.2% |
0.8847 |
| Low |
0.8756 |
0.8745 |
-0.0011 |
-0.1% |
0.8693 |
| Close |
0.8760 |
0.8792 |
0.0032 |
0.4% |
0.8798 |
| Range |
0.0065 |
0.0058 |
-0.0007 |
-10.8% |
0.0154 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
1,125 |
306 |
-819 |
-72.8% |
3,386 |
|
| Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8954 |
0.8931 |
0.8824 |
|
| R3 |
0.8896 |
0.8873 |
0.8808 |
|
| R2 |
0.8838 |
0.8838 |
0.8803 |
|
| R1 |
0.8815 |
0.8815 |
0.8797 |
0.8827 |
| PP |
0.8780 |
0.8780 |
0.8780 |
0.8786 |
| S1 |
0.8757 |
0.8757 |
0.8787 |
0.8769 |
| S2 |
0.8722 |
0.8722 |
0.8781 |
|
| S3 |
0.8664 |
0.8699 |
0.8776 |
|
| S4 |
0.8606 |
0.8641 |
0.8760 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9241 |
0.9174 |
0.8883 |
|
| R3 |
0.9087 |
0.9020 |
0.8840 |
|
| R2 |
0.8933 |
0.8933 |
0.8826 |
|
| R1 |
0.8866 |
0.8866 |
0.8812 |
0.8823 |
| PP |
0.8779 |
0.8779 |
0.8779 |
0.8758 |
| S1 |
0.8712 |
0.8712 |
0.8784 |
0.8669 |
| S2 |
0.8625 |
0.8625 |
0.8770 |
|
| S3 |
0.8471 |
0.8558 |
0.8756 |
|
| S4 |
0.8317 |
0.8404 |
0.8713 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8821 |
0.8693 |
0.0128 |
1.5% |
0.0068 |
0.8% |
77% |
False |
False |
820 |
| 10 |
0.8955 |
0.8693 |
0.0262 |
3.0% |
0.0071 |
0.8% |
38% |
False |
False |
586 |
| 20 |
0.8955 |
0.8693 |
0.0262 |
3.0% |
0.0065 |
0.7% |
38% |
False |
False |
393 |
| 40 |
0.9145 |
0.8693 |
0.0452 |
5.1% |
0.0066 |
0.8% |
22% |
False |
False |
439 |
| 60 |
0.9205 |
0.8693 |
0.0512 |
5.8% |
0.0055 |
0.6% |
19% |
False |
False |
340 |
| 80 |
0.9270 |
0.8693 |
0.0577 |
6.6% |
0.0045 |
0.5% |
17% |
False |
False |
262 |
| 100 |
0.9356 |
0.8693 |
0.0663 |
7.5% |
0.0038 |
0.4% |
15% |
False |
False |
216 |
| 120 |
0.9356 |
0.8693 |
0.0663 |
7.5% |
0.0033 |
0.4% |
15% |
False |
False |
187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9050 |
|
2.618 |
0.8955 |
|
1.618 |
0.8897 |
|
1.000 |
0.8861 |
|
0.618 |
0.8839 |
|
HIGH |
0.8803 |
|
0.618 |
0.8781 |
|
0.500 |
0.8774 |
|
0.382 |
0.8767 |
|
LOW |
0.8745 |
|
0.618 |
0.8709 |
|
1.000 |
0.8687 |
|
1.618 |
0.8651 |
|
2.618 |
0.8593 |
|
4.250 |
0.8499 |
|
|
| Fisher Pivots for day following 11-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8786 |
0.8783 |
| PP |
0.8780 |
0.8774 |
| S1 |
0.8774 |
0.8766 |
|