CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 12-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2014 |
12-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8767 |
0.8792 |
0.0025 |
0.3% |
0.8830 |
| High |
0.8803 |
0.8839 |
0.0036 |
0.4% |
0.8847 |
| Low |
0.8745 |
0.8777 |
0.0032 |
0.4% |
0.8693 |
| Close |
0.8792 |
0.8818 |
0.0026 |
0.3% |
0.8798 |
| Range |
0.0058 |
0.0062 |
0.0004 |
6.9% |
0.0154 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
306 |
887 |
581 |
189.9% |
3,386 |
|
| Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8997 |
0.8970 |
0.8852 |
|
| R3 |
0.8935 |
0.8908 |
0.8835 |
|
| R2 |
0.8873 |
0.8873 |
0.8829 |
|
| R1 |
0.8846 |
0.8846 |
0.8824 |
0.8860 |
| PP |
0.8811 |
0.8811 |
0.8811 |
0.8818 |
| S1 |
0.8784 |
0.8784 |
0.8812 |
0.8798 |
| S2 |
0.8749 |
0.8749 |
0.8807 |
|
| S3 |
0.8687 |
0.8722 |
0.8801 |
|
| S4 |
0.8625 |
0.8660 |
0.8784 |
|
|
| 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 |
0.8839 |
0.8710 |
0.0129 |
1.5% |
0.0066 |
0.8% |
84% |
True |
False |
686 |
| 10 |
0.8921 |
0.8693 |
0.0228 |
2.6% |
0.0070 |
0.8% |
55% |
False |
False |
661 |
| 20 |
0.8955 |
0.8693 |
0.0262 |
3.0% |
0.0062 |
0.7% |
48% |
False |
False |
428 |
| 40 |
0.9145 |
0.8693 |
0.0452 |
5.1% |
0.0066 |
0.8% |
28% |
False |
False |
457 |
| 60 |
0.9205 |
0.8693 |
0.0512 |
5.8% |
0.0056 |
0.6% |
24% |
False |
False |
353 |
| 80 |
0.9270 |
0.8693 |
0.0577 |
6.5% |
0.0045 |
0.5% |
22% |
False |
False |
273 |
| 100 |
0.9356 |
0.8693 |
0.0663 |
7.5% |
0.0038 |
0.4% |
19% |
False |
False |
225 |
| 120 |
0.9356 |
0.8693 |
0.0663 |
7.5% |
0.0033 |
0.4% |
19% |
False |
False |
194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9103 |
|
2.618 |
0.9001 |
|
1.618 |
0.8939 |
|
1.000 |
0.8901 |
|
0.618 |
0.8877 |
|
HIGH |
0.8839 |
|
0.618 |
0.8815 |
|
0.500 |
0.8808 |
|
0.382 |
0.8801 |
|
LOW |
0.8777 |
|
0.618 |
0.8739 |
|
1.000 |
0.8715 |
|
1.618 |
0.8677 |
|
2.618 |
0.8615 |
|
4.250 |
0.8514 |
|
|
| Fisher Pivots for day following 12-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8815 |
0.8809 |
| PP |
0.8811 |
0.8801 |
| S1 |
0.8808 |
0.8792 |
|