CME Canadian Dollar Future March 2015
Trading Metrics calculated at close of trading on 13-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2014 |
13-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
0.8792 |
0.8808 |
0.0016 |
0.2% |
0.8830 |
High |
0.8839 |
0.8816 |
-0.0023 |
-0.3% |
0.8847 |
Low |
0.8777 |
0.8754 |
-0.0023 |
-0.3% |
0.8693 |
Close |
0.8818 |
0.8773 |
-0.0045 |
-0.5% |
0.8798 |
Range |
0.0062 |
0.0062 |
0.0000 |
0.0% |
0.0154 |
ATR |
0.0065 |
0.0065 |
0.0000 |
-0.1% |
0.0000 |
Volume |
887 |
724 |
-163 |
-18.4% |
3,386 |
|
Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8967 |
0.8932 |
0.8807 |
|
R3 |
0.8905 |
0.8870 |
0.8790 |
|
R2 |
0.8843 |
0.8843 |
0.8784 |
|
R1 |
0.8808 |
0.8808 |
0.8779 |
0.8795 |
PP |
0.8781 |
0.8781 |
0.8781 |
0.8774 |
S1 |
0.8746 |
0.8746 |
0.8767 |
0.8733 |
S2 |
0.8719 |
0.8719 |
0.8762 |
|
S3 |
0.8657 |
0.8684 |
0.8756 |
|
S4 |
0.8595 |
0.8622 |
0.8739 |
|
|
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% |
0.0070 |
0.8% |
49% |
False |
False |
736 |
10 |
0.8908 |
0.8693 |
0.0215 |
2.5% |
0.0072 |
0.8% |
37% |
False |
False |
656 |
20 |
0.8955 |
0.8693 |
0.0262 |
3.0% |
0.0061 |
0.7% |
31% |
False |
False |
451 |
40 |
0.9145 |
0.8693 |
0.0452 |
5.2% |
0.0066 |
0.8% |
18% |
False |
False |
436 |
60 |
0.9205 |
0.8693 |
0.0512 |
5.8% |
0.0057 |
0.6% |
16% |
False |
False |
364 |
80 |
0.9270 |
0.8693 |
0.0577 |
6.6% |
0.0046 |
0.5% |
14% |
False |
False |
282 |
100 |
0.9356 |
0.8693 |
0.0663 |
7.6% |
0.0039 |
0.4% |
12% |
False |
False |
232 |
120 |
0.9356 |
0.8693 |
0.0663 |
7.6% |
0.0034 |
0.4% |
12% |
False |
False |
200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9080 |
2.618 |
0.8978 |
1.618 |
0.8916 |
1.000 |
0.8878 |
0.618 |
0.8854 |
HIGH |
0.8816 |
0.618 |
0.8792 |
0.500 |
0.8785 |
0.382 |
0.8778 |
LOW |
0.8754 |
0.618 |
0.8716 |
1.000 |
0.8692 |
1.618 |
0.8654 |
2.618 |
0.8592 |
4.250 |
0.8491 |
|
|
Fisher Pivots for day following 13-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8785 |
0.8792 |
PP |
0.8781 |
0.8786 |
S1 |
0.8777 |
0.8779 |
|