CME Canadian Dollar Future March 2015
Trading Metrics calculated at close of trading on 14-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
0.8808 |
0.8763 |
-0.0045 |
-0.5% |
0.8805 |
High |
0.8816 |
0.8851 |
0.0035 |
0.4% |
0.8851 |
Low |
0.8754 |
0.8753 |
-0.0001 |
0.0% |
0.8745 |
Close |
0.8773 |
0.8837 |
0.0064 |
0.7% |
0.8837 |
Range |
0.0062 |
0.0098 |
0.0036 |
58.1% |
0.0106 |
ATR |
0.0065 |
0.0067 |
0.0002 |
3.7% |
0.0000 |
Volume |
724 |
453 |
-271 |
-37.4% |
3,495 |
|
Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9108 |
0.9070 |
0.8891 |
|
R3 |
0.9010 |
0.8972 |
0.8864 |
|
R2 |
0.8912 |
0.8912 |
0.8855 |
|
R1 |
0.8874 |
0.8874 |
0.8846 |
0.8893 |
PP |
0.8814 |
0.8814 |
0.8814 |
0.8823 |
S1 |
0.8776 |
0.8776 |
0.8828 |
0.8795 |
S2 |
0.8716 |
0.8716 |
0.8819 |
|
S3 |
0.8618 |
0.8678 |
0.8810 |
|
S4 |
0.8520 |
0.8580 |
0.8783 |
|
|
Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9129 |
0.9089 |
0.8895 |
|
R3 |
0.9023 |
0.8983 |
0.8866 |
|
R2 |
0.8917 |
0.8917 |
0.8856 |
|
R1 |
0.8877 |
0.8877 |
0.8847 |
0.8897 |
PP |
0.8811 |
0.8811 |
0.8811 |
0.8821 |
S1 |
0.8771 |
0.8771 |
0.8827 |
0.8791 |
S2 |
0.8705 |
0.8705 |
0.8818 |
|
S3 |
0.8599 |
0.8665 |
0.8808 |
|
S4 |
0.8493 |
0.8559 |
0.8779 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8851 |
0.8745 |
0.0106 |
1.2% |
0.0069 |
0.8% |
87% |
True |
False |
699 |
10 |
0.8851 |
0.8693 |
0.0158 |
1.8% |
0.0071 |
0.8% |
91% |
True |
False |
688 |
20 |
0.8955 |
0.8693 |
0.0262 |
3.0% |
0.0063 |
0.7% |
55% |
False |
False |
454 |
40 |
0.9113 |
0.8693 |
0.0420 |
4.8% |
0.0066 |
0.8% |
34% |
False |
False |
440 |
60 |
0.9205 |
0.8693 |
0.0512 |
5.8% |
0.0058 |
0.7% |
28% |
False |
False |
371 |
80 |
0.9230 |
0.8693 |
0.0537 |
6.1% |
0.0047 |
0.5% |
27% |
False |
False |
287 |
100 |
0.9356 |
0.8693 |
0.0663 |
7.5% |
0.0040 |
0.4% |
22% |
False |
False |
237 |
120 |
0.9356 |
0.8693 |
0.0663 |
7.5% |
0.0035 |
0.4% |
22% |
False |
False |
204 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9268 |
2.618 |
0.9108 |
1.618 |
0.9010 |
1.000 |
0.8949 |
0.618 |
0.8912 |
HIGH |
0.8851 |
0.618 |
0.8814 |
0.500 |
0.8802 |
0.382 |
0.8790 |
LOW |
0.8753 |
0.618 |
0.8692 |
1.000 |
0.8655 |
1.618 |
0.8594 |
2.618 |
0.8496 |
4.250 |
0.8337 |
|
|
Fisher Pivots for day following 14-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8825 |
0.8825 |
PP |
0.8814 |
0.8814 |
S1 |
0.8802 |
0.8802 |
|