CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 18-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8831 |
0.8826 |
-0.0005 |
-0.1% |
0.8805 |
| High |
0.8850 |
0.8855 |
0.0005 |
0.1% |
0.8851 |
| Low |
0.8806 |
0.8807 |
0.0001 |
0.0% |
0.8745 |
| Close |
0.8817 |
0.8828 |
0.0011 |
0.1% |
0.8837 |
| Range |
0.0044 |
0.0048 |
0.0004 |
9.1% |
0.0106 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
1,136 |
703 |
-433 |
-38.1% |
3,495 |
|
| Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8974 |
0.8949 |
0.8854 |
|
| R3 |
0.8926 |
0.8901 |
0.8841 |
|
| R2 |
0.8878 |
0.8878 |
0.8837 |
|
| R1 |
0.8853 |
0.8853 |
0.8832 |
0.8866 |
| PP |
0.8830 |
0.8830 |
0.8830 |
0.8836 |
| S1 |
0.8805 |
0.8805 |
0.8824 |
0.8818 |
| S2 |
0.8782 |
0.8782 |
0.8819 |
|
| S3 |
0.8734 |
0.8757 |
0.8815 |
|
| S4 |
0.8686 |
0.8709 |
0.8802 |
|
|
| 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 |
0.8855 |
0.8753 |
0.0102 |
1.2% |
0.0063 |
0.7% |
74% |
True |
False |
780 |
| 10 |
0.8855 |
0.8693 |
0.0162 |
1.8% |
0.0066 |
0.7% |
83% |
True |
False |
800 |
| 20 |
0.8955 |
0.8693 |
0.0262 |
3.0% |
0.0064 |
0.7% |
52% |
False |
False |
532 |
| 40 |
0.9008 |
0.8693 |
0.0315 |
3.6% |
0.0065 |
0.7% |
43% |
False |
False |
471 |
| 60 |
0.9205 |
0.8693 |
0.0512 |
5.8% |
0.0060 |
0.7% |
26% |
False |
False |
401 |
| 80 |
0.9205 |
0.8693 |
0.0512 |
5.8% |
0.0048 |
0.5% |
26% |
False |
False |
309 |
| 100 |
0.9356 |
0.8693 |
0.0663 |
7.5% |
0.0040 |
0.5% |
20% |
False |
False |
255 |
| 120 |
0.9356 |
0.8693 |
0.0663 |
7.5% |
0.0035 |
0.4% |
20% |
False |
False |
219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9059 |
|
2.618 |
0.8981 |
|
1.618 |
0.8933 |
|
1.000 |
0.8903 |
|
0.618 |
0.8885 |
|
HIGH |
0.8855 |
|
0.618 |
0.8837 |
|
0.500 |
0.8831 |
|
0.382 |
0.8825 |
|
LOW |
0.8807 |
|
0.618 |
0.8777 |
|
1.000 |
0.8759 |
|
1.618 |
0.8729 |
|
2.618 |
0.8681 |
|
4.250 |
0.8603 |
|
|
| Fisher Pivots for day following 18-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8831 |
0.8820 |
| PP |
0.8830 |
0.8812 |
| S1 |
0.8829 |
0.8804 |
|