CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 19-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2014 |
19-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8826 |
0.8814 |
-0.0012 |
-0.1% |
0.8805 |
| High |
0.8855 |
0.8815 |
-0.0040 |
-0.5% |
0.8851 |
| Low |
0.8807 |
0.8777 |
-0.0030 |
-0.3% |
0.8745 |
| Close |
0.8828 |
0.8795 |
-0.0033 |
-0.4% |
0.8837 |
| Range |
0.0048 |
0.0038 |
-0.0010 |
-20.8% |
0.0106 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
703 |
499 |
-204 |
-29.0% |
3,495 |
|
| Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8910 |
0.8890 |
0.8816 |
|
| R3 |
0.8872 |
0.8852 |
0.8805 |
|
| R2 |
0.8834 |
0.8834 |
0.8802 |
|
| R1 |
0.8814 |
0.8814 |
0.8798 |
0.8805 |
| PP |
0.8796 |
0.8796 |
0.8796 |
0.8791 |
| S1 |
0.8776 |
0.8776 |
0.8792 |
0.8767 |
| S2 |
0.8758 |
0.8758 |
0.8788 |
|
| S3 |
0.8720 |
0.8738 |
0.8785 |
|
| S4 |
0.8682 |
0.8700 |
0.8774 |
|
|
| 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% |
0.0058 |
0.7% |
41% |
False |
False |
703 |
| 10 |
0.8855 |
0.8710 |
0.0145 |
1.6% |
0.0062 |
0.7% |
59% |
False |
False |
694 |
| 20 |
0.8955 |
0.8693 |
0.0262 |
3.0% |
0.0061 |
0.7% |
39% |
False |
False |
553 |
| 40 |
0.8995 |
0.8693 |
0.0302 |
3.4% |
0.0064 |
0.7% |
34% |
False |
False |
478 |
| 60 |
0.9205 |
0.8693 |
0.0512 |
5.8% |
0.0060 |
0.7% |
20% |
False |
False |
408 |
| 80 |
0.9205 |
0.8693 |
0.0512 |
5.8% |
0.0048 |
0.5% |
20% |
False |
False |
315 |
| 100 |
0.9356 |
0.8693 |
0.0663 |
7.5% |
0.0041 |
0.5% |
15% |
False |
False |
260 |
| 120 |
0.9356 |
0.8693 |
0.0663 |
7.5% |
0.0035 |
0.4% |
15% |
False |
False |
222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8977 |
|
2.618 |
0.8914 |
|
1.618 |
0.8876 |
|
1.000 |
0.8853 |
|
0.618 |
0.8838 |
|
HIGH |
0.8815 |
|
0.618 |
0.8800 |
|
0.500 |
0.8796 |
|
0.382 |
0.8792 |
|
LOW |
0.8777 |
|
0.618 |
0.8754 |
|
1.000 |
0.8739 |
|
1.618 |
0.8716 |
|
2.618 |
0.8678 |
|
4.250 |
0.8616 |
|
|
| Fisher Pivots for day following 19-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8796 |
0.8816 |
| PP |
0.8796 |
0.8809 |
| S1 |
0.8795 |
0.8802 |
|