CME Canadian Dollar Future March 2015
Trading Metrics calculated at close of trading on 20-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
0.8814 |
0.8787 |
-0.0027 |
-0.3% |
0.8805 |
High |
0.8815 |
0.8830 |
0.0015 |
0.2% |
0.8851 |
Low |
0.8777 |
0.8771 |
-0.0006 |
-0.1% |
0.8745 |
Close |
0.8795 |
0.8823 |
0.0028 |
0.3% |
0.8837 |
Range |
0.0038 |
0.0059 |
0.0021 |
55.3% |
0.0106 |
ATR |
0.0063 |
0.0063 |
0.0000 |
-0.5% |
0.0000 |
Volume |
499 |
625 |
126 |
25.3% |
3,495 |
|
Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8985 |
0.8963 |
0.8855 |
|
R3 |
0.8926 |
0.8904 |
0.8839 |
|
R2 |
0.8867 |
0.8867 |
0.8834 |
|
R1 |
0.8845 |
0.8845 |
0.8828 |
0.8856 |
PP |
0.8808 |
0.8808 |
0.8808 |
0.8814 |
S1 |
0.8786 |
0.8786 |
0.8818 |
0.8797 |
S2 |
0.8749 |
0.8749 |
0.8812 |
|
S3 |
0.8690 |
0.8727 |
0.8807 |
|
S4 |
0.8631 |
0.8668 |
0.8791 |
|
|
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% |
0.0057 |
0.7% |
69% |
False |
False |
683 |
10 |
0.8855 |
0.8710 |
0.0145 |
1.6% |
0.0064 |
0.7% |
78% |
False |
False |
710 |
20 |
0.8955 |
0.8693 |
0.0262 |
3.0% |
0.0062 |
0.7% |
50% |
False |
False |
565 |
40 |
0.8995 |
0.8693 |
0.0302 |
3.4% |
0.0065 |
0.7% |
43% |
False |
False |
490 |
60 |
0.9205 |
0.8693 |
0.0512 |
5.8% |
0.0060 |
0.7% |
25% |
False |
False |
417 |
80 |
0.9205 |
0.8693 |
0.0512 |
5.8% |
0.0049 |
0.6% |
25% |
False |
False |
323 |
100 |
0.9356 |
0.8693 |
0.0663 |
7.5% |
0.0041 |
0.5% |
20% |
False |
False |
266 |
120 |
0.9356 |
0.8693 |
0.0663 |
7.5% |
0.0036 |
0.4% |
20% |
False |
False |
227 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9081 |
2.618 |
0.8984 |
1.618 |
0.8925 |
1.000 |
0.8889 |
0.618 |
0.8866 |
HIGH |
0.8830 |
0.618 |
0.8807 |
0.500 |
0.8801 |
0.382 |
0.8794 |
LOW |
0.8771 |
0.618 |
0.8735 |
1.000 |
0.8712 |
1.618 |
0.8676 |
2.618 |
0.8617 |
4.250 |
0.8520 |
|
|
Fisher Pivots for day following 20-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8816 |
0.8820 |
PP |
0.8808 |
0.8816 |
S1 |
0.8801 |
0.8813 |
|