CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 25-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2014 |
25-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8875 |
0.8830 |
-0.0045 |
-0.5% |
0.8831 |
| High |
0.8885 |
0.8877 |
-0.0008 |
-0.1% |
0.8912 |
| Low |
0.8816 |
0.8815 |
-0.0001 |
0.0% |
0.8771 |
| Close |
0.8827 |
0.8861 |
0.0034 |
0.4% |
0.8872 |
| Range |
0.0069 |
0.0062 |
-0.0007 |
-10.1% |
0.0141 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
2,286 |
1,673 |
-613 |
-26.8% |
3,521 |
|
| Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9037 |
0.9011 |
0.8895 |
|
| R3 |
0.8975 |
0.8949 |
0.8878 |
|
| R2 |
0.8913 |
0.8913 |
0.8872 |
|
| R1 |
0.8887 |
0.8887 |
0.8867 |
0.8900 |
| PP |
0.8851 |
0.8851 |
0.8851 |
0.8858 |
| S1 |
0.8825 |
0.8825 |
0.8855 |
0.8838 |
| S2 |
0.8789 |
0.8789 |
0.8850 |
|
| S3 |
0.8727 |
0.8763 |
0.8844 |
|
| S4 |
0.8665 |
0.8701 |
0.8827 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9275 |
0.9214 |
0.8950 |
|
| R3 |
0.9134 |
0.9073 |
0.8911 |
|
| R2 |
0.8993 |
0.8993 |
0.8898 |
|
| R1 |
0.8932 |
0.8932 |
0.8885 |
0.8963 |
| PP |
0.8852 |
0.8852 |
0.8852 |
0.8867 |
| S1 |
0.8791 |
0.8791 |
0.8859 |
0.8822 |
| S2 |
0.8711 |
0.8711 |
0.8846 |
|
| S3 |
0.8570 |
0.8650 |
0.8833 |
|
| S4 |
0.8429 |
0.8509 |
0.8794 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8912 |
0.8771 |
0.0141 |
1.6% |
0.0067 |
0.8% |
64% |
False |
False |
1,128 |
| 10 |
0.8912 |
0.8753 |
0.0159 |
1.8% |
0.0065 |
0.7% |
68% |
False |
False |
954 |
| 20 |
0.8955 |
0.8693 |
0.0262 |
3.0% |
0.0068 |
0.8% |
64% |
False |
False |
770 |
| 40 |
0.8995 |
0.8693 |
0.0302 |
3.4% |
0.0067 |
0.8% |
56% |
False |
False |
582 |
| 60 |
0.9187 |
0.8693 |
0.0494 |
5.6% |
0.0063 |
0.7% |
34% |
False |
False |
488 |
| 80 |
0.9205 |
0.8693 |
0.0512 |
5.8% |
0.0052 |
0.6% |
33% |
False |
False |
380 |
| 100 |
0.9337 |
0.8693 |
0.0644 |
7.3% |
0.0043 |
0.5% |
26% |
False |
False |
311 |
| 120 |
0.9356 |
0.8693 |
0.0663 |
7.5% |
0.0037 |
0.4% |
25% |
False |
False |
265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9141 |
|
2.618 |
0.9039 |
|
1.618 |
0.8977 |
|
1.000 |
0.8939 |
|
0.618 |
0.8915 |
|
HIGH |
0.8877 |
|
0.618 |
0.8853 |
|
0.500 |
0.8846 |
|
0.382 |
0.8839 |
|
LOW |
0.8815 |
|
0.618 |
0.8777 |
|
1.000 |
0.8753 |
|
1.618 |
0.8715 |
|
2.618 |
0.8653 |
|
4.250 |
0.8552 |
|
|
| Fisher Pivots for day following 25-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8856 |
0.8861 |
| PP |
0.8851 |
0.8860 |
| S1 |
0.8846 |
0.8860 |
|