CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 28-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8857 |
0.8858 |
0.0001 |
0.0% |
0.8875 |
| High |
0.8883 |
0.8876 |
-0.0007 |
-0.1% |
0.8885 |
| Low |
0.8829 |
0.8717 |
-0.0112 |
-1.3% |
0.8717 |
| Close |
0.8883 |
0.8721 |
-0.0162 |
-1.8% |
0.8721 |
| Range |
0.0054 |
0.0159 |
0.0105 |
194.4% |
0.0168 |
| ATR |
0.0065 |
0.0072 |
0.0007 |
11.1% |
0.0000 |
| Volume |
1,202 |
3,786 |
2,584 |
215.0% |
8,947 |
|
| Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9248 |
0.9144 |
0.8808 |
|
| R3 |
0.9089 |
0.8985 |
0.8765 |
|
| R2 |
0.8930 |
0.8930 |
0.8750 |
|
| R1 |
0.8826 |
0.8826 |
0.8736 |
0.8799 |
| PP |
0.8771 |
0.8771 |
0.8771 |
0.8758 |
| S1 |
0.8667 |
0.8667 |
0.8706 |
0.8640 |
| S2 |
0.8612 |
0.8612 |
0.8692 |
|
| S3 |
0.8453 |
0.8508 |
0.8677 |
|
| S4 |
0.8294 |
0.8349 |
0.8634 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9278 |
0.9168 |
0.8813 |
|
| R3 |
0.9110 |
0.9000 |
0.8767 |
|
| R2 |
0.8942 |
0.8942 |
0.8752 |
|
| R1 |
0.8832 |
0.8832 |
0.8736 |
0.8803 |
| PP |
0.8774 |
0.8774 |
0.8774 |
0.8760 |
| S1 |
0.8664 |
0.8664 |
0.8706 |
0.8635 |
| S2 |
0.8606 |
0.8606 |
0.8690 |
|
| S3 |
0.8438 |
0.8496 |
0.8675 |
|
| S4 |
0.8270 |
0.8328 |
0.8629 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8912 |
0.8717 |
0.0195 |
2.2% |
0.0090 |
1.0% |
2% |
False |
True |
1,901 |
| 10 |
0.8912 |
0.8717 |
0.0195 |
2.2% |
0.0074 |
0.8% |
2% |
False |
True |
1,292 |
| 20 |
0.8912 |
0.8693 |
0.0219 |
2.5% |
0.0073 |
0.8% |
13% |
False |
False |
974 |
| 40 |
0.8987 |
0.8693 |
0.0294 |
3.4% |
0.0069 |
0.8% |
10% |
False |
False |
625 |
| 60 |
0.9145 |
0.8693 |
0.0452 |
5.2% |
0.0065 |
0.7% |
6% |
False |
False |
567 |
| 80 |
0.9205 |
0.8693 |
0.0512 |
5.9% |
0.0054 |
0.6% |
5% |
False |
False |
442 |
| 100 |
0.9331 |
0.8693 |
0.0638 |
7.3% |
0.0045 |
0.5% |
4% |
False |
False |
359 |
| 120 |
0.9356 |
0.8693 |
0.0663 |
7.6% |
0.0039 |
0.4% |
4% |
False |
False |
306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9552 |
|
2.618 |
0.9292 |
|
1.618 |
0.9133 |
|
1.000 |
0.9035 |
|
0.618 |
0.8974 |
|
HIGH |
0.8876 |
|
0.618 |
0.8815 |
|
0.500 |
0.8797 |
|
0.382 |
0.8778 |
|
LOW |
0.8717 |
|
0.618 |
0.8619 |
|
1.000 |
0.8558 |
|
1.618 |
0.8460 |
|
2.618 |
0.8301 |
|
4.250 |
0.8041 |
|
|
| Fisher Pivots for day following 28-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8797 |
0.8800 |
| PP |
0.8771 |
0.8774 |
| S1 |
0.8746 |
0.8747 |
|