CME Canadian Dollar Future June 2015
Trading Metrics calculated at close of trading on 03-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2014 |
03-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
0.8843 |
0.8784 |
-0.0059 |
-0.7% |
0.8836 |
High |
0.8843 |
0.8784 |
-0.0059 |
-0.7% |
0.8928 |
Low |
0.8800 |
0.8748 |
-0.0052 |
-0.6% |
0.8800 |
Close |
0.8818 |
0.8748 |
-0.0070 |
-0.8% |
0.8818 |
Range |
0.0043 |
0.0036 |
-0.0007 |
-16.3% |
0.0128 |
ATR |
0.0045 |
0.0046 |
0.0002 |
4.1% |
0.0000 |
Volume |
21 |
75 |
54 |
257.1% |
129 |
|
Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8868 |
0.8844 |
0.8768 |
|
R3 |
0.8832 |
0.8808 |
0.8758 |
|
R2 |
0.8796 |
0.8796 |
0.8755 |
|
R1 |
0.8772 |
0.8772 |
0.8751 |
0.8766 |
PP |
0.8760 |
0.8760 |
0.8760 |
0.8757 |
S1 |
0.8736 |
0.8736 |
0.8745 |
0.8730 |
S2 |
0.8724 |
0.8724 |
0.8741 |
|
S3 |
0.8688 |
0.8700 |
0.8738 |
|
S4 |
0.8652 |
0.8664 |
0.8728 |
|
|
Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9233 |
0.9153 |
0.8888 |
|
R3 |
0.9105 |
0.9025 |
0.8853 |
|
R2 |
0.8977 |
0.8977 |
0.8841 |
|
R1 |
0.8897 |
0.8897 |
0.8830 |
0.8873 |
PP |
0.8849 |
0.8849 |
0.8849 |
0.8837 |
S1 |
0.8769 |
0.8769 |
0.8806 |
0.8745 |
S2 |
0.8721 |
0.8721 |
0.8795 |
|
S3 |
0.8593 |
0.8641 |
0.8783 |
|
S4 |
0.8465 |
0.8513 |
0.8748 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8928 |
0.8748 |
0.0180 |
2.1% |
0.0036 |
0.4% |
0% |
False |
True |
36 |
10 |
0.8928 |
0.8748 |
0.0180 |
2.1% |
0.0036 |
0.4% |
0% |
False |
True |
45 |
20 |
0.8961 |
0.8748 |
0.0213 |
2.4% |
0.0038 |
0.4% |
0% |
False |
True |
41 |
40 |
0.9120 |
0.8748 |
0.0372 |
4.3% |
0.0032 |
0.4% |
0% |
False |
True |
32 |
60 |
0.9161 |
0.8748 |
0.0413 |
4.7% |
0.0023 |
0.3% |
0% |
False |
True |
24 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8937 |
2.618 |
0.8878 |
1.618 |
0.8842 |
1.000 |
0.8820 |
0.618 |
0.8806 |
HIGH |
0.8784 |
0.618 |
0.8770 |
0.500 |
0.8766 |
0.382 |
0.8762 |
LOW |
0.8748 |
0.618 |
0.8726 |
1.000 |
0.8712 |
1.618 |
0.8690 |
2.618 |
0.8654 |
4.250 |
0.8595 |
|
|
Fisher Pivots for day following 03-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8766 |
0.8820 |
PP |
0.8760 |
0.8796 |
S1 |
0.8754 |
0.8772 |
|