CME Canadian Dollar Future June 2015
Trading Metrics calculated at close of trading on 14-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
0.8768 |
0.8763 |
-0.0005 |
-0.1% |
0.8780 |
High |
0.8768 |
0.8825 |
0.0057 |
0.7% |
0.8825 |
Low |
0.8750 |
0.8763 |
0.0013 |
0.1% |
0.8740 |
Close |
0.8753 |
0.8817 |
0.0064 |
0.7% |
0.8817 |
Range |
0.0018 |
0.0062 |
0.0044 |
244.4% |
0.0085 |
ATR |
0.0047 |
0.0049 |
0.0002 |
3.8% |
0.0000 |
Volume |
32 |
14 |
-18 |
-56.3% |
109 |
|
Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8988 |
0.8964 |
0.8851 |
|
R3 |
0.8926 |
0.8902 |
0.8834 |
|
R2 |
0.8864 |
0.8864 |
0.8828 |
|
R1 |
0.8840 |
0.8840 |
0.8823 |
0.8852 |
PP |
0.8802 |
0.8802 |
0.8802 |
0.8808 |
S1 |
0.8778 |
0.8778 |
0.8811 |
0.8790 |
S2 |
0.8740 |
0.8740 |
0.8806 |
|
S3 |
0.8678 |
0.8716 |
0.8800 |
|
S4 |
0.8616 |
0.8654 |
0.8783 |
|
|
Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9049 |
0.9018 |
0.8864 |
|
R3 |
0.8964 |
0.8933 |
0.8840 |
|
R2 |
0.8879 |
0.8879 |
0.8833 |
|
R1 |
0.8848 |
0.8848 |
0.8825 |
0.8864 |
PP |
0.8794 |
0.8794 |
0.8794 |
0.8802 |
S1 |
0.8763 |
0.8763 |
0.8809 |
0.8779 |
S2 |
0.8709 |
0.8709 |
0.8801 |
|
S3 |
0.8624 |
0.8678 |
0.8794 |
|
S4 |
0.8539 |
0.8593 |
0.8770 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8825 |
0.8740 |
0.0085 |
1.0% |
0.0029 |
0.3% |
91% |
True |
False |
21 |
10 |
0.8825 |
0.8688 |
0.0137 |
1.6% |
0.0040 |
0.4% |
94% |
True |
False |
46 |
20 |
0.8928 |
0.8688 |
0.0240 |
2.7% |
0.0036 |
0.4% |
54% |
False |
False |
45 |
40 |
0.9011 |
0.8688 |
0.0323 |
3.7% |
0.0036 |
0.4% |
40% |
False |
False |
36 |
60 |
0.9161 |
0.8688 |
0.0473 |
5.4% |
0.0028 |
0.3% |
27% |
False |
False |
29 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9089 |
2.618 |
0.8987 |
1.618 |
0.8925 |
1.000 |
0.8887 |
0.618 |
0.8863 |
HIGH |
0.8825 |
0.618 |
0.8801 |
0.500 |
0.8794 |
0.382 |
0.8787 |
LOW |
0.8763 |
0.618 |
0.8725 |
1.000 |
0.8701 |
1.618 |
0.8663 |
2.618 |
0.8601 |
4.250 |
0.8500 |
|
|
Fisher Pivots for day following 14-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8809 |
0.8807 |
PP |
0.8802 |
0.8797 |
S1 |
0.8794 |
0.8788 |
|