CME Canadian Dollar Future September 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 |
0.8787 |
0.8829 |
0.0042 |
0.5% |
0.8780 |
| High |
0.8787 |
0.8829 |
0.0042 |
0.5% |
0.8840 |
| Low |
0.8787 |
0.8821 |
0.0034 |
0.4% |
0.8755 |
| Close |
0.8787 |
0.8821 |
0.0034 |
0.4% |
0.8832 |
| Range |
0.0000 |
0.0008 |
0.0008 |
|
0.0085 |
| ATR |
0.0037 |
0.0038 |
0.0000 |
0.9% |
0.0000 |
| Volume |
96 |
96 |
0 |
0.0% |
17 |
|
| Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8848 |
0.8842 |
0.8825 |
|
| R3 |
0.8840 |
0.8834 |
0.8823 |
|
| R2 |
0.8832 |
0.8832 |
0.8822 |
|
| R1 |
0.8826 |
0.8826 |
0.8822 |
0.8825 |
| PP |
0.8824 |
0.8824 |
0.8824 |
0.8823 |
| S1 |
0.8818 |
0.8818 |
0.8820 |
0.8817 |
| S2 |
0.8816 |
0.8816 |
0.8820 |
|
| S3 |
0.8808 |
0.8810 |
0.8819 |
|
| S4 |
0.8800 |
0.8802 |
0.8817 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9064 |
0.9033 |
0.8879 |
|
| R3 |
0.8979 |
0.8948 |
0.8855 |
|
| R2 |
0.8894 |
0.8894 |
0.8848 |
|
| R1 |
0.8863 |
0.8863 |
0.8840 |
0.8879 |
| PP |
0.8809 |
0.8809 |
0.8809 |
0.8817 |
| S1 |
0.8778 |
0.8778 |
0.8824 |
0.8794 |
| S2 |
0.8724 |
0.8724 |
0.8816 |
|
| S3 |
0.8639 |
0.8693 |
0.8809 |
|
| S4 |
0.8554 |
0.8608 |
0.8785 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8863 |
|
2.618 |
0.8850 |
|
1.618 |
0.8842 |
|
1.000 |
0.8837 |
|
0.618 |
0.8834 |
|
HIGH |
0.8829 |
|
0.618 |
0.8826 |
|
0.500 |
0.8825 |
|
0.382 |
0.8824 |
|
LOW |
0.8821 |
|
0.618 |
0.8816 |
|
1.000 |
0.8813 |
|
1.618 |
0.8808 |
|
2.618 |
0.8800 |
|
4.250 |
0.8787 |
|
|
| Fisher Pivots for day following 25-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8825 |
0.8819 |
| PP |
0.8824 |
0.8816 |
| S1 |
0.8822 |
0.8814 |
|