CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 10-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2014 |
10-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8725 |
0.8805 |
0.0080 |
0.9% |
0.8830 |
| High |
0.8813 |
0.8821 |
0.0008 |
0.1% |
0.8847 |
| Low |
0.8710 |
0.8756 |
0.0046 |
0.5% |
0.8693 |
| Close |
0.8798 |
0.8760 |
-0.0038 |
-0.4% |
0.8798 |
| Range |
0.0103 |
0.0065 |
-0.0038 |
-36.9% |
0.0154 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
642 |
1,125 |
483 |
75.2% |
3,386 |
|
| Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8974 |
0.8932 |
0.8796 |
|
| R3 |
0.8909 |
0.8867 |
0.8778 |
|
| R2 |
0.8844 |
0.8844 |
0.8772 |
|
| R1 |
0.8802 |
0.8802 |
0.8766 |
0.8791 |
| PP |
0.8779 |
0.8779 |
0.8779 |
0.8773 |
| S1 |
0.8737 |
0.8737 |
0.8754 |
0.8726 |
| S2 |
0.8714 |
0.8714 |
0.8748 |
|
| S3 |
0.8649 |
0.8672 |
0.8742 |
|
| S4 |
0.8584 |
0.8607 |
0.8724 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9241 |
0.9174 |
0.8883 |
|
| R3 |
0.9087 |
0.9020 |
0.8840 |
|
| R2 |
0.8933 |
0.8933 |
0.8826 |
|
| R1 |
0.8866 |
0.8866 |
0.8812 |
0.8823 |
| PP |
0.8779 |
0.8779 |
0.8779 |
0.8758 |
| S1 |
0.8712 |
0.8712 |
0.8784 |
0.8669 |
| S2 |
0.8625 |
0.8625 |
0.8770 |
|
| S3 |
0.8471 |
0.8558 |
0.8756 |
|
| S4 |
0.8317 |
0.8404 |
0.8713 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8821 |
0.8693 |
0.0128 |
1.5% |
0.0069 |
0.8% |
52% |
True |
False |
821 |
| 10 |
0.8955 |
0.8693 |
0.0262 |
3.0% |
0.0072 |
0.8% |
26% |
False |
False |
563 |
| 20 |
0.8955 |
0.8693 |
0.0262 |
3.0% |
0.0067 |
0.8% |
26% |
False |
False |
388 |
| 40 |
0.9145 |
0.8693 |
0.0452 |
5.2% |
0.0066 |
0.8% |
15% |
False |
False |
434 |
| 60 |
0.9205 |
0.8693 |
0.0512 |
5.8% |
0.0055 |
0.6% |
13% |
False |
False |
336 |
| 80 |
0.9270 |
0.8693 |
0.0577 |
6.6% |
0.0044 |
0.5% |
12% |
False |
False |
259 |
| 100 |
0.9356 |
0.8693 |
0.0663 |
7.6% |
0.0038 |
0.4% |
10% |
False |
False |
213 |
| 120 |
0.9356 |
0.8693 |
0.0663 |
7.6% |
0.0032 |
0.4% |
10% |
False |
False |
184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9097 |
|
2.618 |
0.8991 |
|
1.618 |
0.8926 |
|
1.000 |
0.8886 |
|
0.618 |
0.8861 |
|
HIGH |
0.8821 |
|
0.618 |
0.8796 |
|
0.500 |
0.8789 |
|
0.382 |
0.8781 |
|
LOW |
0.8756 |
|
0.618 |
0.8716 |
|
1.000 |
0.8691 |
|
1.618 |
0.8651 |
|
2.618 |
0.8586 |
|
4.250 |
0.8480 |
|
|
| Fisher Pivots for day following 10-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8789 |
0.8766 |
| PP |
0.8779 |
0.8764 |
| S1 |
0.8770 |
0.8762 |
|