CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 24-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2014 |
24-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8817 |
0.8875 |
0.0058 |
0.7% |
0.8831 |
| High |
0.8912 |
0.8885 |
-0.0027 |
-0.3% |
0.8912 |
| Low |
0.8807 |
0.8816 |
0.0009 |
0.1% |
0.8771 |
| Close |
0.8872 |
0.8827 |
-0.0045 |
-0.5% |
0.8872 |
| Range |
0.0105 |
0.0069 |
-0.0036 |
-34.3% |
0.0141 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.3% |
0.0000 |
| Volume |
558 |
2,286 |
1,728 |
309.7% |
3,521 |
|
| Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9050 |
0.9007 |
0.8865 |
|
| R3 |
0.8981 |
0.8938 |
0.8846 |
|
| R2 |
0.8912 |
0.8912 |
0.8840 |
|
| R1 |
0.8869 |
0.8869 |
0.8833 |
0.8856 |
| PP |
0.8843 |
0.8843 |
0.8843 |
0.8836 |
| S1 |
0.8800 |
0.8800 |
0.8821 |
0.8787 |
| S2 |
0.8774 |
0.8774 |
0.8814 |
|
| S3 |
0.8705 |
0.8731 |
0.8808 |
|
| S4 |
0.8636 |
0.8662 |
0.8789 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9275 |
0.9214 |
0.8950 |
|
| R3 |
0.9134 |
0.9073 |
0.8911 |
|
| R2 |
0.8993 |
0.8993 |
0.8898 |
|
| R1 |
0.8932 |
0.8932 |
0.8885 |
0.8963 |
| PP |
0.8852 |
0.8852 |
0.8852 |
0.8867 |
| S1 |
0.8791 |
0.8791 |
0.8859 |
0.8822 |
| S2 |
0.8711 |
0.8711 |
0.8846 |
|
| S3 |
0.8570 |
0.8650 |
0.8833 |
|
| S4 |
0.8429 |
0.8509 |
0.8794 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8912 |
0.8771 |
0.0141 |
1.6% |
0.0064 |
0.7% |
40% |
False |
False |
934 |
| 10 |
0.8912 |
0.8745 |
0.0167 |
1.9% |
0.0064 |
0.7% |
49% |
False |
False |
817 |
| 20 |
0.8955 |
0.8693 |
0.0262 |
3.0% |
0.0068 |
0.8% |
51% |
False |
False |
690 |
| 40 |
0.8995 |
0.8693 |
0.0302 |
3.4% |
0.0067 |
0.8% |
44% |
False |
False |
547 |
| 60 |
0.9187 |
0.8693 |
0.0494 |
5.6% |
0.0062 |
0.7% |
27% |
False |
False |
460 |
| 80 |
0.9205 |
0.8693 |
0.0512 |
5.8% |
0.0051 |
0.6% |
26% |
False |
False |
359 |
| 100 |
0.9337 |
0.8693 |
0.0644 |
7.3% |
0.0042 |
0.5% |
21% |
False |
False |
294 |
| 120 |
0.9356 |
0.8693 |
0.0663 |
7.5% |
0.0037 |
0.4% |
20% |
False |
False |
251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9178 |
|
2.618 |
0.9066 |
|
1.618 |
0.8997 |
|
1.000 |
0.8954 |
|
0.618 |
0.8928 |
|
HIGH |
0.8885 |
|
0.618 |
0.8859 |
|
0.500 |
0.8851 |
|
0.382 |
0.8842 |
|
LOW |
0.8816 |
|
0.618 |
0.8773 |
|
1.000 |
0.8747 |
|
1.618 |
0.8704 |
|
2.618 |
0.8635 |
|
4.250 |
0.8523 |
|
|
| Fisher Pivots for day following 24-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8851 |
0.8842 |
| PP |
0.8843 |
0.8837 |
| S1 |
0.8835 |
0.8832 |
|