CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 26-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2014 |
26-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8830 |
0.8857 |
0.0027 |
0.3% |
0.8831 |
| High |
0.8877 |
0.8883 |
0.0006 |
0.1% |
0.8912 |
| Low |
0.8815 |
0.8829 |
0.0014 |
0.2% |
0.8771 |
| Close |
0.8861 |
0.8883 |
0.0022 |
0.2% |
0.8872 |
| Range |
0.0062 |
0.0054 |
-0.0008 |
-12.9% |
0.0141 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
1,673 |
1,202 |
-471 |
-28.2% |
3,521 |
|
| Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9027 |
0.9009 |
0.8913 |
|
| R3 |
0.8973 |
0.8955 |
0.8898 |
|
| R2 |
0.8919 |
0.8919 |
0.8893 |
|
| R1 |
0.8901 |
0.8901 |
0.8888 |
0.8910 |
| PP |
0.8865 |
0.8865 |
0.8865 |
0.8870 |
| S1 |
0.8847 |
0.8847 |
0.8878 |
0.8856 |
| S2 |
0.8811 |
0.8811 |
0.8873 |
|
| S3 |
0.8757 |
0.8793 |
0.8868 |
|
| S4 |
0.8703 |
0.8739 |
0.8853 |
|
|
| 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% |
0.0070 |
0.8% |
79% |
False |
False |
1,268 |
| 10 |
0.8912 |
0.8753 |
0.0159 |
1.8% |
0.0064 |
0.7% |
82% |
False |
False |
985 |
| 20 |
0.8921 |
0.8693 |
0.0228 |
2.6% |
0.0067 |
0.8% |
83% |
False |
False |
823 |
| 40 |
0.8995 |
0.8693 |
0.0302 |
3.4% |
0.0067 |
0.8% |
63% |
False |
False |
600 |
| 60 |
0.9187 |
0.8693 |
0.0494 |
5.6% |
0.0063 |
0.7% |
38% |
False |
False |
504 |
| 80 |
0.9205 |
0.8693 |
0.0512 |
5.8% |
0.0052 |
0.6% |
37% |
False |
False |
395 |
| 100 |
0.9337 |
0.8693 |
0.0644 |
7.2% |
0.0044 |
0.5% |
30% |
False |
False |
322 |
| 120 |
0.9356 |
0.8693 |
0.0663 |
7.5% |
0.0038 |
0.4% |
29% |
False |
False |
275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9113 |
|
2.618 |
0.9024 |
|
1.618 |
0.8970 |
|
1.000 |
0.8937 |
|
0.618 |
0.8916 |
|
HIGH |
0.8883 |
|
0.618 |
0.8862 |
|
0.500 |
0.8856 |
|
0.382 |
0.8850 |
|
LOW |
0.8829 |
|
0.618 |
0.8796 |
|
1.000 |
0.8775 |
|
1.618 |
0.8742 |
|
2.618 |
0.8688 |
|
4.250 |
0.8600 |
|
|
| Fisher Pivots for day following 26-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8874 |
0.8872 |
| PP |
0.8865 |
0.8861 |
| S1 |
0.8856 |
0.8850 |
|