CME Canadian Dollar Future June 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 |
0.8829 |
0.8812 |
-0.0017 |
-0.2% |
0.8795 |
| High |
0.8829 |
0.8856 |
0.0027 |
0.3% |
0.8876 |
| Low |
0.8800 |
0.8812 |
0.0012 |
0.1% |
0.8758 |
| Close |
0.8806 |
0.8841 |
0.0035 |
0.4% |
0.8852 |
| Range |
0.0029 |
0.0044 |
0.0015 |
51.7% |
0.0118 |
| ATR |
0.0046 |
0.0047 |
0.0000 |
0.5% |
0.0000 |
| Volume |
256 |
21 |
-235 |
-91.8% |
141 |
|
| Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8968 |
0.8949 |
0.8865 |
|
| R3 |
0.8924 |
0.8905 |
0.8853 |
|
| R2 |
0.8880 |
0.8880 |
0.8849 |
|
| R1 |
0.8861 |
0.8861 |
0.8845 |
0.8871 |
| PP |
0.8836 |
0.8836 |
0.8836 |
0.8841 |
| S1 |
0.8817 |
0.8817 |
0.8837 |
0.8827 |
| S2 |
0.8792 |
0.8792 |
0.8833 |
|
| S3 |
0.8748 |
0.8773 |
0.8829 |
|
| S4 |
0.8704 |
0.8729 |
0.8817 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9183 |
0.9135 |
0.8917 |
|
| R3 |
0.9065 |
0.9017 |
0.8884 |
|
| R2 |
0.8947 |
0.8947 |
0.8874 |
|
| R1 |
0.8899 |
0.8899 |
0.8863 |
0.8923 |
| PP |
0.8829 |
0.8829 |
0.8829 |
0.8841 |
| S1 |
0.8781 |
0.8781 |
0.8841 |
0.8805 |
| S2 |
0.8711 |
0.8711 |
0.8830 |
|
| S3 |
0.8593 |
0.8663 |
0.8820 |
|
| S4 |
0.8475 |
0.8545 |
0.8787 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8876 |
0.8758 |
0.0118 |
1.3% |
0.0031 |
0.3% |
70% |
False |
False |
77 |
| 10 |
0.8876 |
0.8750 |
0.0126 |
1.4% |
0.0027 |
0.3% |
72% |
False |
False |
46 |
| 20 |
0.8928 |
0.8688 |
0.0240 |
2.7% |
0.0034 |
0.4% |
64% |
False |
False |
49 |
| 40 |
0.8966 |
0.8688 |
0.0278 |
3.1% |
0.0038 |
0.4% |
55% |
False |
False |
45 |
| 60 |
0.9129 |
0.8688 |
0.0441 |
5.0% |
0.0030 |
0.3% |
35% |
False |
False |
35 |
| 80 |
0.9161 |
0.8688 |
0.0473 |
5.4% |
0.0024 |
0.3% |
32% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9043 |
|
2.618 |
0.8971 |
|
1.618 |
0.8927 |
|
1.000 |
0.8900 |
|
0.618 |
0.8883 |
|
HIGH |
0.8856 |
|
0.618 |
0.8839 |
|
0.500 |
0.8834 |
|
0.382 |
0.8829 |
|
LOW |
0.8812 |
|
0.618 |
0.8785 |
|
1.000 |
0.8768 |
|
1.618 |
0.8741 |
|
2.618 |
0.8697 |
|
4.250 |
0.8625 |
|
|
| Fisher Pivots for day following 25-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8839 |
0.8840 |
| PP |
0.8836 |
0.8839 |
| S1 |
0.8834 |
0.8838 |
|