CME Canadian Dollar Future June 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 |
0.8812 |
0.8828 |
0.0016 |
0.2% |
0.8795 |
| High |
0.8856 |
0.8863 |
0.0007 |
0.1% |
0.8876 |
| Low |
0.8812 |
0.8828 |
0.0016 |
0.2% |
0.8758 |
| Close |
0.8841 |
0.8863 |
0.0022 |
0.2% |
0.8852 |
| Range |
0.0044 |
0.0035 |
-0.0009 |
-20.5% |
0.0118 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
21 |
24 |
3 |
14.3% |
141 |
|
| Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8956 |
0.8945 |
0.8882 |
|
| R3 |
0.8921 |
0.8910 |
0.8873 |
|
| R2 |
0.8886 |
0.8886 |
0.8869 |
|
| R1 |
0.8875 |
0.8875 |
0.8866 |
0.8881 |
| PP |
0.8851 |
0.8851 |
0.8851 |
0.8854 |
| S1 |
0.8840 |
0.8840 |
0.8860 |
0.8846 |
| S2 |
0.8816 |
0.8816 |
0.8857 |
|
| S3 |
0.8781 |
0.8805 |
0.8853 |
|
| S4 |
0.8746 |
0.8770 |
0.8844 |
|
|
| 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 |
0.8800 |
0.0076 |
0.9% |
0.0033 |
0.4% |
83% |
False |
False |
77 |
| 10 |
0.8876 |
0.8750 |
0.0126 |
1.4% |
0.0028 |
0.3% |
90% |
False |
False |
48 |
| 20 |
0.8892 |
0.8688 |
0.0204 |
2.3% |
0.0033 |
0.4% |
86% |
False |
False |
49 |
| 40 |
0.8966 |
0.8688 |
0.0278 |
3.1% |
0.0038 |
0.4% |
63% |
False |
False |
45 |
| 60 |
0.9129 |
0.8688 |
0.0441 |
5.0% |
0.0031 |
0.3% |
40% |
False |
False |
36 |
| 80 |
0.9161 |
0.8688 |
0.0473 |
5.3% |
0.0024 |
0.3% |
37% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9012 |
|
2.618 |
0.8955 |
|
1.618 |
0.8920 |
|
1.000 |
0.8898 |
|
0.618 |
0.8885 |
|
HIGH |
0.8863 |
|
0.618 |
0.8850 |
|
0.500 |
0.8846 |
|
0.382 |
0.8841 |
|
LOW |
0.8828 |
|
0.618 |
0.8806 |
|
1.000 |
0.8793 |
|
1.618 |
0.8771 |
|
2.618 |
0.8736 |
|
4.250 |
0.8679 |
|
|
| Fisher Pivots for day following 26-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8857 |
0.8853 |
| PP |
0.8851 |
0.8842 |
| S1 |
0.8846 |
0.8832 |
|