CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 28-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8828 |
0.8810 |
-0.0018 |
-0.2% |
0.8829 |
| High |
0.8863 |
0.8810 |
-0.0053 |
-0.6% |
0.8863 |
| Low |
0.8828 |
0.8702 |
-0.0126 |
-1.4% |
0.8702 |
| Close |
0.8863 |
0.8702 |
-0.0161 |
-1.8% |
0.8702 |
| Range |
0.0035 |
0.0108 |
0.0073 |
208.6% |
0.0161 |
| ATR |
0.0046 |
0.0054 |
0.0008 |
17.9% |
0.0000 |
| Volume |
24 |
20 |
-4 |
-16.7% |
321 |
|
| Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9062 |
0.8990 |
0.8761 |
|
| R3 |
0.8954 |
0.8882 |
0.8732 |
|
| R2 |
0.8846 |
0.8846 |
0.8722 |
|
| R1 |
0.8774 |
0.8774 |
0.8712 |
0.8756 |
| PP |
0.8738 |
0.8738 |
0.8738 |
0.8729 |
| S1 |
0.8666 |
0.8666 |
0.8692 |
0.8648 |
| S2 |
0.8630 |
0.8630 |
0.8682 |
|
| S3 |
0.8522 |
0.8558 |
0.8672 |
|
| S4 |
0.8414 |
0.8450 |
0.8643 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9239 |
0.9131 |
0.8791 |
|
| R3 |
0.9078 |
0.8970 |
0.8746 |
|
| R2 |
0.8917 |
0.8917 |
0.8732 |
|
| R1 |
0.8809 |
0.8809 |
0.8717 |
0.8783 |
| PP |
0.8756 |
0.8756 |
0.8756 |
0.8742 |
| S1 |
0.8648 |
0.8648 |
0.8687 |
0.8622 |
| S2 |
0.8595 |
0.8595 |
0.8672 |
|
| S3 |
0.8434 |
0.8487 |
0.8658 |
|
| S4 |
0.8273 |
0.8326 |
0.8613 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8876 |
0.8702 |
0.0174 |
2.0% |
0.0053 |
0.6% |
0% |
False |
True |
66 |
| 10 |
0.8876 |
0.8702 |
0.0174 |
2.0% |
0.0037 |
0.4% |
0% |
False |
True |
47 |
| 20 |
0.8876 |
0.8688 |
0.0188 |
2.2% |
0.0038 |
0.4% |
7% |
False |
False |
47 |
| 40 |
0.8961 |
0.8688 |
0.0273 |
3.1% |
0.0039 |
0.5% |
5% |
False |
False |
45 |
| 60 |
0.9127 |
0.8688 |
0.0439 |
5.0% |
0.0033 |
0.4% |
3% |
False |
False |
36 |
| 80 |
0.9161 |
0.8688 |
0.0473 |
5.4% |
0.0026 |
0.3% |
3% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9269 |
|
2.618 |
0.9093 |
|
1.618 |
0.8985 |
|
1.000 |
0.8918 |
|
0.618 |
0.8877 |
|
HIGH |
0.8810 |
|
0.618 |
0.8769 |
|
0.500 |
0.8756 |
|
0.382 |
0.8743 |
|
LOW |
0.8702 |
|
0.618 |
0.8635 |
|
1.000 |
0.8594 |
|
1.618 |
0.8527 |
|
2.618 |
0.8419 |
|
4.250 |
0.8243 |
|
|
| Fisher Pivots for day following 28-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8756 |
0.8783 |
| PP |
0.8738 |
0.8756 |
| S1 |
0.8720 |
0.8729 |
|