CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 13-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2014 |
13-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8787 |
0.8732 |
-0.0055 |
-0.6% |
0.8750 |
| High |
0.8790 |
0.8735 |
-0.0055 |
-0.6% |
0.8759 |
| Low |
0.8780 |
0.8732 |
-0.0048 |
-0.5% |
0.8675 |
| Close |
0.8780 |
0.8735 |
-0.0045 |
-0.5% |
0.8759 |
| Range |
0.0010 |
0.0003 |
-0.0007 |
-70.0% |
0.0084 |
| ATR |
0.0036 |
0.0037 |
0.0001 |
2.3% |
0.0000 |
| Volume |
30 |
3 |
-27 |
-90.0% |
273 |
|
| Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8743 |
0.8742 |
0.8737 |
|
| R3 |
0.8740 |
0.8739 |
0.8736 |
|
| R2 |
0.8737 |
0.8737 |
0.8736 |
|
| R1 |
0.8736 |
0.8736 |
0.8735 |
0.8737 |
| PP |
0.8734 |
0.8734 |
0.8734 |
0.8734 |
| S1 |
0.8733 |
0.8733 |
0.8735 |
0.8734 |
| S2 |
0.8731 |
0.8731 |
0.8734 |
|
| S3 |
0.8728 |
0.8730 |
0.8734 |
|
| S4 |
0.8725 |
0.8727 |
0.8733 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8983 |
0.8955 |
0.8805 |
|
| R3 |
0.8899 |
0.8871 |
0.8782 |
|
| R2 |
0.8815 |
0.8815 |
0.8774 |
|
| R1 |
0.8787 |
0.8787 |
0.8767 |
0.8801 |
| PP |
0.8731 |
0.8731 |
0.8731 |
0.8738 |
| S1 |
0.8703 |
0.8703 |
0.8751 |
0.8717 |
| S2 |
0.8647 |
0.8647 |
0.8744 |
|
| S3 |
0.8563 |
0.8619 |
0.8736 |
|
| S4 |
0.8479 |
0.8535 |
0.8713 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8748 |
|
2.618 |
0.8743 |
|
1.618 |
0.8740 |
|
1.000 |
0.8738 |
|
0.618 |
0.8737 |
|
HIGH |
0.8735 |
|
0.618 |
0.8734 |
|
0.500 |
0.8734 |
|
0.382 |
0.8733 |
|
LOW |
0.8732 |
|
0.618 |
0.8730 |
|
1.000 |
0.8729 |
|
1.618 |
0.8727 |
|
2.618 |
0.8724 |
|
4.250 |
0.8719 |
|
|
| Fisher Pivots for day following 13-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8735 |
0.8761 |
| PP |
0.8734 |
0.8752 |
| S1 |
0.8734 |
0.8744 |
|