CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 19-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2014 |
19-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8778 |
0.8755 |
-0.0023 |
-0.3% |
0.8721 |
| High |
0.8788 |
0.8755 |
-0.0033 |
-0.4% |
0.8804 |
| Low |
0.8778 |
0.8755 |
-0.0023 |
-0.3% |
0.8721 |
| Close |
0.8788 |
0.8755 |
-0.0033 |
-0.4% |
0.8798 |
| Range |
0.0010 |
0.0000 |
-0.0010 |
-100.0% |
0.0083 |
| ATR |
0.0036 |
0.0036 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
4 |
1 |
-3 |
-75.0% |
95 |
|
| Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8755 |
0.8755 |
0.8755 |
|
| R3 |
0.8755 |
0.8755 |
0.8755 |
|
| R2 |
0.8755 |
0.8755 |
0.8755 |
|
| R1 |
0.8755 |
0.8755 |
0.8755 |
0.8755 |
| PP |
0.8755 |
0.8755 |
0.8755 |
0.8755 |
| S1 |
0.8755 |
0.8755 |
0.8755 |
0.8755 |
| S2 |
0.8755 |
0.8755 |
0.8755 |
|
| S3 |
0.8755 |
0.8755 |
0.8755 |
|
| S4 |
0.8755 |
0.8755 |
0.8755 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9023 |
0.8994 |
0.8844 |
|
| R3 |
0.8940 |
0.8911 |
0.8821 |
|
| R2 |
0.8857 |
0.8857 |
0.8813 |
|
| R1 |
0.8828 |
0.8828 |
0.8806 |
0.8843 |
| PP |
0.8774 |
0.8774 |
0.8774 |
0.8782 |
| S1 |
0.8745 |
0.8745 |
0.8790 |
0.8760 |
| S2 |
0.8691 |
0.8691 |
0.8783 |
|
| S3 |
0.8608 |
0.8662 |
0.8775 |
|
| S4 |
0.8525 |
0.8579 |
0.8752 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8755 |
|
2.618 |
0.8755 |
|
1.618 |
0.8755 |
|
1.000 |
0.8755 |
|
0.618 |
0.8755 |
|
HIGH |
0.8755 |
|
0.618 |
0.8755 |
|
0.500 |
0.8755 |
|
0.382 |
0.8755 |
|
LOW |
0.8755 |
|
0.618 |
0.8755 |
|
1.000 |
0.8755 |
|
1.618 |
0.8755 |
|
2.618 |
0.8755 |
|
4.250 |
0.8755 |
|
|
| Fisher Pivots for day following 19-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8755 |
0.8772 |
| PP |
0.8755 |
0.8766 |
| S1 |
0.8755 |
0.8761 |
|