CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 29-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2014 |
29-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8877 |
0.8943 |
0.0066 |
0.7% |
0.8847 |
| High |
0.8946 |
0.8980 |
0.0034 |
0.4% |
0.8929 |
| Low |
0.8875 |
0.8901 |
0.0026 |
0.3% |
0.8832 |
| Close |
0.8927 |
0.8922 |
-0.0005 |
-0.1% |
0.8893 |
| Range |
0.0071 |
0.0079 |
0.0008 |
11.3% |
0.0097 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
1.3% |
0.0000 |
| Volume |
55,756 |
63,992 |
8,236 |
14.8% |
258,334 |
|
| Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9171 |
0.9126 |
0.8965 |
|
| R3 |
0.9092 |
0.9047 |
0.8944 |
|
| R2 |
0.9013 |
0.9013 |
0.8936 |
|
| R1 |
0.8968 |
0.8968 |
0.8929 |
0.8951 |
| PP |
0.8934 |
0.8934 |
0.8934 |
0.8926 |
| S1 |
0.8889 |
0.8889 |
0.8915 |
0.8872 |
| S2 |
0.8855 |
0.8855 |
0.8908 |
|
| S3 |
0.8776 |
0.8810 |
0.8900 |
|
| S4 |
0.8697 |
0.8731 |
0.8879 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9176 |
0.9131 |
0.8946 |
|
| R3 |
0.9079 |
0.9034 |
0.8920 |
|
| R2 |
0.8982 |
0.8982 |
0.8911 |
|
| R1 |
0.8937 |
0.8937 |
0.8902 |
0.8960 |
| PP |
0.8885 |
0.8885 |
0.8885 |
0.8896 |
| S1 |
0.8840 |
0.8840 |
0.8884 |
0.8863 |
| S2 |
0.8788 |
0.8788 |
0.8875 |
|
| S3 |
0.8691 |
0.8743 |
0.8866 |
|
| S4 |
0.8594 |
0.8646 |
0.8840 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8980 |
0.8866 |
0.0114 |
1.3% |
0.0053 |
0.6% |
49% |
True |
False |
47,613 |
| 10 |
0.8980 |
0.8787 |
0.0193 |
2.2% |
0.0064 |
0.7% |
70% |
True |
False |
55,617 |
| 20 |
0.9016 |
0.8769 |
0.0247 |
2.8% |
0.0074 |
0.8% |
62% |
False |
False |
66,877 |
| 40 |
0.9218 |
0.8769 |
0.0449 |
5.0% |
0.0071 |
0.8% |
34% |
False |
False |
60,477 |
| 60 |
0.9226 |
0.8769 |
0.0457 |
5.1% |
0.0062 |
0.7% |
33% |
False |
False |
40,667 |
| 80 |
0.9370 |
0.8769 |
0.0601 |
6.7% |
0.0056 |
0.6% |
25% |
False |
False |
30,577 |
| 100 |
0.9377 |
0.8769 |
0.0608 |
6.8% |
0.0051 |
0.6% |
25% |
False |
False |
24,516 |
| 120 |
0.9377 |
0.8769 |
0.0608 |
6.8% |
0.0046 |
0.5% |
25% |
False |
False |
20,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9316 |
|
2.618 |
0.9187 |
|
1.618 |
0.9108 |
|
1.000 |
0.9059 |
|
0.618 |
0.9029 |
|
HIGH |
0.8980 |
|
0.618 |
0.8950 |
|
0.500 |
0.8941 |
|
0.382 |
0.8931 |
|
LOW |
0.8901 |
|
0.618 |
0.8852 |
|
1.000 |
0.8822 |
|
1.618 |
0.8773 |
|
2.618 |
0.8694 |
|
4.250 |
0.8565 |
|
|
| Fisher Pivots for day following 29-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8941 |
0.8927 |
| PP |
0.8934 |
0.8925 |
| S1 |
0.8928 |
0.8924 |
|