CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 07-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2014 |
07-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8848 |
0.8940 |
0.0092 |
1.0% |
0.8928 |
| High |
0.8961 |
0.8947 |
-0.0014 |
-0.2% |
0.8995 |
| Low |
0.8848 |
0.8900 |
0.0052 |
0.6% |
0.8840 |
| Close |
0.8935 |
0.8915 |
-0.0020 |
-0.2% |
0.8848 |
| Range |
0.0113 |
0.0047 |
-0.0066 |
-58.4% |
0.0155 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
247 |
247 |
0 |
0.0% |
4,608 |
|
| Daily Pivots for day following 07-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9062 |
0.9035 |
0.8941 |
|
| R3 |
0.9015 |
0.8988 |
0.8928 |
|
| R2 |
0.8968 |
0.8968 |
0.8924 |
|
| R1 |
0.8941 |
0.8941 |
0.8919 |
0.8931 |
| PP |
0.8921 |
0.8921 |
0.8921 |
0.8916 |
| S1 |
0.8894 |
0.8894 |
0.8911 |
0.8884 |
| S2 |
0.8874 |
0.8874 |
0.8906 |
|
| S3 |
0.8827 |
0.8847 |
0.8902 |
|
| S4 |
0.8780 |
0.8800 |
0.8889 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9359 |
0.9259 |
0.8933 |
|
| R3 |
0.9204 |
0.9104 |
0.8891 |
|
| R2 |
0.9049 |
0.9049 |
0.8876 |
|
| R1 |
0.8949 |
0.8949 |
0.8862 |
0.8922 |
| PP |
0.8894 |
0.8894 |
0.8894 |
0.8881 |
| S1 |
0.8794 |
0.8794 |
0.8834 |
0.8767 |
| S2 |
0.8739 |
0.8739 |
0.8820 |
|
| S3 |
0.8584 |
0.8639 |
0.8805 |
|
| S4 |
0.8429 |
0.8484 |
0.8763 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8995 |
0.8840 |
0.0155 |
1.7% |
0.0075 |
0.8% |
48% |
False |
False |
877 |
| 10 |
0.9008 |
0.8840 |
0.0168 |
1.9% |
0.0062 |
0.7% |
45% |
False |
False |
558 |
| 20 |
0.9145 |
0.8840 |
0.0305 |
3.4% |
0.0063 |
0.7% |
25% |
False |
False |
503 |
| 40 |
0.9205 |
0.8840 |
0.0365 |
4.1% |
0.0043 |
0.5% |
21% |
False |
False |
281 |
| 60 |
0.9270 |
0.8840 |
0.0430 |
4.8% |
0.0032 |
0.4% |
17% |
False |
False |
198 |
| 80 |
0.9356 |
0.8840 |
0.0516 |
5.8% |
0.0027 |
0.3% |
15% |
False |
False |
159 |
| 100 |
0.9356 |
0.8840 |
0.0516 |
5.8% |
0.0023 |
0.3% |
15% |
False |
False |
131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9147 |
|
2.618 |
0.9070 |
|
1.618 |
0.9023 |
|
1.000 |
0.8994 |
|
0.618 |
0.8976 |
|
HIGH |
0.8947 |
|
0.618 |
0.8929 |
|
0.500 |
0.8924 |
|
0.382 |
0.8918 |
|
LOW |
0.8900 |
|
0.618 |
0.8871 |
|
1.000 |
0.8853 |
|
1.618 |
0.8824 |
|
2.618 |
0.8777 |
|
4.250 |
0.8700 |
|
|
| Fisher Pivots for day following 07-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8924 |
0.8910 |
| PP |
0.8921 |
0.8905 |
| S1 |
0.8918 |
0.8901 |
|