CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 14-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2014 |
14-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8902 |
0.8900 |
-0.0002 |
0.0% |
0.8848 |
| High |
0.8905 |
0.8900 |
-0.0005 |
-0.1% |
0.8987 |
| Low |
0.8880 |
0.8809 |
-0.0071 |
-0.8% |
0.8848 |
| Close |
0.8889 |
0.8822 |
-0.0067 |
-0.8% |
0.8884 |
| Range |
0.0025 |
0.0091 |
0.0066 |
264.0% |
0.0139 |
| ATR |
0.0060 |
0.0062 |
0.0002 |
3.7% |
0.0000 |
| Volume |
332 |
213 |
-119 |
-35.8% |
1,435 |
|
| Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9117 |
0.9060 |
0.8872 |
|
| R3 |
0.9026 |
0.8969 |
0.8847 |
|
| R2 |
0.8935 |
0.8935 |
0.8839 |
|
| R1 |
0.8878 |
0.8878 |
0.8830 |
0.8861 |
| PP |
0.8844 |
0.8844 |
0.8844 |
0.8835 |
| S1 |
0.8787 |
0.8787 |
0.8814 |
0.8770 |
| S2 |
0.8753 |
0.8753 |
0.8805 |
|
| S3 |
0.8662 |
0.8696 |
0.8797 |
|
| S4 |
0.8571 |
0.8605 |
0.8772 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9323 |
0.9243 |
0.8960 |
|
| R3 |
0.9184 |
0.9104 |
0.8922 |
|
| R2 |
0.9045 |
0.9045 |
0.8909 |
|
| R1 |
0.8965 |
0.8965 |
0.8897 |
0.9005 |
| PP |
0.8906 |
0.8906 |
0.8906 |
0.8927 |
| S1 |
0.8826 |
0.8826 |
0.8871 |
0.8866 |
| S2 |
0.8767 |
0.8767 |
0.8859 |
|
| S3 |
0.8628 |
0.8687 |
0.8846 |
|
| S4 |
0.8489 |
0.8548 |
0.8808 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8987 |
0.8809 |
0.0178 |
2.0% |
0.0069 |
0.8% |
7% |
False |
True |
297 |
| 10 |
0.8995 |
0.8809 |
0.0186 |
2.1% |
0.0072 |
0.8% |
7% |
False |
True |
587 |
| 20 |
0.9145 |
0.8809 |
0.0336 |
3.8% |
0.0068 |
0.8% |
4% |
False |
True |
484 |
| 40 |
0.9205 |
0.8809 |
0.0396 |
4.5% |
0.0051 |
0.6% |
3% |
False |
True |
313 |
| 60 |
0.9270 |
0.8809 |
0.0461 |
5.2% |
0.0038 |
0.4% |
3% |
False |
True |
219 |
| 80 |
0.9356 |
0.8809 |
0.0547 |
6.2% |
0.0031 |
0.3% |
2% |
False |
True |
172 |
| 100 |
0.9356 |
0.8809 |
0.0547 |
6.2% |
0.0026 |
0.3% |
2% |
False |
True |
146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9287 |
|
2.618 |
0.9138 |
|
1.618 |
0.9047 |
|
1.000 |
0.8991 |
|
0.618 |
0.8956 |
|
HIGH |
0.8900 |
|
0.618 |
0.8865 |
|
0.500 |
0.8855 |
|
0.382 |
0.8844 |
|
LOW |
0.8809 |
|
0.618 |
0.8753 |
|
1.000 |
0.8718 |
|
1.618 |
0.8662 |
|
2.618 |
0.8571 |
|
4.250 |
0.8422 |
|
|
| Fisher Pivots for day following 14-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8855 |
0.8867 |
| PP |
0.8844 |
0.8852 |
| S1 |
0.8833 |
0.8837 |
|