CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 15-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8900 |
0.8827 |
-0.0073 |
-0.8% |
0.8848 |
| High |
0.8900 |
0.8873 |
-0.0027 |
-0.3% |
0.8987 |
| Low |
0.8809 |
0.8750 |
-0.0059 |
-0.7% |
0.8848 |
| Close |
0.8822 |
0.8827 |
0.0005 |
0.1% |
0.8884 |
| Range |
0.0091 |
0.0123 |
0.0032 |
35.2% |
0.0139 |
| ATR |
0.0062 |
0.0067 |
0.0004 |
7.0% |
0.0000 |
| Volume |
213 |
191 |
-22 |
-10.3% |
1,435 |
|
| Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9186 |
0.9129 |
0.8895 |
|
| R3 |
0.9063 |
0.9006 |
0.8861 |
|
| R2 |
0.8940 |
0.8940 |
0.8850 |
|
| R1 |
0.8883 |
0.8883 |
0.8838 |
0.8889 |
| PP |
0.8817 |
0.8817 |
0.8817 |
0.8819 |
| S1 |
0.8760 |
0.8760 |
0.8816 |
0.8766 |
| S2 |
0.8694 |
0.8694 |
0.8804 |
|
| S3 |
0.8571 |
0.8637 |
0.8793 |
|
| S4 |
0.8448 |
0.8514 |
0.8759 |
|
|
| 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 |
0.8750 |
0.0237 |
2.7% |
0.0075 |
0.9% |
32% |
False |
True |
287 |
| 10 |
0.8995 |
0.8750 |
0.0245 |
2.8% |
0.0079 |
0.9% |
31% |
False |
True |
558 |
| 20 |
0.9145 |
0.8750 |
0.0395 |
4.5% |
0.0070 |
0.8% |
19% |
False |
True |
486 |
| 40 |
0.9205 |
0.8750 |
0.0455 |
5.2% |
0.0053 |
0.6% |
17% |
False |
True |
316 |
| 60 |
0.9270 |
0.8750 |
0.0520 |
5.9% |
0.0040 |
0.5% |
15% |
False |
True |
221 |
| 80 |
0.9356 |
0.8750 |
0.0606 |
6.9% |
0.0032 |
0.4% |
13% |
False |
True |
175 |
| 100 |
0.9356 |
0.8750 |
0.0606 |
6.9% |
0.0028 |
0.3% |
13% |
False |
True |
148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9396 |
|
2.618 |
0.9195 |
|
1.618 |
0.9072 |
|
1.000 |
0.8996 |
|
0.618 |
0.8949 |
|
HIGH |
0.8873 |
|
0.618 |
0.8826 |
|
0.500 |
0.8812 |
|
0.382 |
0.8797 |
|
LOW |
0.8750 |
|
0.618 |
0.8674 |
|
1.000 |
0.8627 |
|
1.618 |
0.8551 |
|
2.618 |
0.8428 |
|
4.250 |
0.8227 |
|
|
| Fisher Pivots for day following 15-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8822 |
0.8828 |
| PP |
0.8817 |
0.8827 |
| S1 |
0.8812 |
0.8827 |
|