CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 20-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8853 |
0.8827 |
-0.0026 |
-0.3% |
0.8902 |
| High |
0.8883 |
0.8841 |
-0.0042 |
-0.5% |
0.8905 |
| Low |
0.8835 |
0.8823 |
-0.0012 |
-0.1% |
0.8750 |
| Close |
0.8838 |
0.8828 |
-0.0010 |
-0.1% |
0.8838 |
| Range |
0.0048 |
0.0018 |
-0.0030 |
-62.5% |
0.0155 |
| ATR |
0.0067 |
0.0063 |
-0.0003 |
-5.2% |
0.0000 |
| Volume |
385 |
130 |
-255 |
-66.2% |
1,385 |
|
| Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8885 |
0.8874 |
0.8838 |
|
| R3 |
0.8867 |
0.8856 |
0.8833 |
|
| R2 |
0.8849 |
0.8849 |
0.8831 |
|
| R1 |
0.8838 |
0.8838 |
0.8830 |
0.8844 |
| PP |
0.8831 |
0.8831 |
0.8831 |
0.8833 |
| S1 |
0.8820 |
0.8820 |
0.8826 |
0.8826 |
| S2 |
0.8813 |
0.8813 |
0.8825 |
|
| S3 |
0.8795 |
0.8802 |
0.8823 |
|
| S4 |
0.8777 |
0.8784 |
0.8818 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9296 |
0.9222 |
0.8923 |
|
| R3 |
0.9141 |
0.9067 |
0.8881 |
|
| R2 |
0.8986 |
0.8986 |
0.8866 |
|
| R1 |
0.8912 |
0.8912 |
0.8852 |
0.8872 |
| PP |
0.8831 |
0.8831 |
0.8831 |
0.8811 |
| S1 |
0.8757 |
0.8757 |
0.8824 |
0.8717 |
| S2 |
0.8676 |
0.8676 |
0.8810 |
|
| S3 |
0.8521 |
0.8602 |
0.8795 |
|
| S4 |
0.8366 |
0.8447 |
0.8753 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8900 |
0.8750 |
0.0150 |
1.7% |
0.0074 |
0.8% |
52% |
False |
False |
236 |
| 10 |
0.8987 |
0.8750 |
0.0237 |
2.7% |
0.0067 |
0.8% |
33% |
False |
False |
270 |
| 20 |
0.9061 |
0.8750 |
0.0311 |
3.5% |
0.0066 |
0.7% |
25% |
False |
False |
414 |
| 40 |
0.9205 |
0.8750 |
0.0455 |
5.2% |
0.0056 |
0.6% |
17% |
False |
False |
332 |
| 60 |
0.9205 |
0.8750 |
0.0455 |
5.2% |
0.0042 |
0.5% |
17% |
False |
False |
234 |
| 80 |
0.9356 |
0.8750 |
0.0606 |
6.9% |
0.0034 |
0.4% |
13% |
False |
False |
184 |
| 100 |
0.9356 |
0.8750 |
0.0606 |
6.9% |
0.0029 |
0.3% |
13% |
False |
False |
155 |
| 120 |
0.9356 |
0.8750 |
0.0606 |
6.9% |
0.0025 |
0.3% |
13% |
False |
False |
131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8918 |
|
2.618 |
0.8888 |
|
1.618 |
0.8870 |
|
1.000 |
0.8859 |
|
0.618 |
0.8852 |
|
HIGH |
0.8841 |
|
0.618 |
0.8834 |
|
0.500 |
0.8832 |
|
0.382 |
0.8830 |
|
LOW |
0.8823 |
|
0.618 |
0.8812 |
|
1.000 |
0.8805 |
|
1.618 |
0.8794 |
|
2.618 |
0.8776 |
|
4.250 |
0.8747 |
|
|
| Fisher Pivots for day following 20-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8832 |
0.8829 |
| PP |
0.8831 |
0.8829 |
| S1 |
0.8829 |
0.8828 |
|