CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 22-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2014 |
22-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8826 |
0.8871 |
0.0045 |
0.5% |
0.8902 |
| High |
0.8890 |
0.8906 |
0.0016 |
0.2% |
0.8905 |
| Low |
0.8825 |
0.8815 |
-0.0010 |
-0.1% |
0.8750 |
| Close |
0.8874 |
0.8867 |
-0.0007 |
-0.1% |
0.8838 |
| Range |
0.0065 |
0.0091 |
0.0026 |
40.0% |
0.0155 |
| ATR |
0.0063 |
0.0065 |
0.0002 |
3.1% |
0.0000 |
| Volume |
142 |
86 |
-56 |
-39.4% |
1,385 |
|
| Daily Pivots for day following 22-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9136 |
0.9092 |
0.8917 |
|
| R3 |
0.9045 |
0.9001 |
0.8892 |
|
| R2 |
0.8954 |
0.8954 |
0.8884 |
|
| R1 |
0.8910 |
0.8910 |
0.8875 |
0.8887 |
| PP |
0.8863 |
0.8863 |
0.8863 |
0.8851 |
| S1 |
0.8819 |
0.8819 |
0.8859 |
0.8796 |
| S2 |
0.8772 |
0.8772 |
0.8850 |
|
| S3 |
0.8681 |
0.8728 |
0.8842 |
|
| S4 |
0.8590 |
0.8637 |
0.8817 |
|
|
| 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 |
0.8906 |
0.8775 |
0.0131 |
1.5% |
0.0062 |
0.7% |
70% |
True |
False |
201 |
| 10 |
0.8987 |
0.8750 |
0.0237 |
2.7% |
0.0069 |
0.8% |
49% |
False |
False |
244 |
| 20 |
0.8995 |
0.8750 |
0.0245 |
2.8% |
0.0067 |
0.8% |
48% |
False |
False |
403 |
| 40 |
0.9205 |
0.8750 |
0.0455 |
5.1% |
0.0060 |
0.7% |
26% |
False |
False |
336 |
| 60 |
0.9205 |
0.8750 |
0.0455 |
5.1% |
0.0044 |
0.5% |
26% |
False |
False |
236 |
| 80 |
0.9356 |
0.8750 |
0.0606 |
6.8% |
0.0035 |
0.4% |
19% |
False |
False |
187 |
| 100 |
0.9356 |
0.8750 |
0.0606 |
6.8% |
0.0030 |
0.3% |
19% |
False |
False |
156 |
| 120 |
0.9356 |
0.8750 |
0.0606 |
6.8% |
0.0026 |
0.3% |
19% |
False |
False |
132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9293 |
|
2.618 |
0.9144 |
|
1.618 |
0.9053 |
|
1.000 |
0.8997 |
|
0.618 |
0.8962 |
|
HIGH |
0.8906 |
|
0.618 |
0.8871 |
|
0.500 |
0.8861 |
|
0.382 |
0.8850 |
|
LOW |
0.8815 |
|
0.618 |
0.8759 |
|
1.000 |
0.8724 |
|
1.618 |
0.8668 |
|
2.618 |
0.8577 |
|
4.250 |
0.8428 |
|
|
| Fisher Pivots for day following 22-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8865 |
0.8865 |
| PP |
0.8863 |
0.8863 |
| S1 |
0.8861 |
0.8861 |
|