CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 24-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2014 |
24-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8865 |
0.8878 |
0.0013 |
0.1% |
0.8827 |
| High |
0.8880 |
0.8895 |
0.0015 |
0.2% |
0.8906 |
| Low |
0.8846 |
0.8864 |
0.0018 |
0.2% |
0.8815 |
| Close |
0.8867 |
0.8872 |
0.0005 |
0.1% |
0.8872 |
| Range |
0.0034 |
0.0031 |
-0.0003 |
-8.8% |
0.0091 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
385 |
118 |
-267 |
-69.4% |
861 |
|
| Daily Pivots for day following 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8970 |
0.8952 |
0.8889 |
|
| R3 |
0.8939 |
0.8921 |
0.8881 |
|
| R2 |
0.8908 |
0.8908 |
0.8878 |
|
| R1 |
0.8890 |
0.8890 |
0.8875 |
0.8884 |
| PP |
0.8877 |
0.8877 |
0.8877 |
0.8874 |
| S1 |
0.8859 |
0.8859 |
0.8869 |
0.8853 |
| S2 |
0.8846 |
0.8846 |
0.8866 |
|
| S3 |
0.8815 |
0.8828 |
0.8863 |
|
| S4 |
0.8784 |
0.8797 |
0.8855 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9137 |
0.9096 |
0.8922 |
|
| R3 |
0.9046 |
0.9005 |
0.8897 |
|
| R2 |
0.8955 |
0.8955 |
0.8889 |
|
| R1 |
0.8914 |
0.8914 |
0.8880 |
0.8935 |
| PP |
0.8864 |
0.8864 |
0.8864 |
0.8875 |
| S1 |
0.8823 |
0.8823 |
0.8864 |
0.8844 |
| S2 |
0.8773 |
0.8773 |
0.8855 |
|
| S3 |
0.8682 |
0.8732 |
0.8847 |
|
| S4 |
0.8591 |
0.8641 |
0.8822 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8906 |
0.8815 |
0.0091 |
1.0% |
0.0048 |
0.5% |
63% |
False |
False |
172 |
| 10 |
0.8906 |
0.8750 |
0.0156 |
1.8% |
0.0062 |
0.7% |
78% |
False |
False |
224 |
| 20 |
0.8995 |
0.8750 |
0.0245 |
2.8% |
0.0066 |
0.7% |
50% |
False |
False |
414 |
| 40 |
0.9205 |
0.8750 |
0.0455 |
5.1% |
0.0060 |
0.7% |
27% |
False |
False |
341 |
| 60 |
0.9205 |
0.8750 |
0.0455 |
5.1% |
0.0045 |
0.5% |
27% |
False |
False |
245 |
| 80 |
0.9356 |
0.8750 |
0.0606 |
6.8% |
0.0036 |
0.4% |
20% |
False |
False |
193 |
| 100 |
0.9356 |
0.8750 |
0.0606 |
6.8% |
0.0031 |
0.3% |
20% |
False |
False |
161 |
| 120 |
0.9356 |
0.8750 |
0.0606 |
6.8% |
0.0027 |
0.3% |
20% |
False |
False |
137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9027 |
|
2.618 |
0.8976 |
|
1.618 |
0.8945 |
|
1.000 |
0.8926 |
|
0.618 |
0.8914 |
|
HIGH |
0.8895 |
|
0.618 |
0.8883 |
|
0.500 |
0.8880 |
|
0.382 |
0.8876 |
|
LOW |
0.8864 |
|
0.618 |
0.8845 |
|
1.000 |
0.8833 |
|
1.618 |
0.8814 |
|
2.618 |
0.8783 |
|
4.250 |
0.8732 |
|
|
| Fisher Pivots for day following 24-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8880 |
0.8868 |
| PP |
0.8877 |
0.8864 |
| S1 |
0.8875 |
0.8861 |
|