CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 29-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2014 |
29-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8857 |
0.8925 |
0.0068 |
0.8% |
0.8827 |
| High |
0.8923 |
0.8955 |
0.0032 |
0.4% |
0.8906 |
| Low |
0.8856 |
0.8882 |
0.0026 |
0.3% |
0.8815 |
| Close |
0.8906 |
0.8901 |
-0.0005 |
-0.1% |
0.8872 |
| Range |
0.0067 |
0.0073 |
0.0006 |
9.0% |
0.0091 |
| ATR |
0.0059 |
0.0060 |
0.0001 |
1.7% |
0.0000 |
| Volume |
71 |
143 |
72 |
101.4% |
861 |
|
| Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9132 |
0.9089 |
0.8941 |
|
| R3 |
0.9059 |
0.9016 |
0.8921 |
|
| R2 |
0.8986 |
0.8986 |
0.8914 |
|
| R1 |
0.8943 |
0.8943 |
0.8908 |
0.8928 |
| PP |
0.8913 |
0.8913 |
0.8913 |
0.8905 |
| S1 |
0.8870 |
0.8870 |
0.8894 |
0.8855 |
| S2 |
0.8840 |
0.8840 |
0.8888 |
|
| S3 |
0.8767 |
0.8797 |
0.8881 |
|
| S4 |
0.8694 |
0.8724 |
0.8861 |
|
|
| 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 |
0.8955 |
0.8846 |
0.0109 |
1.2% |
0.0047 |
0.5% |
50% |
True |
False |
188 |
| 10 |
0.8955 |
0.8775 |
0.0180 |
2.0% |
0.0055 |
0.6% |
70% |
True |
False |
194 |
| 20 |
0.8995 |
0.8750 |
0.0245 |
2.8% |
0.0067 |
0.8% |
62% |
False |
False |
376 |
| 40 |
0.9187 |
0.8750 |
0.0437 |
4.9% |
0.0061 |
0.7% |
35% |
False |
False |
344 |
| 60 |
0.9205 |
0.8750 |
0.0455 |
5.1% |
0.0047 |
0.5% |
33% |
False |
False |
252 |
| 80 |
0.9337 |
0.8750 |
0.0587 |
6.6% |
0.0038 |
0.4% |
26% |
False |
False |
197 |
| 100 |
0.9356 |
0.8750 |
0.0606 |
6.8% |
0.0032 |
0.4% |
25% |
False |
False |
165 |
| 120 |
0.9356 |
0.8750 |
0.0606 |
6.8% |
0.0028 |
0.3% |
25% |
False |
False |
140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9265 |
|
2.618 |
0.9146 |
|
1.618 |
0.9073 |
|
1.000 |
0.9028 |
|
0.618 |
0.9000 |
|
HIGH |
0.8955 |
|
0.618 |
0.8927 |
|
0.500 |
0.8919 |
|
0.382 |
0.8910 |
|
LOW |
0.8882 |
|
0.618 |
0.8837 |
|
1.000 |
0.8809 |
|
1.618 |
0.8764 |
|
2.618 |
0.8691 |
|
4.250 |
0.8572 |
|
|
| Fisher Pivots for day following 29-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8919 |
0.8905 |
| PP |
0.8913 |
0.8903 |
| S1 |
0.8907 |
0.8902 |
|