CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 30-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2014 |
30-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8925 |
0.8909 |
-0.0016 |
-0.2% |
0.8827 |
| High |
0.8955 |
0.8921 |
-0.0034 |
-0.4% |
0.8906 |
| Low |
0.8882 |
0.8888 |
0.0006 |
0.1% |
0.8815 |
| Close |
0.8901 |
0.8903 |
0.0002 |
0.0% |
0.8872 |
| Range |
0.0073 |
0.0033 |
-0.0040 |
-54.8% |
0.0091 |
| ATR |
0.0060 |
0.0058 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
143 |
773 |
630 |
440.6% |
861 |
|
| Daily Pivots for day following 30-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9003 |
0.8986 |
0.8921 |
|
| R3 |
0.8970 |
0.8953 |
0.8912 |
|
| R2 |
0.8937 |
0.8937 |
0.8909 |
|
| R1 |
0.8920 |
0.8920 |
0.8906 |
0.8912 |
| PP |
0.8904 |
0.8904 |
0.8904 |
0.8900 |
| S1 |
0.8887 |
0.8887 |
0.8900 |
0.8879 |
| S2 |
0.8871 |
0.8871 |
0.8897 |
|
| S3 |
0.8838 |
0.8854 |
0.8894 |
|
| S4 |
0.8805 |
0.8821 |
0.8885 |
|
|
| 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 |
0.8854 |
0.0101 |
1.1% |
0.0047 |
0.5% |
49% |
False |
False |
265 |
| 10 |
0.8955 |
0.8815 |
0.0140 |
1.6% |
0.0049 |
0.5% |
63% |
False |
False |
245 |
| 20 |
0.8987 |
0.8750 |
0.0237 |
2.7% |
0.0065 |
0.7% |
65% |
False |
False |
277 |
| 40 |
0.9145 |
0.8750 |
0.0395 |
4.4% |
0.0061 |
0.7% |
39% |
False |
False |
363 |
| 60 |
0.9205 |
0.8750 |
0.0455 |
5.1% |
0.0047 |
0.5% |
34% |
False |
False |
264 |
| 80 |
0.9331 |
0.8750 |
0.0581 |
6.5% |
0.0038 |
0.4% |
26% |
False |
False |
205 |
| 100 |
0.9356 |
0.8750 |
0.0606 |
6.8% |
0.0032 |
0.4% |
25% |
False |
False |
172 |
| 120 |
0.9356 |
0.8750 |
0.0606 |
6.8% |
0.0028 |
0.3% |
25% |
False |
False |
146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9061 |
|
2.618 |
0.9007 |
|
1.618 |
0.8974 |
|
1.000 |
0.8954 |
|
0.618 |
0.8941 |
|
HIGH |
0.8921 |
|
0.618 |
0.8908 |
|
0.500 |
0.8905 |
|
0.382 |
0.8901 |
|
LOW |
0.8888 |
|
0.618 |
0.8868 |
|
1.000 |
0.8855 |
|
1.618 |
0.8835 |
|
2.618 |
0.8802 |
|
4.250 |
0.8748 |
|
|
| Fisher Pivots for day following 30-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8905 |
0.8906 |
| PP |
0.8904 |
0.8905 |
| S1 |
0.8904 |
0.8904 |
|