CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 13-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8860 |
0.8877 |
0.0017 |
0.2% |
0.8864 |
| High |
0.8896 |
0.8877 |
-0.0019 |
-0.2% |
0.8961 |
| Low |
0.8860 |
0.8870 |
0.0010 |
0.1% |
0.8860 |
| Close |
0.8864 |
0.8870 |
0.0006 |
0.1% |
0.8864 |
| Range |
0.0036 |
0.0007 |
-0.0029 |
-80.6% |
0.0101 |
| ATR |
0.0046 |
0.0044 |
-0.0002 |
-5.1% |
0.0000 |
| Volume |
55 |
35 |
-20 |
-36.4% |
194 |
|
| Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8893 |
0.8889 |
0.8874 |
|
| R3 |
0.8886 |
0.8882 |
0.8872 |
|
| R2 |
0.8879 |
0.8879 |
0.8871 |
|
| R1 |
0.8875 |
0.8875 |
0.8871 |
0.8874 |
| PP |
0.8872 |
0.8872 |
0.8872 |
0.8872 |
| S1 |
0.8868 |
0.8868 |
0.8869 |
0.8867 |
| S2 |
0.8865 |
0.8865 |
0.8869 |
|
| S3 |
0.8858 |
0.8861 |
0.8868 |
|
| S4 |
0.8851 |
0.8854 |
0.8866 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9198 |
0.9132 |
0.8920 |
|
| R3 |
0.9097 |
0.9031 |
0.8892 |
|
| R2 |
0.8996 |
0.8996 |
0.8883 |
|
| R1 |
0.8930 |
0.8930 |
0.8873 |
0.8915 |
| PP |
0.8895 |
0.8895 |
0.8895 |
0.8887 |
| S1 |
0.8829 |
0.8829 |
0.8855 |
0.8814 |
| S2 |
0.8794 |
0.8794 |
0.8845 |
|
| S3 |
0.8693 |
0.8728 |
0.8836 |
|
| S4 |
0.8592 |
0.8627 |
0.8808 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8907 |
|
2.618 |
0.8895 |
|
1.618 |
0.8888 |
|
1.000 |
0.8884 |
|
0.618 |
0.8881 |
|
HIGH |
0.8877 |
|
0.618 |
0.8874 |
|
0.500 |
0.8874 |
|
0.382 |
0.8873 |
|
LOW |
0.8870 |
|
0.618 |
0.8866 |
|
1.000 |
0.8863 |
|
1.618 |
0.8859 |
|
2.618 |
0.8852 |
|
4.250 |
0.8840 |
|
|
| Fisher Pivots for day following 13-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8874 |
0.8911 |
| PP |
0.8872 |
0.8897 |
| S1 |
0.8871 |
0.8884 |
|