CME Canadian Dollar Future June 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 |
0.8800 |
0.8800 |
0.0000 |
0.0% |
0.8877 |
| High |
0.8862 |
0.8875 |
0.0013 |
0.1% |
0.8877 |
| Low |
0.8800 |
0.8800 |
0.0000 |
0.0% |
0.8761 |
| Close |
0.8854 |
0.8847 |
-0.0007 |
-0.1% |
0.8818 |
| Range |
0.0062 |
0.0075 |
0.0013 |
21.0% |
0.0116 |
| ATR |
0.0046 |
0.0048 |
0.0002 |
4.6% |
0.0000 |
| Volume |
127 |
11 |
-116 |
-91.3% |
214 |
|
| Daily Pivots for day following 22-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9066 |
0.9031 |
0.8888 |
|
| R3 |
0.8991 |
0.8956 |
0.8868 |
|
| R2 |
0.8916 |
0.8916 |
0.8861 |
|
| R1 |
0.8881 |
0.8881 |
0.8854 |
0.8899 |
| PP |
0.8841 |
0.8841 |
0.8841 |
0.8849 |
| S1 |
0.8806 |
0.8806 |
0.8840 |
0.8824 |
| S2 |
0.8766 |
0.8766 |
0.8833 |
|
| S3 |
0.8691 |
0.8731 |
0.8826 |
|
| S4 |
0.8616 |
0.8656 |
0.8806 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9167 |
0.9108 |
0.8882 |
|
| R3 |
0.9051 |
0.8992 |
0.8850 |
|
| R2 |
0.8935 |
0.8935 |
0.8839 |
|
| R1 |
0.8876 |
0.8876 |
0.8829 |
0.8848 |
| PP |
0.8819 |
0.8819 |
0.8819 |
0.8804 |
| S1 |
0.8760 |
0.8760 |
0.8807 |
0.8732 |
| S2 |
0.8703 |
0.8703 |
0.8797 |
|
| S3 |
0.8587 |
0.8644 |
0.8786 |
|
| S4 |
0.8471 |
0.8528 |
0.8754 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9194 |
|
2.618 |
0.9071 |
|
1.618 |
0.8996 |
|
1.000 |
0.8950 |
|
0.618 |
0.8921 |
|
HIGH |
0.8875 |
|
0.618 |
0.8846 |
|
0.500 |
0.8838 |
|
0.382 |
0.8829 |
|
LOW |
0.8800 |
|
0.618 |
0.8754 |
|
1.000 |
0.8725 |
|
1.618 |
0.8679 |
|
2.618 |
0.8604 |
|
4.250 |
0.8481 |
|
|
| Fisher Pivots for day following 22-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8844 |
0.8844 |
| PP |
0.8841 |
0.8841 |
| S1 |
0.8838 |
0.8838 |
|