CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 01-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2014 |
01-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8942 |
0.8914 |
-0.0028 |
-0.3% |
0.9103 |
| High |
0.8964 |
0.8944 |
-0.0020 |
-0.2% |
0.9133 |
| Low |
0.8897 |
0.8893 |
-0.0004 |
0.0% |
0.8936 |
| Close |
0.8908 |
0.8932 |
0.0024 |
0.3% |
0.8947 |
| Range |
0.0067 |
0.0051 |
-0.0016 |
-23.9% |
0.0197 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
76,695 |
71,225 |
-5,470 |
-7.1% |
335,525 |
|
| Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9076 |
0.9055 |
0.8960 |
|
| R3 |
0.9025 |
0.9004 |
0.8946 |
|
| R2 |
0.8974 |
0.8974 |
0.8941 |
|
| R1 |
0.8953 |
0.8953 |
0.8937 |
0.8964 |
| PP |
0.8923 |
0.8923 |
0.8923 |
0.8928 |
| S1 |
0.8902 |
0.8902 |
0.8927 |
0.8913 |
| S2 |
0.8872 |
0.8872 |
0.8923 |
|
| S3 |
0.8821 |
0.8851 |
0.8918 |
|
| S4 |
0.8770 |
0.8800 |
0.8904 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9596 |
0.9469 |
0.9055 |
|
| R3 |
0.9399 |
0.9272 |
0.9001 |
|
| R2 |
0.9202 |
0.9202 |
0.8983 |
|
| R1 |
0.9075 |
0.9075 |
0.8965 |
0.9040 |
| PP |
0.9005 |
0.9005 |
0.9005 |
0.8988 |
| S1 |
0.8878 |
0.8878 |
0.8929 |
0.8843 |
| S2 |
0.8808 |
0.8808 |
0.8911 |
|
| S3 |
0.8611 |
0.8681 |
0.8893 |
|
| S4 |
0.8414 |
0.8484 |
0.8839 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9023 |
0.8893 |
0.0130 |
1.5% |
0.0055 |
0.6% |
30% |
False |
True |
69,680 |
| 10 |
0.9167 |
0.8893 |
0.0274 |
3.1% |
0.0066 |
0.7% |
14% |
False |
True |
67,215 |
| 20 |
0.9218 |
0.8893 |
0.0325 |
3.6% |
0.0068 |
0.8% |
12% |
False |
True |
54,077 |
| 40 |
0.9226 |
0.8893 |
0.0333 |
3.7% |
0.0056 |
0.6% |
12% |
False |
True |
27,562 |
| 60 |
0.9370 |
0.8893 |
0.0477 |
5.3% |
0.0050 |
0.6% |
8% |
False |
True |
18,476 |
| 80 |
0.9377 |
0.8893 |
0.0484 |
5.4% |
0.0046 |
0.5% |
8% |
False |
True |
13,925 |
| 100 |
0.9377 |
0.8893 |
0.0484 |
5.4% |
0.0041 |
0.5% |
8% |
False |
True |
11,161 |
| 120 |
0.9377 |
0.8893 |
0.0484 |
5.4% |
0.0038 |
0.4% |
8% |
False |
True |
9,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9161 |
|
2.618 |
0.9078 |
|
1.618 |
0.9027 |
|
1.000 |
0.8995 |
|
0.618 |
0.8976 |
|
HIGH |
0.8944 |
|
0.618 |
0.8925 |
|
0.500 |
0.8919 |
|
0.382 |
0.8912 |
|
LOW |
0.8893 |
|
0.618 |
0.8861 |
|
1.000 |
0.8842 |
|
1.618 |
0.8810 |
|
2.618 |
0.8759 |
|
4.250 |
0.8676 |
|
|
| Fisher Pivots for day following 01-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8928 |
0.8931 |
| PP |
0.8923 |
0.8931 |
| S1 |
0.8919 |
0.8930 |
|