CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 02-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2014 |
02-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8914 |
0.8940 |
0.0026 |
0.3% |
0.9103 |
| High |
0.8944 |
0.9016 |
0.0072 |
0.8% |
0.9133 |
| Low |
0.8893 |
0.8930 |
0.0037 |
0.4% |
0.8936 |
| Close |
0.8932 |
0.8946 |
0.0014 |
0.2% |
0.8947 |
| Range |
0.0051 |
0.0086 |
0.0035 |
68.6% |
0.0197 |
| ATR |
0.0061 |
0.0063 |
0.0002 |
2.9% |
0.0000 |
| Volume |
71,225 |
80,737 |
9,512 |
13.4% |
335,525 |
|
| Daily Pivots for day following 02-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9222 |
0.9170 |
0.8993 |
|
| R3 |
0.9136 |
0.9084 |
0.8970 |
|
| R2 |
0.9050 |
0.9050 |
0.8962 |
|
| R1 |
0.8998 |
0.8998 |
0.8954 |
0.9024 |
| PP |
0.8964 |
0.8964 |
0.8964 |
0.8977 |
| S1 |
0.8912 |
0.8912 |
0.8938 |
0.8938 |
| S2 |
0.8878 |
0.8878 |
0.8930 |
|
| S3 |
0.8792 |
0.8826 |
0.8922 |
|
| S4 |
0.8706 |
0.8740 |
0.8899 |
|
|
| 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 |
0.9016 |
0.8893 |
0.0123 |
1.4% |
0.0061 |
0.7% |
43% |
True |
False |
70,678 |
| 10 |
0.9167 |
0.8893 |
0.0274 |
3.1% |
0.0067 |
0.7% |
19% |
False |
False |
69,869 |
| 20 |
0.9203 |
0.8893 |
0.0310 |
3.5% |
0.0069 |
0.8% |
17% |
False |
False |
57,802 |
| 40 |
0.9226 |
0.8893 |
0.0333 |
3.7% |
0.0057 |
0.6% |
16% |
False |
False |
29,571 |
| 60 |
0.9370 |
0.8893 |
0.0477 |
5.3% |
0.0051 |
0.6% |
11% |
False |
False |
19,819 |
| 80 |
0.9377 |
0.8893 |
0.0484 |
5.4% |
0.0047 |
0.5% |
11% |
False |
False |
14,930 |
| 100 |
0.9377 |
0.8893 |
0.0484 |
5.4% |
0.0042 |
0.5% |
11% |
False |
False |
11,967 |
| 120 |
0.9377 |
0.8893 |
0.0484 |
5.4% |
0.0038 |
0.4% |
11% |
False |
False |
9,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9382 |
|
2.618 |
0.9241 |
|
1.618 |
0.9155 |
|
1.000 |
0.9102 |
|
0.618 |
0.9069 |
|
HIGH |
0.9016 |
|
0.618 |
0.8983 |
|
0.500 |
0.8973 |
|
0.382 |
0.8963 |
|
LOW |
0.8930 |
|
0.618 |
0.8877 |
|
1.000 |
0.8844 |
|
1.618 |
0.8791 |
|
2.618 |
0.8705 |
|
4.250 |
0.8565 |
|
|
| Fisher Pivots for day following 02-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8973 |
0.8955 |
| PP |
0.8964 |
0.8952 |
| S1 |
0.8955 |
0.8949 |
|