CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 03-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2014 |
03-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
0.8940 |
0.8945 |
0.0005 |
0.1% |
0.8947 |
High |
0.9016 |
0.8949 |
-0.0067 |
-0.7% |
0.9016 |
Low |
0.8930 |
0.8857 |
-0.0073 |
-0.8% |
0.8857 |
Close |
0.8946 |
0.8867 |
-0.0079 |
-0.9% |
0.8867 |
Range |
0.0086 |
0.0092 |
0.0006 |
7.0% |
0.0159 |
ATR |
0.0063 |
0.0065 |
0.0002 |
3.3% |
0.0000 |
Volume |
80,737 |
69,652 |
-11,085 |
-13.7% |
361,090 |
|
Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9167 |
0.9109 |
0.8918 |
|
R3 |
0.9075 |
0.9017 |
0.8892 |
|
R2 |
0.8983 |
0.8983 |
0.8884 |
|
R1 |
0.8925 |
0.8925 |
0.8875 |
0.8908 |
PP |
0.8891 |
0.8891 |
0.8891 |
0.8883 |
S1 |
0.8833 |
0.8833 |
0.8859 |
0.8816 |
S2 |
0.8799 |
0.8799 |
0.8850 |
|
S3 |
0.8707 |
0.8741 |
0.8842 |
|
S4 |
0.8615 |
0.8649 |
0.8816 |
|
|
Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9390 |
0.9288 |
0.8954 |
|
R3 |
0.9231 |
0.9129 |
0.8911 |
|
R2 |
0.9072 |
0.9072 |
0.8896 |
|
R1 |
0.8970 |
0.8970 |
0.8882 |
0.8942 |
PP |
0.8913 |
0.8913 |
0.8913 |
0.8899 |
S1 |
0.8811 |
0.8811 |
0.8852 |
0.8783 |
S2 |
0.8754 |
0.8754 |
0.8838 |
|
S3 |
0.8595 |
0.8652 |
0.8823 |
|
S4 |
0.8436 |
0.8493 |
0.8780 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9016 |
0.8857 |
0.0159 |
1.8% |
0.0067 |
0.8% |
6% |
False |
True |
72,218 |
10 |
0.9133 |
0.8857 |
0.0276 |
3.1% |
0.0068 |
0.8% |
4% |
False |
True |
69,661 |
20 |
0.9167 |
0.8857 |
0.0310 |
3.5% |
0.0071 |
0.8% |
3% |
False |
True |
61,126 |
40 |
0.9226 |
0.8857 |
0.0369 |
4.2% |
0.0059 |
0.7% |
3% |
False |
True |
31,302 |
60 |
0.9370 |
0.8857 |
0.0513 |
5.8% |
0.0053 |
0.6% |
2% |
False |
True |
20,978 |
80 |
0.9377 |
0.8857 |
0.0520 |
5.9% |
0.0047 |
0.5% |
2% |
False |
True |
15,797 |
100 |
0.9377 |
0.8857 |
0.0520 |
5.9% |
0.0043 |
0.5% |
2% |
False |
True |
12,662 |
120 |
0.9377 |
0.8857 |
0.0520 |
5.9% |
0.0039 |
0.4% |
2% |
False |
True |
10,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9340 |
2.618 |
0.9190 |
1.618 |
0.9098 |
1.000 |
0.9041 |
0.618 |
0.9006 |
HIGH |
0.8949 |
0.618 |
0.8914 |
0.500 |
0.8903 |
0.382 |
0.8892 |
LOW |
0.8857 |
0.618 |
0.8800 |
1.000 |
0.8765 |
1.618 |
0.8708 |
2.618 |
0.8616 |
4.250 |
0.8466 |
|
|
Fisher Pivots for day following 03-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8903 |
0.8937 |
PP |
0.8891 |
0.8913 |
S1 |
0.8879 |
0.8890 |
|