CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 06-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2014 |
06-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8945 |
0.8871 |
-0.0074 |
-0.8% |
0.8947 |
| High |
0.8949 |
0.8984 |
0.0035 |
0.4% |
0.9016 |
| Low |
0.8857 |
0.8860 |
0.0003 |
0.0% |
0.8857 |
| Close |
0.8867 |
0.8955 |
0.0088 |
1.0% |
0.8867 |
| Range |
0.0092 |
0.0124 |
0.0032 |
34.8% |
0.0159 |
| ATR |
0.0065 |
0.0069 |
0.0004 |
6.4% |
0.0000 |
| Volume |
69,652 |
68,468 |
-1,184 |
-1.7% |
361,090 |
|
| Daily Pivots for day following 06-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9305 |
0.9254 |
0.9023 |
|
| R3 |
0.9181 |
0.9130 |
0.8989 |
|
| R2 |
0.9057 |
0.9057 |
0.8978 |
|
| R1 |
0.9006 |
0.9006 |
0.8966 |
0.9032 |
| PP |
0.8933 |
0.8933 |
0.8933 |
0.8946 |
| S1 |
0.8882 |
0.8882 |
0.8944 |
0.8908 |
| S2 |
0.8809 |
0.8809 |
0.8932 |
|
| S3 |
0.8685 |
0.8758 |
0.8921 |
|
| S4 |
0.8561 |
0.8634 |
0.8887 |
|
|
| 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% |
0.0084 |
0.9% |
62% |
False |
False |
73,355 |
| 10 |
0.9083 |
0.8857 |
0.0226 |
2.5% |
0.0071 |
0.8% |
43% |
False |
False |
71,227 |
| 20 |
0.9167 |
0.8857 |
0.0310 |
3.5% |
0.0073 |
0.8% |
32% |
False |
False |
63,874 |
| 40 |
0.9226 |
0.8857 |
0.0369 |
4.1% |
0.0060 |
0.7% |
27% |
False |
False |
33,008 |
| 60 |
0.9304 |
0.8857 |
0.0447 |
5.0% |
0.0053 |
0.6% |
22% |
False |
False |
22,116 |
| 80 |
0.9377 |
0.8857 |
0.0520 |
5.8% |
0.0049 |
0.5% |
19% |
False |
False |
16,652 |
| 100 |
0.9377 |
0.8857 |
0.0520 |
5.8% |
0.0044 |
0.5% |
19% |
False |
False |
13,346 |
| 120 |
0.9377 |
0.8857 |
0.0520 |
5.8% |
0.0040 |
0.4% |
19% |
False |
False |
11,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9511 |
|
2.618 |
0.9309 |
|
1.618 |
0.9185 |
|
1.000 |
0.9108 |
|
0.618 |
0.9061 |
|
HIGH |
0.8984 |
|
0.618 |
0.8937 |
|
0.500 |
0.8922 |
|
0.382 |
0.8907 |
|
LOW |
0.8860 |
|
0.618 |
0.8783 |
|
1.000 |
0.8736 |
|
1.618 |
0.8659 |
|
2.618 |
0.8535 |
|
4.250 |
0.8333 |
|
|
| Fisher Pivots for day following 06-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8944 |
0.8949 |
| PP |
0.8933 |
0.8943 |
| S1 |
0.8922 |
0.8937 |
|