CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 07-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2014 |
07-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8871 |
0.8965 |
0.0094 |
1.1% |
0.8947 |
| High |
0.8984 |
0.8967 |
-0.0017 |
-0.2% |
0.9016 |
| Low |
0.8860 |
0.8915 |
0.0055 |
0.6% |
0.8857 |
| Close |
0.8955 |
0.8935 |
-0.0020 |
-0.2% |
0.8867 |
| Range |
0.0124 |
0.0052 |
-0.0072 |
-58.1% |
0.0159 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
68,468 |
73,066 |
4,598 |
6.7% |
361,090 |
|
| Daily Pivots for day following 07-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9095 |
0.9067 |
0.8964 |
|
| R3 |
0.9043 |
0.9015 |
0.8949 |
|
| R2 |
0.8991 |
0.8991 |
0.8945 |
|
| R1 |
0.8963 |
0.8963 |
0.8940 |
0.8951 |
| PP |
0.8939 |
0.8939 |
0.8939 |
0.8933 |
| S1 |
0.8911 |
0.8911 |
0.8930 |
0.8899 |
| S2 |
0.8887 |
0.8887 |
0.8925 |
|
| S3 |
0.8835 |
0.8859 |
0.8921 |
|
| S4 |
0.8783 |
0.8807 |
0.8906 |
|
|
| 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% |
0.0081 |
0.9% |
49% |
False |
False |
72,629 |
| 10 |
0.9030 |
0.8857 |
0.0173 |
1.9% |
0.0068 |
0.8% |
45% |
False |
False |
71,342 |
| 20 |
0.9167 |
0.8857 |
0.0310 |
3.5% |
0.0073 |
0.8% |
25% |
False |
False |
66,530 |
| 40 |
0.9226 |
0.8857 |
0.0369 |
4.1% |
0.0060 |
0.7% |
21% |
False |
False |
34,824 |
| 60 |
0.9304 |
0.8857 |
0.0447 |
5.0% |
0.0053 |
0.6% |
17% |
False |
False |
23,325 |
| 80 |
0.9377 |
0.8857 |
0.0520 |
5.8% |
0.0049 |
0.5% |
15% |
False |
False |
17,562 |
| 100 |
0.9377 |
0.8857 |
0.0520 |
5.8% |
0.0044 |
0.5% |
15% |
False |
False |
14,077 |
| 120 |
0.9377 |
0.8857 |
0.0520 |
5.8% |
0.0040 |
0.4% |
15% |
False |
False |
11,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9188 |
|
2.618 |
0.9103 |
|
1.618 |
0.9051 |
|
1.000 |
0.9019 |
|
0.618 |
0.8999 |
|
HIGH |
0.8967 |
|
0.618 |
0.8947 |
|
0.500 |
0.8941 |
|
0.382 |
0.8935 |
|
LOW |
0.8915 |
|
0.618 |
0.8883 |
|
1.000 |
0.8863 |
|
1.618 |
0.8831 |
|
2.618 |
0.8779 |
|
4.250 |
0.8694 |
|
|
| Fisher Pivots for day following 07-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8941 |
0.8930 |
| PP |
0.8939 |
0.8925 |
| S1 |
0.8937 |
0.8921 |
|