CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 08-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2014 |
08-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8965 |
0.8942 |
-0.0023 |
-0.3% |
0.8947 |
| High |
0.8967 |
0.8999 |
0.0032 |
0.4% |
0.9016 |
| Low |
0.8915 |
0.8905 |
-0.0010 |
-0.1% |
0.8857 |
| Close |
0.8935 |
0.8988 |
0.0053 |
0.6% |
0.8867 |
| Range |
0.0052 |
0.0094 |
0.0042 |
80.8% |
0.0159 |
| ATR |
0.0068 |
0.0070 |
0.0002 |
2.7% |
0.0000 |
| Volume |
73,066 |
79,768 |
6,702 |
9.2% |
361,090 |
|
| Daily Pivots for day following 08-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9246 |
0.9211 |
0.9040 |
|
| R3 |
0.9152 |
0.9117 |
0.9014 |
|
| R2 |
0.9058 |
0.9058 |
0.9005 |
|
| R1 |
0.9023 |
0.9023 |
0.8997 |
0.9041 |
| PP |
0.8964 |
0.8964 |
0.8964 |
0.8973 |
| S1 |
0.8929 |
0.8929 |
0.8979 |
0.8947 |
| S2 |
0.8870 |
0.8870 |
0.8971 |
|
| S3 |
0.8776 |
0.8835 |
0.8962 |
|
| S4 |
0.8682 |
0.8741 |
0.8936 |
|
|
| 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% |
0.0090 |
1.0% |
82% |
False |
False |
74,338 |
| 10 |
0.9023 |
0.8857 |
0.0166 |
1.8% |
0.0072 |
0.8% |
79% |
False |
False |
72,009 |
| 20 |
0.9167 |
0.8857 |
0.0310 |
3.4% |
0.0074 |
0.8% |
42% |
False |
False |
69,083 |
| 40 |
0.9226 |
0.8857 |
0.0369 |
4.1% |
0.0062 |
0.7% |
36% |
False |
False |
36,811 |
| 60 |
0.9304 |
0.8857 |
0.0447 |
5.0% |
0.0054 |
0.6% |
29% |
False |
False |
24,653 |
| 80 |
0.9377 |
0.8857 |
0.0520 |
5.8% |
0.0050 |
0.6% |
25% |
False |
False |
18,557 |
| 100 |
0.9377 |
0.8857 |
0.0520 |
5.8% |
0.0045 |
0.5% |
25% |
False |
False |
14,874 |
| 120 |
0.9377 |
0.8857 |
0.0520 |
5.8% |
0.0041 |
0.5% |
25% |
False |
False |
12,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9399 |
|
2.618 |
0.9245 |
|
1.618 |
0.9151 |
|
1.000 |
0.9093 |
|
0.618 |
0.9057 |
|
HIGH |
0.8999 |
|
0.618 |
0.8963 |
|
0.500 |
0.8952 |
|
0.382 |
0.8941 |
|
LOW |
0.8905 |
|
0.618 |
0.8847 |
|
1.000 |
0.8811 |
|
1.618 |
0.8753 |
|
2.618 |
0.8659 |
|
4.250 |
0.8506 |
|
|
| Fisher Pivots for day following 08-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8976 |
0.8969 |
| PP |
0.8964 |
0.8949 |
| S1 |
0.8952 |
0.8930 |
|