CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 09-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2014 |
09-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8942 |
0.8985 |
0.0043 |
0.5% |
0.8947 |
| High |
0.8999 |
0.9009 |
0.0010 |
0.1% |
0.9016 |
| Low |
0.8905 |
0.8922 |
0.0017 |
0.2% |
0.8857 |
| Close |
0.8988 |
0.8940 |
-0.0048 |
-0.5% |
0.8867 |
| Range |
0.0094 |
0.0087 |
-0.0007 |
-7.4% |
0.0159 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
1.7% |
0.0000 |
| Volume |
79,768 |
75,226 |
-4,542 |
-5.7% |
361,090 |
|
| Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9218 |
0.9166 |
0.8988 |
|
| R3 |
0.9131 |
0.9079 |
0.8964 |
|
| R2 |
0.9044 |
0.9044 |
0.8956 |
|
| R1 |
0.8992 |
0.8992 |
0.8948 |
0.8975 |
| PP |
0.8957 |
0.8957 |
0.8957 |
0.8948 |
| S1 |
0.8905 |
0.8905 |
0.8932 |
0.8888 |
| S2 |
0.8870 |
0.8870 |
0.8924 |
|
| S3 |
0.8783 |
0.8818 |
0.8916 |
|
| S4 |
0.8696 |
0.8731 |
0.8892 |
|
|
| 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 |
0.9009 |
0.8857 |
0.0152 |
1.7% |
0.0090 |
1.0% |
55% |
True |
False |
73,236 |
| 10 |
0.9016 |
0.8857 |
0.0159 |
1.8% |
0.0075 |
0.8% |
52% |
False |
False |
71,957 |
| 20 |
0.9167 |
0.8857 |
0.0310 |
3.5% |
0.0073 |
0.8% |
27% |
False |
False |
70,511 |
| 40 |
0.9226 |
0.8857 |
0.0369 |
4.1% |
0.0063 |
0.7% |
22% |
False |
False |
38,684 |
| 60 |
0.9304 |
0.8857 |
0.0447 |
5.0% |
0.0055 |
0.6% |
19% |
False |
False |
25,904 |
| 80 |
0.9377 |
0.8857 |
0.0520 |
5.8% |
0.0051 |
0.6% |
16% |
False |
False |
19,490 |
| 100 |
0.9377 |
0.8857 |
0.0520 |
5.8% |
0.0046 |
0.5% |
16% |
False |
False |
15,624 |
| 120 |
0.9377 |
0.8857 |
0.0520 |
5.8% |
0.0041 |
0.5% |
16% |
False |
False |
13,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9379 |
|
2.618 |
0.9237 |
|
1.618 |
0.9150 |
|
1.000 |
0.9096 |
|
0.618 |
0.9063 |
|
HIGH |
0.9009 |
|
0.618 |
0.8976 |
|
0.500 |
0.8966 |
|
0.382 |
0.8955 |
|
LOW |
0.8922 |
|
0.618 |
0.8868 |
|
1.000 |
0.8835 |
|
1.618 |
0.8781 |
|
2.618 |
0.8694 |
|
4.250 |
0.8552 |
|
|
| Fisher Pivots for day following 09-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8966 |
0.8957 |
| PP |
0.8957 |
0.8951 |
| S1 |
0.8949 |
0.8946 |
|