CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 10-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8985 |
0.8927 |
-0.0058 |
-0.6% |
0.8871 |
| High |
0.9009 |
0.8947 |
-0.0062 |
-0.7% |
0.9009 |
| Low |
0.8922 |
0.8891 |
-0.0031 |
-0.3% |
0.8860 |
| Close |
0.8940 |
0.8904 |
-0.0036 |
-0.4% |
0.8904 |
| Range |
0.0087 |
0.0056 |
-0.0031 |
-35.6% |
0.0149 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
75,226 |
85,730 |
10,504 |
14.0% |
382,258 |
|
| Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9082 |
0.9049 |
0.8935 |
|
| R3 |
0.9026 |
0.8993 |
0.8919 |
|
| R2 |
0.8970 |
0.8970 |
0.8914 |
|
| R1 |
0.8937 |
0.8937 |
0.8909 |
0.8926 |
| PP |
0.8914 |
0.8914 |
0.8914 |
0.8908 |
| S1 |
0.8881 |
0.8881 |
0.8899 |
0.8870 |
| S2 |
0.8858 |
0.8858 |
0.8894 |
|
| S3 |
0.8802 |
0.8825 |
0.8889 |
|
| S4 |
0.8746 |
0.8769 |
0.8873 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9371 |
0.9287 |
0.8986 |
|
| R3 |
0.9222 |
0.9138 |
0.8945 |
|
| R2 |
0.9073 |
0.9073 |
0.8931 |
|
| R1 |
0.8989 |
0.8989 |
0.8918 |
0.9031 |
| PP |
0.8924 |
0.8924 |
0.8924 |
0.8946 |
| S1 |
0.8840 |
0.8840 |
0.8890 |
0.8882 |
| S2 |
0.8775 |
0.8775 |
0.8877 |
|
| S3 |
0.8626 |
0.8691 |
0.8863 |
|
| S4 |
0.8477 |
0.8542 |
0.8822 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9009 |
0.8860 |
0.0149 |
1.7% |
0.0083 |
0.9% |
30% |
False |
False |
76,451 |
| 10 |
0.9016 |
0.8857 |
0.0159 |
1.8% |
0.0075 |
0.8% |
30% |
False |
False |
74,334 |
| 20 |
0.9167 |
0.8857 |
0.0310 |
3.5% |
0.0074 |
0.8% |
15% |
False |
False |
71,270 |
| 40 |
0.9226 |
0.8857 |
0.0369 |
4.1% |
0.0064 |
0.7% |
13% |
False |
False |
40,823 |
| 60 |
0.9304 |
0.8857 |
0.0447 |
5.0% |
0.0055 |
0.6% |
11% |
False |
False |
27,326 |
| 80 |
0.9377 |
0.8857 |
0.0520 |
5.8% |
0.0051 |
0.6% |
9% |
False |
False |
20,561 |
| 100 |
0.9377 |
0.8857 |
0.0520 |
5.8% |
0.0046 |
0.5% |
9% |
False |
False |
16,481 |
| 120 |
0.9377 |
0.8857 |
0.0520 |
5.8% |
0.0042 |
0.5% |
9% |
False |
False |
13,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9185 |
|
2.618 |
0.9094 |
|
1.618 |
0.9038 |
|
1.000 |
0.9003 |
|
0.618 |
0.8982 |
|
HIGH |
0.8947 |
|
0.618 |
0.8926 |
|
0.500 |
0.8919 |
|
0.382 |
0.8912 |
|
LOW |
0.8891 |
|
0.618 |
0.8856 |
|
1.000 |
0.8835 |
|
1.618 |
0.8800 |
|
2.618 |
0.8744 |
|
4.250 |
0.8653 |
|
|
| Fisher Pivots for day following 10-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8919 |
0.8950 |
| PP |
0.8914 |
0.8935 |
| S1 |
0.8909 |
0.8919 |
|