CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 13-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8927 |
0.8910 |
-0.0017 |
-0.2% |
0.8871 |
| High |
0.8947 |
0.8928 |
-0.0019 |
-0.2% |
0.9009 |
| Low |
0.8891 |
0.8897 |
0.0006 |
0.1% |
0.8860 |
| Close |
0.8904 |
0.8909 |
0.0005 |
0.1% |
0.8904 |
| Range |
0.0056 |
0.0031 |
-0.0025 |
-44.6% |
0.0149 |
| ATR |
0.0070 |
0.0067 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
85,730 |
37,459 |
-48,271 |
-56.3% |
382,258 |
|
| Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9004 |
0.8988 |
0.8926 |
|
| R3 |
0.8973 |
0.8957 |
0.8918 |
|
| R2 |
0.8942 |
0.8942 |
0.8915 |
|
| R1 |
0.8926 |
0.8926 |
0.8912 |
0.8919 |
| PP |
0.8911 |
0.8911 |
0.8911 |
0.8908 |
| S1 |
0.8895 |
0.8895 |
0.8906 |
0.8888 |
| S2 |
0.8880 |
0.8880 |
0.8903 |
|
| S3 |
0.8849 |
0.8864 |
0.8900 |
|
| S4 |
0.8818 |
0.8833 |
0.8892 |
|
|
| 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 |
0.8891 |
0.0118 |
1.3% |
0.0064 |
0.7% |
15% |
False |
False |
70,249 |
| 10 |
0.9016 |
0.8857 |
0.0159 |
1.8% |
0.0074 |
0.8% |
33% |
False |
False |
71,802 |
| 20 |
0.9167 |
0.8857 |
0.0310 |
3.5% |
0.0072 |
0.8% |
17% |
False |
False |
70,085 |
| 40 |
0.9226 |
0.8857 |
0.0369 |
4.1% |
0.0064 |
0.7% |
14% |
False |
False |
41,754 |
| 60 |
0.9300 |
0.8857 |
0.0443 |
5.0% |
0.0055 |
0.6% |
12% |
False |
False |
27,927 |
| 80 |
0.9377 |
0.8857 |
0.0520 |
5.8% |
0.0051 |
0.6% |
10% |
False |
False |
21,021 |
| 100 |
0.9377 |
0.8857 |
0.0520 |
5.8% |
0.0046 |
0.5% |
10% |
False |
False |
16,855 |
| 120 |
0.9377 |
0.8857 |
0.0520 |
5.8% |
0.0042 |
0.5% |
10% |
False |
False |
14,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9060 |
|
2.618 |
0.9009 |
|
1.618 |
0.8978 |
|
1.000 |
0.8959 |
|
0.618 |
0.8947 |
|
HIGH |
0.8928 |
|
0.618 |
0.8916 |
|
0.500 |
0.8913 |
|
0.382 |
0.8909 |
|
LOW |
0.8897 |
|
0.618 |
0.8878 |
|
1.000 |
0.8866 |
|
1.618 |
0.8847 |
|
2.618 |
0.8816 |
|
4.250 |
0.8765 |
|
|
| Fisher Pivots for day following 13-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8913 |
0.8950 |
| PP |
0.8911 |
0.8936 |
| S1 |
0.8910 |
0.8923 |
|