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 |
|