CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 14-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2014 |
14-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
0.8910 |
0.8919 |
0.0009 |
0.1% |
0.8871 |
High |
0.8928 |
0.8922 |
-0.0006 |
-0.1% |
0.9009 |
Low |
0.8897 |
0.8825 |
-0.0072 |
-0.8% |
0.8860 |
Close |
0.8909 |
0.8842 |
-0.0067 |
-0.8% |
0.8904 |
Range |
0.0031 |
0.0097 |
0.0066 |
212.9% |
0.0149 |
ATR |
0.0067 |
0.0069 |
0.0002 |
3.1% |
0.0000 |
Volume |
37,459 |
64,725 |
27,266 |
72.8% |
382,258 |
|
Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9154 |
0.9095 |
0.8895 |
|
R3 |
0.9057 |
0.8998 |
0.8869 |
|
R2 |
0.8960 |
0.8960 |
0.8860 |
|
R1 |
0.8901 |
0.8901 |
0.8851 |
0.8882 |
PP |
0.8863 |
0.8863 |
0.8863 |
0.8854 |
S1 |
0.8804 |
0.8804 |
0.8833 |
0.8785 |
S2 |
0.8766 |
0.8766 |
0.8824 |
|
S3 |
0.8669 |
0.8707 |
0.8815 |
|
S4 |
0.8572 |
0.8610 |
0.8789 |
|
|
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 |
0.8825 |
0.0184 |
2.1% |
0.0073 |
0.8% |
9% |
False |
True |
68,581 |
10 |
0.9016 |
0.8825 |
0.0191 |
2.2% |
0.0077 |
0.9% |
9% |
False |
True |
70,605 |
20 |
0.9167 |
0.8825 |
0.0342 |
3.9% |
0.0073 |
0.8% |
5% |
False |
True |
69,562 |
40 |
0.9226 |
0.8825 |
0.0401 |
4.5% |
0.0066 |
0.7% |
4% |
False |
True |
43,358 |
60 |
0.9300 |
0.8825 |
0.0475 |
5.4% |
0.0057 |
0.6% |
4% |
False |
True |
29,003 |
80 |
0.9377 |
0.8825 |
0.0552 |
6.2% |
0.0051 |
0.6% |
3% |
False |
True |
21,828 |
100 |
0.9377 |
0.8825 |
0.0552 |
6.2% |
0.0047 |
0.5% |
3% |
False |
True |
17,502 |
120 |
0.9377 |
0.8825 |
0.0552 |
6.2% |
0.0042 |
0.5% |
3% |
False |
True |
14,596 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9334 |
2.618 |
0.9176 |
1.618 |
0.9079 |
1.000 |
0.9019 |
0.618 |
0.8982 |
HIGH |
0.8922 |
0.618 |
0.8885 |
0.500 |
0.8874 |
0.382 |
0.8862 |
LOW |
0.8825 |
0.618 |
0.8765 |
1.000 |
0.8728 |
1.618 |
0.8668 |
2.618 |
0.8571 |
4.250 |
0.8413 |
|
|
Fisher Pivots for day following 14-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8874 |
0.8886 |
PP |
0.8863 |
0.8871 |
S1 |
0.8853 |
0.8857 |
|