CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 15-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8919 |
0.8840 |
-0.0079 |
-0.9% |
0.8871 |
| High |
0.8922 |
0.8893 |
-0.0029 |
-0.3% |
0.9009 |
| Low |
0.8825 |
0.8769 |
-0.0056 |
-0.6% |
0.8860 |
| Close |
0.8842 |
0.8847 |
0.0005 |
0.1% |
0.8904 |
| Range |
0.0097 |
0.0124 |
0.0027 |
27.8% |
0.0149 |
| ATR |
0.0069 |
0.0073 |
0.0004 |
5.6% |
0.0000 |
| Volume |
64,725 |
146,550 |
81,825 |
126.4% |
382,258 |
|
| Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9208 |
0.9152 |
0.8915 |
|
| R3 |
0.9084 |
0.9028 |
0.8881 |
|
| R2 |
0.8960 |
0.8960 |
0.8870 |
|
| R1 |
0.8904 |
0.8904 |
0.8858 |
0.8932 |
| PP |
0.8836 |
0.8836 |
0.8836 |
0.8851 |
| S1 |
0.8780 |
0.8780 |
0.8836 |
0.8808 |
| S2 |
0.8712 |
0.8712 |
0.8824 |
|
| S3 |
0.8588 |
0.8656 |
0.8813 |
|
| S4 |
0.8464 |
0.8532 |
0.8779 |
|
|
| 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 |
0.8769 |
0.0240 |
2.7% |
0.0079 |
0.9% |
33% |
False |
True |
81,938 |
| 10 |
0.9016 |
0.8769 |
0.0247 |
2.8% |
0.0084 |
1.0% |
32% |
False |
True |
78,138 |
| 20 |
0.9167 |
0.8769 |
0.0398 |
4.5% |
0.0075 |
0.9% |
20% |
False |
True |
72,676 |
| 40 |
0.9226 |
0.8769 |
0.0457 |
5.2% |
0.0068 |
0.8% |
17% |
False |
True |
47,016 |
| 60 |
0.9300 |
0.8769 |
0.0531 |
6.0% |
0.0058 |
0.7% |
15% |
False |
True |
31,444 |
| 80 |
0.9377 |
0.8769 |
0.0608 |
6.9% |
0.0052 |
0.6% |
13% |
False |
True |
23,653 |
| 100 |
0.9377 |
0.8769 |
0.0608 |
6.9% |
0.0048 |
0.5% |
13% |
False |
True |
18,966 |
| 120 |
0.9377 |
0.8769 |
0.0608 |
6.9% |
0.0043 |
0.5% |
13% |
False |
True |
15,816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9420 |
|
2.618 |
0.9218 |
|
1.618 |
0.9094 |
|
1.000 |
0.9017 |
|
0.618 |
0.8970 |
|
HIGH |
0.8893 |
|
0.618 |
0.8846 |
|
0.500 |
0.8831 |
|
0.382 |
0.8816 |
|
LOW |
0.8769 |
|
0.618 |
0.8692 |
|
1.000 |
0.8645 |
|
1.618 |
0.8568 |
|
2.618 |
0.8444 |
|
4.250 |
0.8242 |
|
|
| Fisher Pivots for day following 15-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8842 |
0.8849 |
| PP |
0.8836 |
0.8848 |
| S1 |
0.8831 |
0.8848 |
|