CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 16-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8840 |
0.8863 |
0.0023 |
0.3% |
0.8871 |
| High |
0.8893 |
0.8892 |
-0.0001 |
0.0% |
0.9009 |
| Low |
0.8769 |
0.8787 |
0.0018 |
0.2% |
0.8860 |
| Close |
0.8847 |
0.8873 |
0.0026 |
0.3% |
0.8904 |
| Range |
0.0124 |
0.0105 |
-0.0019 |
-15.3% |
0.0149 |
| ATR |
0.0073 |
0.0076 |
0.0002 |
3.1% |
0.0000 |
| Volume |
146,550 |
88,282 |
-58,268 |
-39.8% |
382,258 |
|
| Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9166 |
0.9124 |
0.8931 |
|
| R3 |
0.9061 |
0.9019 |
0.8902 |
|
| R2 |
0.8956 |
0.8956 |
0.8892 |
|
| R1 |
0.8914 |
0.8914 |
0.8883 |
0.8935 |
| PP |
0.8851 |
0.8851 |
0.8851 |
0.8861 |
| S1 |
0.8809 |
0.8809 |
0.8863 |
0.8830 |
| S2 |
0.8746 |
0.8746 |
0.8854 |
|
| S3 |
0.8641 |
0.8704 |
0.8844 |
|
| S4 |
0.8536 |
0.8599 |
0.8815 |
|
|
| 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 |
0.8947 |
0.8769 |
0.0178 |
2.0% |
0.0083 |
0.9% |
58% |
False |
False |
84,549 |
| 10 |
0.9009 |
0.8769 |
0.0240 |
2.7% |
0.0086 |
1.0% |
43% |
False |
False |
78,892 |
| 20 |
0.9167 |
0.8769 |
0.0398 |
4.5% |
0.0077 |
0.9% |
26% |
False |
False |
74,381 |
| 40 |
0.9226 |
0.8769 |
0.0457 |
5.2% |
0.0069 |
0.8% |
23% |
False |
False |
49,217 |
| 60 |
0.9287 |
0.8769 |
0.0518 |
5.8% |
0.0060 |
0.7% |
20% |
False |
False |
32,911 |
| 80 |
0.9377 |
0.8769 |
0.0608 |
6.9% |
0.0053 |
0.6% |
17% |
False |
False |
24,754 |
| 100 |
0.9377 |
0.8769 |
0.0608 |
6.9% |
0.0048 |
0.5% |
17% |
False |
False |
19,847 |
| 120 |
0.9377 |
0.8769 |
0.0608 |
6.9% |
0.0044 |
0.5% |
17% |
False |
False |
16,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9338 |
|
2.618 |
0.9167 |
|
1.618 |
0.9062 |
|
1.000 |
0.8997 |
|
0.618 |
0.8957 |
|
HIGH |
0.8892 |
|
0.618 |
0.8852 |
|
0.500 |
0.8840 |
|
0.382 |
0.8827 |
|
LOW |
0.8787 |
|
0.618 |
0.8722 |
|
1.000 |
0.8682 |
|
1.618 |
0.8617 |
|
2.618 |
0.8512 |
|
4.250 |
0.8341 |
|
|
| Fisher Pivots for day following 16-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8862 |
0.8864 |
| PP |
0.8851 |
0.8855 |
| S1 |
0.8840 |
0.8846 |
|