CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 17-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2014 |
17-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8863 |
0.8865 |
0.0002 |
0.0% |
0.8910 |
| High |
0.8892 |
0.8906 |
0.0014 |
0.2% |
0.8928 |
| Low |
0.8787 |
0.8847 |
0.0060 |
0.7% |
0.8769 |
| Close |
0.8873 |
0.8859 |
-0.0014 |
-0.2% |
0.8859 |
| Range |
0.0105 |
0.0059 |
-0.0046 |
-43.8% |
0.0159 |
| ATR |
0.0076 |
0.0074 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
88,282 |
55,623 |
-32,659 |
-37.0% |
392,639 |
|
| Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9048 |
0.9012 |
0.8891 |
|
| R3 |
0.8989 |
0.8953 |
0.8875 |
|
| R2 |
0.8930 |
0.8930 |
0.8870 |
|
| R1 |
0.8894 |
0.8894 |
0.8864 |
0.8883 |
| PP |
0.8871 |
0.8871 |
0.8871 |
0.8865 |
| S1 |
0.8835 |
0.8835 |
0.8854 |
0.8824 |
| S2 |
0.8812 |
0.8812 |
0.8848 |
|
| S3 |
0.8753 |
0.8776 |
0.8843 |
|
| S4 |
0.8694 |
0.8717 |
0.8827 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9329 |
0.9253 |
0.8946 |
|
| R3 |
0.9170 |
0.9094 |
0.8903 |
|
| R2 |
0.9011 |
0.9011 |
0.8888 |
|
| R1 |
0.8935 |
0.8935 |
0.8874 |
0.8894 |
| PP |
0.8852 |
0.8852 |
0.8852 |
0.8831 |
| S1 |
0.8776 |
0.8776 |
0.8844 |
0.8735 |
| S2 |
0.8693 |
0.8693 |
0.8830 |
|
| S3 |
0.8534 |
0.8617 |
0.8815 |
|
| S4 |
0.8375 |
0.8458 |
0.8772 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8928 |
0.8769 |
0.0159 |
1.8% |
0.0083 |
0.9% |
57% |
False |
False |
78,527 |
| 10 |
0.9009 |
0.8769 |
0.0240 |
2.7% |
0.0083 |
0.9% |
38% |
False |
False |
77,489 |
| 20 |
0.9133 |
0.8769 |
0.0364 |
4.1% |
0.0076 |
0.9% |
25% |
False |
False |
73,575 |
| 40 |
0.9226 |
0.8769 |
0.0457 |
5.2% |
0.0070 |
0.8% |
20% |
False |
False |
50,597 |
| 60 |
0.9283 |
0.8769 |
0.0514 |
5.8% |
0.0060 |
0.7% |
18% |
False |
False |
33,837 |
| 80 |
0.9377 |
0.8769 |
0.0608 |
6.9% |
0.0054 |
0.6% |
15% |
False |
False |
25,446 |
| 100 |
0.9377 |
0.8769 |
0.0608 |
6.9% |
0.0049 |
0.5% |
15% |
False |
False |
20,402 |
| 120 |
0.9377 |
0.8769 |
0.0608 |
6.9% |
0.0045 |
0.5% |
15% |
False |
False |
17,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9157 |
|
2.618 |
0.9060 |
|
1.618 |
0.9001 |
|
1.000 |
0.8965 |
|
0.618 |
0.8942 |
|
HIGH |
0.8906 |
|
0.618 |
0.8883 |
|
0.500 |
0.8877 |
|
0.382 |
0.8870 |
|
LOW |
0.8847 |
|
0.618 |
0.8811 |
|
1.000 |
0.8788 |
|
1.618 |
0.8752 |
|
2.618 |
0.8693 |
|
4.250 |
0.8596 |
|
|
| Fisher Pivots for day following 17-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8877 |
0.8852 |
| PP |
0.8871 |
0.8845 |
| S1 |
0.8865 |
0.8838 |
|