CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 20-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8865 |
0.8847 |
-0.0018 |
-0.2% |
0.8910 |
| High |
0.8906 |
0.8874 |
-0.0032 |
-0.4% |
0.8928 |
| Low |
0.8847 |
0.8841 |
-0.0006 |
-0.1% |
0.8769 |
| Close |
0.8859 |
0.8849 |
-0.0010 |
-0.1% |
0.8859 |
| Range |
0.0059 |
0.0033 |
-0.0026 |
-44.1% |
0.0159 |
| ATR |
0.0074 |
0.0071 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
55,623 |
33,932 |
-21,691 |
-39.0% |
392,639 |
|
| Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8954 |
0.8934 |
0.8867 |
|
| R3 |
0.8921 |
0.8901 |
0.8858 |
|
| R2 |
0.8888 |
0.8888 |
0.8855 |
|
| R1 |
0.8868 |
0.8868 |
0.8852 |
0.8878 |
| PP |
0.8855 |
0.8855 |
0.8855 |
0.8860 |
| S1 |
0.8835 |
0.8835 |
0.8846 |
0.8845 |
| S2 |
0.8822 |
0.8822 |
0.8843 |
|
| S3 |
0.8789 |
0.8802 |
0.8840 |
|
| S4 |
0.8756 |
0.8769 |
0.8831 |
|
|
| 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 |
0.8922 |
0.8769 |
0.0153 |
1.7% |
0.0084 |
0.9% |
52% |
False |
False |
77,822 |
| 10 |
0.9009 |
0.8769 |
0.0240 |
2.7% |
0.0074 |
0.8% |
33% |
False |
False |
74,036 |
| 20 |
0.9083 |
0.8769 |
0.0314 |
3.5% |
0.0072 |
0.8% |
25% |
False |
False |
72,631 |
| 40 |
0.9226 |
0.8769 |
0.0457 |
5.2% |
0.0070 |
0.8% |
18% |
False |
False |
51,436 |
| 60 |
0.9250 |
0.8769 |
0.0481 |
5.4% |
0.0060 |
0.7% |
17% |
False |
False |
34,401 |
| 80 |
0.9377 |
0.8769 |
0.0608 |
6.9% |
0.0054 |
0.6% |
13% |
False |
False |
25,869 |
| 100 |
0.9377 |
0.8769 |
0.0608 |
6.9% |
0.0049 |
0.5% |
13% |
False |
False |
20,740 |
| 120 |
0.9377 |
0.8769 |
0.0608 |
6.9% |
0.0045 |
0.5% |
13% |
False |
False |
17,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9014 |
|
2.618 |
0.8960 |
|
1.618 |
0.8927 |
|
1.000 |
0.8907 |
|
0.618 |
0.8894 |
|
HIGH |
0.8874 |
|
0.618 |
0.8861 |
|
0.500 |
0.8858 |
|
0.382 |
0.8854 |
|
LOW |
0.8841 |
|
0.618 |
0.8821 |
|
1.000 |
0.8808 |
|
1.618 |
0.8788 |
|
2.618 |
0.8755 |
|
4.250 |
0.8701 |
|
|
| Fisher Pivots for day following 20-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8858 |
0.8848 |
| PP |
0.8855 |
0.8847 |
| S1 |
0.8852 |
0.8847 |
|