CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 21-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2014 |
21-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
0.8847 |
0.8843 |
-0.0004 |
0.0% |
0.8910 |
High |
0.8874 |
0.8914 |
0.0040 |
0.5% |
0.8928 |
Low |
0.8841 |
0.8840 |
-0.0001 |
0.0% |
0.8769 |
Close |
0.8849 |
0.8895 |
0.0046 |
0.5% |
0.8859 |
Range |
0.0033 |
0.0074 |
0.0041 |
124.2% |
0.0159 |
ATR |
0.0071 |
0.0072 |
0.0000 |
0.3% |
0.0000 |
Volume |
33,932 |
52,448 |
18,516 |
54.6% |
392,639 |
|
Daily Pivots for day following 21-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9105 |
0.9074 |
0.8936 |
|
R3 |
0.9031 |
0.9000 |
0.8915 |
|
R2 |
0.8957 |
0.8957 |
0.8909 |
|
R1 |
0.8926 |
0.8926 |
0.8902 |
0.8942 |
PP |
0.8883 |
0.8883 |
0.8883 |
0.8891 |
S1 |
0.8852 |
0.8852 |
0.8888 |
0.8868 |
S2 |
0.8809 |
0.8809 |
0.8881 |
|
S3 |
0.8735 |
0.8778 |
0.8875 |
|
S4 |
0.8661 |
0.8704 |
0.8854 |
|
|
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 |
0.8914 |
0.8769 |
0.0145 |
1.6% |
0.0079 |
0.9% |
87% |
True |
False |
75,367 |
10 |
0.9009 |
0.8769 |
0.0240 |
2.7% |
0.0076 |
0.9% |
53% |
False |
False |
71,974 |
20 |
0.9030 |
0.8769 |
0.0261 |
2.9% |
0.0072 |
0.8% |
48% |
False |
False |
71,658 |
40 |
0.9226 |
0.8769 |
0.0457 |
5.1% |
0.0071 |
0.8% |
28% |
False |
False |
52,730 |
60 |
0.9226 |
0.8769 |
0.0457 |
5.1% |
0.0060 |
0.7% |
28% |
False |
False |
35,267 |
80 |
0.9377 |
0.8769 |
0.0608 |
6.8% |
0.0054 |
0.6% |
21% |
False |
False |
26,521 |
100 |
0.9377 |
0.8769 |
0.0608 |
6.8% |
0.0049 |
0.5% |
21% |
False |
False |
21,261 |
120 |
0.9377 |
0.8769 |
0.0608 |
6.8% |
0.0045 |
0.5% |
21% |
False |
False |
17,734 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9229 |
2.618 |
0.9108 |
1.618 |
0.9034 |
1.000 |
0.8988 |
0.618 |
0.8960 |
HIGH |
0.8914 |
0.618 |
0.8886 |
0.500 |
0.8877 |
0.382 |
0.8868 |
LOW |
0.8840 |
0.618 |
0.8794 |
1.000 |
0.8766 |
1.618 |
0.8720 |
2.618 |
0.8646 |
4.250 |
0.8526 |
|
|
Fisher Pivots for day following 21-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8889 |
0.8889 |
PP |
0.8883 |
0.8883 |
S1 |
0.8877 |
0.8877 |
|