CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 22-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2014 |
22-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8843 |
0.8897 |
0.0054 |
0.6% |
0.8910 |
| High |
0.8914 |
0.8929 |
0.0015 |
0.2% |
0.8928 |
| Low |
0.8840 |
0.8832 |
-0.0008 |
-0.1% |
0.8769 |
| Close |
0.8895 |
0.8888 |
-0.0007 |
-0.1% |
0.8859 |
| Range |
0.0074 |
0.0097 |
0.0023 |
31.1% |
0.0159 |
| ATR |
0.0072 |
0.0073 |
0.0002 |
2.5% |
0.0000 |
| Volume |
52,448 |
87,820 |
35,372 |
67.4% |
392,639 |
|
| Daily Pivots for day following 22-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9174 |
0.9128 |
0.8941 |
|
| R3 |
0.9077 |
0.9031 |
0.8915 |
|
| R2 |
0.8980 |
0.8980 |
0.8906 |
|
| R1 |
0.8934 |
0.8934 |
0.8897 |
0.8909 |
| PP |
0.8883 |
0.8883 |
0.8883 |
0.8870 |
| S1 |
0.8837 |
0.8837 |
0.8879 |
0.8812 |
| S2 |
0.8786 |
0.8786 |
0.8870 |
|
| S3 |
0.8689 |
0.8740 |
0.8861 |
|
| S4 |
0.8592 |
0.8643 |
0.8835 |
|
|
| 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 |
0.8929 |
0.8787 |
0.0142 |
1.6% |
0.0074 |
0.8% |
71% |
True |
False |
63,621 |
| 10 |
0.9009 |
0.8769 |
0.0240 |
2.7% |
0.0076 |
0.9% |
50% |
False |
False |
72,779 |
| 20 |
0.9023 |
0.8769 |
0.0254 |
2.9% |
0.0074 |
0.8% |
47% |
False |
False |
72,394 |
| 40 |
0.9226 |
0.8769 |
0.0457 |
5.1% |
0.0072 |
0.8% |
26% |
False |
False |
54,903 |
| 60 |
0.9226 |
0.8769 |
0.0457 |
5.1% |
0.0061 |
0.7% |
26% |
False |
False |
36,726 |
| 80 |
0.9377 |
0.8769 |
0.0608 |
6.8% |
0.0055 |
0.6% |
20% |
False |
False |
27,615 |
| 100 |
0.9377 |
0.8769 |
0.0608 |
6.8% |
0.0050 |
0.6% |
20% |
False |
False |
22,139 |
| 120 |
0.9377 |
0.8769 |
0.0608 |
6.8% |
0.0046 |
0.5% |
20% |
False |
False |
18,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9341 |
|
2.618 |
0.9183 |
|
1.618 |
0.9086 |
|
1.000 |
0.9026 |
|
0.618 |
0.8989 |
|
HIGH |
0.8929 |
|
0.618 |
0.8892 |
|
0.500 |
0.8881 |
|
0.382 |
0.8869 |
|
LOW |
0.8832 |
|
0.618 |
0.8772 |
|
1.000 |
0.8735 |
|
1.618 |
0.8675 |
|
2.618 |
0.8578 |
|
4.250 |
0.8420 |
|
|
| Fisher Pivots for day following 22-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8886 |
0.8886 |
| PP |
0.8883 |
0.8883 |
| S1 |
0.8881 |
0.8881 |
|