CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 23-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2014 |
23-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8897 |
0.8883 |
-0.0014 |
-0.2% |
0.8910 |
| High |
0.8929 |
0.8911 |
-0.0018 |
-0.2% |
0.8928 |
| Low |
0.8832 |
0.8866 |
0.0034 |
0.4% |
0.8769 |
| Close |
0.8888 |
0.8888 |
0.0000 |
0.0% |
0.8859 |
| Range |
0.0097 |
0.0045 |
-0.0052 |
-53.6% |
0.0159 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
87,820 |
43,698 |
-44,122 |
-50.2% |
392,639 |
|
| Daily Pivots for day following 23-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9023 |
0.9001 |
0.8913 |
|
| R3 |
0.8978 |
0.8956 |
0.8900 |
|
| R2 |
0.8933 |
0.8933 |
0.8896 |
|
| R1 |
0.8911 |
0.8911 |
0.8892 |
0.8922 |
| PP |
0.8888 |
0.8888 |
0.8888 |
0.8894 |
| S1 |
0.8866 |
0.8866 |
0.8884 |
0.8877 |
| S2 |
0.8843 |
0.8843 |
0.8880 |
|
| S3 |
0.8798 |
0.8821 |
0.8876 |
|
| S4 |
0.8753 |
0.8776 |
0.8863 |
|
|
| 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 |
0.8832 |
0.0097 |
1.1% |
0.0062 |
0.7% |
58% |
False |
False |
54,704 |
| 10 |
0.8947 |
0.8769 |
0.0178 |
2.0% |
0.0072 |
0.8% |
67% |
False |
False |
69,626 |
| 20 |
0.9016 |
0.8769 |
0.0247 |
2.8% |
0.0074 |
0.8% |
48% |
False |
False |
70,791 |
| 40 |
0.9226 |
0.8769 |
0.0457 |
5.1% |
0.0071 |
0.8% |
26% |
False |
False |
55,855 |
| 60 |
0.9226 |
0.8769 |
0.0457 |
5.1% |
0.0061 |
0.7% |
26% |
False |
False |
37,442 |
| 80 |
0.9377 |
0.8769 |
0.0608 |
6.8% |
0.0055 |
0.6% |
20% |
False |
False |
28,157 |
| 100 |
0.9377 |
0.8769 |
0.0608 |
6.8% |
0.0050 |
0.6% |
20% |
False |
False |
22,575 |
| 120 |
0.9377 |
0.8769 |
0.0608 |
6.8% |
0.0046 |
0.5% |
20% |
False |
False |
18,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9102 |
|
2.618 |
0.9029 |
|
1.618 |
0.8984 |
|
1.000 |
0.8956 |
|
0.618 |
0.8939 |
|
HIGH |
0.8911 |
|
0.618 |
0.8894 |
|
0.500 |
0.8889 |
|
0.382 |
0.8883 |
|
LOW |
0.8866 |
|
0.618 |
0.8838 |
|
1.000 |
0.8821 |
|
1.618 |
0.8793 |
|
2.618 |
0.8748 |
|
4.250 |
0.8675 |
|
|
| Fisher Pivots for day following 23-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8889 |
0.8886 |
| PP |
0.8888 |
0.8883 |
| S1 |
0.8888 |
0.8881 |
|