CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 24-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2014 |
24-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
0.8883 |
0.8889 |
0.0006 |
0.1% |
0.8847 |
High |
0.8911 |
0.8921 |
0.0010 |
0.1% |
0.8929 |
Low |
0.8866 |
0.8882 |
0.0016 |
0.2% |
0.8832 |
Close |
0.8888 |
0.8893 |
0.0005 |
0.1% |
0.8893 |
Range |
0.0045 |
0.0039 |
-0.0006 |
-13.3% |
0.0097 |
ATR |
0.0071 |
0.0069 |
-0.0002 |
-3.2% |
0.0000 |
Volume |
43,698 |
40,436 |
-3,262 |
-7.5% |
258,334 |
|
Daily Pivots for day following 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9016 |
0.8993 |
0.8914 |
|
R3 |
0.8977 |
0.8954 |
0.8904 |
|
R2 |
0.8938 |
0.8938 |
0.8900 |
|
R1 |
0.8915 |
0.8915 |
0.8897 |
0.8927 |
PP |
0.8899 |
0.8899 |
0.8899 |
0.8904 |
S1 |
0.8876 |
0.8876 |
0.8889 |
0.8888 |
S2 |
0.8860 |
0.8860 |
0.8886 |
|
S3 |
0.8821 |
0.8837 |
0.8882 |
|
S4 |
0.8782 |
0.8798 |
0.8872 |
|
|
Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9176 |
0.9131 |
0.8946 |
|
R3 |
0.9079 |
0.9034 |
0.8920 |
|
R2 |
0.8982 |
0.8982 |
0.8911 |
|
R1 |
0.8937 |
0.8937 |
0.8902 |
0.8960 |
PP |
0.8885 |
0.8885 |
0.8885 |
0.8896 |
S1 |
0.8840 |
0.8840 |
0.8884 |
0.8863 |
S2 |
0.8788 |
0.8788 |
0.8875 |
|
S3 |
0.8691 |
0.8743 |
0.8866 |
|
S4 |
0.8594 |
0.8646 |
0.8840 |
|
|
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% |
0.0058 |
0.6% |
63% |
False |
False |
51,666 |
10 |
0.8929 |
0.8769 |
0.0160 |
1.8% |
0.0070 |
0.8% |
78% |
False |
False |
65,097 |
20 |
0.9016 |
0.8769 |
0.0247 |
2.8% |
0.0073 |
0.8% |
50% |
False |
False |
69,716 |
40 |
0.9226 |
0.8769 |
0.0457 |
5.1% |
0.0071 |
0.8% |
27% |
False |
False |
56,841 |
60 |
0.9226 |
0.8769 |
0.0457 |
5.1% |
0.0061 |
0.7% |
27% |
False |
False |
38,110 |
80 |
0.9377 |
0.8769 |
0.0608 |
6.8% |
0.0055 |
0.6% |
20% |
False |
False |
28,662 |
100 |
0.9377 |
0.8769 |
0.0608 |
6.8% |
0.0050 |
0.6% |
20% |
False |
False |
22,979 |
120 |
0.9377 |
0.8769 |
0.0608 |
6.8% |
0.0046 |
0.5% |
20% |
False |
False |
19,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9087 |
2.618 |
0.9023 |
1.618 |
0.8984 |
1.000 |
0.8960 |
0.618 |
0.8945 |
HIGH |
0.8921 |
0.618 |
0.8906 |
0.500 |
0.8902 |
0.382 |
0.8897 |
LOW |
0.8882 |
0.618 |
0.8858 |
1.000 |
0.8843 |
1.618 |
0.8819 |
2.618 |
0.8780 |
4.250 |
0.8716 |
|
|
Fisher Pivots for day following 24-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8902 |
0.8889 |
PP |
0.8899 |
0.8885 |
S1 |
0.8896 |
0.8881 |
|