CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 27-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2014 |
27-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8889 |
0.8886 |
-0.0003 |
0.0% |
0.8847 |
| High |
0.8921 |
0.8906 |
-0.0015 |
-0.2% |
0.8929 |
| Low |
0.8882 |
0.8873 |
-0.0009 |
-0.1% |
0.8832 |
| Close |
0.8893 |
0.8888 |
-0.0005 |
-0.1% |
0.8893 |
| Range |
0.0039 |
0.0033 |
-0.0006 |
-15.4% |
0.0097 |
| ATR |
0.0069 |
0.0067 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
40,436 |
34,184 |
-6,252 |
-15.5% |
258,334 |
|
| Daily Pivots for day following 27-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8988 |
0.8971 |
0.8906 |
|
| R3 |
0.8955 |
0.8938 |
0.8897 |
|
| R2 |
0.8922 |
0.8922 |
0.8894 |
|
| R1 |
0.8905 |
0.8905 |
0.8891 |
0.8914 |
| PP |
0.8889 |
0.8889 |
0.8889 |
0.8893 |
| S1 |
0.8872 |
0.8872 |
0.8885 |
0.8881 |
| S2 |
0.8856 |
0.8856 |
0.8882 |
|
| S3 |
0.8823 |
0.8839 |
0.8879 |
|
| S4 |
0.8790 |
0.8806 |
0.8870 |
|
|
| 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% |
58% |
False |
False |
51,717 |
| 10 |
0.8929 |
0.8769 |
0.0160 |
1.8% |
0.0071 |
0.8% |
74% |
False |
False |
64,769 |
| 20 |
0.9016 |
0.8769 |
0.0247 |
2.8% |
0.0072 |
0.8% |
48% |
False |
False |
68,286 |
| 40 |
0.9218 |
0.8769 |
0.0449 |
5.1% |
0.0070 |
0.8% |
27% |
False |
False |
57,667 |
| 60 |
0.9226 |
0.8769 |
0.0457 |
5.1% |
0.0061 |
0.7% |
26% |
False |
False |
38,677 |
| 80 |
0.9370 |
0.8769 |
0.0601 |
6.8% |
0.0055 |
0.6% |
20% |
False |
False |
29,086 |
| 100 |
0.9377 |
0.8769 |
0.0608 |
6.8% |
0.0050 |
0.6% |
20% |
False |
False |
23,319 |
| 120 |
0.9377 |
0.8769 |
0.0608 |
6.8% |
0.0046 |
0.5% |
20% |
False |
False |
19,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9046 |
|
2.618 |
0.8992 |
|
1.618 |
0.8959 |
|
1.000 |
0.8939 |
|
0.618 |
0.8926 |
|
HIGH |
0.8906 |
|
0.618 |
0.8893 |
|
0.500 |
0.8890 |
|
0.382 |
0.8886 |
|
LOW |
0.8873 |
|
0.618 |
0.8853 |
|
1.000 |
0.8840 |
|
1.618 |
0.8820 |
|
2.618 |
0.8787 |
|
4.250 |
0.8733 |
|
|
| Fisher Pivots for day following 27-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8890 |
0.8894 |
| PP |
0.8889 |
0.8892 |
| S1 |
0.8889 |
0.8890 |
|