CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 28-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2014 |
28-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8886 |
0.8877 |
-0.0009 |
-0.1% |
0.8847 |
| High |
0.8906 |
0.8946 |
0.0040 |
0.4% |
0.8929 |
| Low |
0.8873 |
0.8875 |
0.0002 |
0.0% |
0.8832 |
| Close |
0.8888 |
0.8927 |
0.0039 |
0.4% |
0.8893 |
| Range |
0.0033 |
0.0071 |
0.0038 |
115.2% |
0.0097 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
0.5% |
0.0000 |
| Volume |
34,184 |
55,756 |
21,572 |
63.1% |
258,334 |
|
| Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9129 |
0.9099 |
0.8966 |
|
| R3 |
0.9058 |
0.9028 |
0.8947 |
|
| R2 |
0.8987 |
0.8987 |
0.8940 |
|
| R1 |
0.8957 |
0.8957 |
0.8934 |
0.8972 |
| PP |
0.8916 |
0.8916 |
0.8916 |
0.8924 |
| S1 |
0.8886 |
0.8886 |
0.8920 |
0.8901 |
| S2 |
0.8845 |
0.8845 |
0.8914 |
|
| S3 |
0.8774 |
0.8815 |
0.8907 |
|
| S4 |
0.8703 |
0.8744 |
0.8888 |
|
|
| 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 |
0.8946 |
0.8832 |
0.0114 |
1.3% |
0.0057 |
0.6% |
83% |
True |
False |
52,378 |
| 10 |
0.8946 |
0.8769 |
0.0177 |
2.0% |
0.0068 |
0.8% |
89% |
True |
False |
63,872 |
| 20 |
0.9016 |
0.8769 |
0.0247 |
2.8% |
0.0073 |
0.8% |
64% |
False |
False |
67,239 |
| 40 |
0.9218 |
0.8769 |
0.0449 |
5.0% |
0.0071 |
0.8% |
35% |
False |
False |
58,996 |
| 60 |
0.9226 |
0.8769 |
0.0457 |
5.1% |
0.0062 |
0.7% |
35% |
False |
False |
39,603 |
| 80 |
0.9370 |
0.8769 |
0.0601 |
6.7% |
0.0056 |
0.6% |
26% |
False |
False |
29,779 |
| 100 |
0.9377 |
0.8769 |
0.0608 |
6.8% |
0.0051 |
0.6% |
26% |
False |
False |
23,876 |
| 120 |
0.9377 |
0.8769 |
0.0608 |
6.8% |
0.0046 |
0.5% |
26% |
False |
False |
19,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9248 |
|
2.618 |
0.9132 |
|
1.618 |
0.9061 |
|
1.000 |
0.9017 |
|
0.618 |
0.8990 |
|
HIGH |
0.8946 |
|
0.618 |
0.8919 |
|
0.500 |
0.8911 |
|
0.382 |
0.8902 |
|
LOW |
0.8875 |
|
0.618 |
0.8831 |
|
1.000 |
0.8804 |
|
1.618 |
0.8760 |
|
2.618 |
0.8689 |
|
4.250 |
0.8573 |
|
|
| Fisher Pivots for day following 28-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8922 |
0.8921 |
| PP |
0.8916 |
0.8915 |
| S1 |
0.8911 |
0.8910 |
|