CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 30-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2014 |
30-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8943 |
0.8929 |
-0.0014 |
-0.2% |
0.8847 |
| High |
0.8980 |
0.8946 |
-0.0034 |
-0.4% |
0.8929 |
| Low |
0.8901 |
0.8899 |
-0.0002 |
0.0% |
0.8832 |
| Close |
0.8922 |
0.8924 |
0.0002 |
0.0% |
0.8893 |
| Range |
0.0079 |
0.0047 |
-0.0032 |
-40.5% |
0.0097 |
| ATR |
0.0068 |
0.0066 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
63,992 |
50,541 |
-13,451 |
-21.0% |
258,334 |
|
| Daily Pivots for day following 30-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9064 |
0.9041 |
0.8950 |
|
| R3 |
0.9017 |
0.8994 |
0.8937 |
|
| R2 |
0.8970 |
0.8970 |
0.8933 |
|
| R1 |
0.8947 |
0.8947 |
0.8928 |
0.8935 |
| PP |
0.8923 |
0.8923 |
0.8923 |
0.8917 |
| S1 |
0.8900 |
0.8900 |
0.8920 |
0.8888 |
| S2 |
0.8876 |
0.8876 |
0.8915 |
|
| S3 |
0.8829 |
0.8853 |
0.8911 |
|
| S4 |
0.8782 |
0.8806 |
0.8898 |
|
|
| 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 |
0.8980 |
0.8873 |
0.0107 |
1.2% |
0.0054 |
0.6% |
48% |
False |
False |
48,981 |
| 10 |
0.8980 |
0.8832 |
0.0148 |
1.7% |
0.0058 |
0.6% |
62% |
False |
False |
51,843 |
| 20 |
0.9009 |
0.8769 |
0.0240 |
2.7% |
0.0072 |
0.8% |
65% |
False |
False |
65,367 |
| 40 |
0.9203 |
0.8769 |
0.0434 |
4.9% |
0.0070 |
0.8% |
36% |
False |
False |
61,585 |
| 60 |
0.9226 |
0.8769 |
0.0457 |
5.1% |
0.0062 |
0.7% |
34% |
False |
False |
41,503 |
| 80 |
0.9370 |
0.8769 |
0.0601 |
6.7% |
0.0057 |
0.6% |
26% |
False |
False |
31,206 |
| 100 |
0.9377 |
0.8769 |
0.0608 |
6.8% |
0.0052 |
0.6% |
25% |
False |
False |
25,017 |
| 120 |
0.9377 |
0.8769 |
0.0608 |
6.8% |
0.0047 |
0.5% |
25% |
False |
False |
20,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9146 |
|
2.618 |
0.9069 |
|
1.618 |
0.9022 |
|
1.000 |
0.8993 |
|
0.618 |
0.8975 |
|
HIGH |
0.8946 |
|
0.618 |
0.8928 |
|
0.500 |
0.8923 |
|
0.382 |
0.8917 |
|
LOW |
0.8899 |
|
0.618 |
0.8870 |
|
1.000 |
0.8852 |
|
1.618 |
0.8823 |
|
2.618 |
0.8776 |
|
4.250 |
0.8699 |
|
|
| Fisher Pivots for day following 30-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8924 |
0.8928 |
| PP |
0.8923 |
0.8926 |
| S1 |
0.8923 |
0.8925 |
|