CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 31-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2014 |
31-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8929 |
0.8928 |
-0.0001 |
0.0% |
0.8886 |
| High |
0.8946 |
0.8930 |
-0.0016 |
-0.2% |
0.8980 |
| Low |
0.8899 |
0.8813 |
-0.0086 |
-1.0% |
0.8813 |
| Close |
0.8924 |
0.8860 |
-0.0064 |
-0.7% |
0.8860 |
| Range |
0.0047 |
0.0117 |
0.0070 |
148.9% |
0.0167 |
| ATR |
0.0066 |
0.0070 |
0.0004 |
5.5% |
0.0000 |
| Volume |
50,541 |
100,070 |
49,529 |
98.0% |
304,543 |
|
| Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9219 |
0.9156 |
0.8924 |
|
| R3 |
0.9102 |
0.9039 |
0.8892 |
|
| R2 |
0.8985 |
0.8985 |
0.8881 |
|
| R1 |
0.8922 |
0.8922 |
0.8871 |
0.8895 |
| PP |
0.8868 |
0.8868 |
0.8868 |
0.8854 |
| S1 |
0.8805 |
0.8805 |
0.8849 |
0.8778 |
| S2 |
0.8751 |
0.8751 |
0.8839 |
|
| S3 |
0.8634 |
0.8688 |
0.8828 |
|
| S4 |
0.8517 |
0.8571 |
0.8796 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9385 |
0.9290 |
0.8952 |
|
| R3 |
0.9218 |
0.9123 |
0.8906 |
|
| R2 |
0.9051 |
0.9051 |
0.8891 |
|
| R1 |
0.8956 |
0.8956 |
0.8875 |
0.8920 |
| PP |
0.8884 |
0.8884 |
0.8884 |
0.8867 |
| S1 |
0.8789 |
0.8789 |
0.8845 |
0.8753 |
| S2 |
0.8717 |
0.8717 |
0.8829 |
|
| S3 |
0.8550 |
0.8622 |
0.8814 |
|
| S4 |
0.8383 |
0.8455 |
0.8768 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8980 |
0.8813 |
0.0167 |
1.9% |
0.0069 |
0.8% |
28% |
False |
True |
60,908 |
| 10 |
0.8980 |
0.8813 |
0.0167 |
1.9% |
0.0064 |
0.7% |
28% |
False |
True |
56,287 |
| 20 |
0.9009 |
0.8769 |
0.0240 |
2.7% |
0.0073 |
0.8% |
38% |
False |
False |
66,888 |
| 40 |
0.9167 |
0.8769 |
0.0398 |
4.5% |
0.0072 |
0.8% |
23% |
False |
False |
64,007 |
| 60 |
0.9226 |
0.8769 |
0.0457 |
5.2% |
0.0064 |
0.7% |
20% |
False |
False |
43,164 |
| 80 |
0.9370 |
0.8769 |
0.0601 |
6.8% |
0.0058 |
0.7% |
15% |
False |
False |
32,456 |
| 100 |
0.9377 |
0.8769 |
0.0608 |
6.9% |
0.0052 |
0.6% |
15% |
False |
False |
26,016 |
| 120 |
0.9377 |
0.8769 |
0.0608 |
6.9% |
0.0048 |
0.5% |
15% |
False |
False |
21,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9427 |
|
2.618 |
0.9236 |
|
1.618 |
0.9119 |
|
1.000 |
0.9047 |
|
0.618 |
0.9002 |
|
HIGH |
0.8930 |
|
0.618 |
0.8885 |
|
0.500 |
0.8872 |
|
0.382 |
0.8858 |
|
LOW |
0.8813 |
|
0.618 |
0.8741 |
|
1.000 |
0.8696 |
|
1.618 |
0.8624 |
|
2.618 |
0.8507 |
|
4.250 |
0.8316 |
|
|
| Fisher Pivots for day following 31-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8872 |
0.8897 |
| PP |
0.8868 |
0.8884 |
| S1 |
0.8864 |
0.8872 |
|