CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 01-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2014 |
01-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8927 |
0.8892 |
-0.0035 |
-0.4% |
0.9097 |
| High |
0.8938 |
0.8922 |
-0.0016 |
-0.2% |
0.9113 |
| Low |
0.8878 |
0.8875 |
-0.0003 |
0.0% |
0.8918 |
| Close |
0.8889 |
0.8913 |
0.0024 |
0.3% |
0.8928 |
| Range |
0.0060 |
0.0047 |
-0.0013 |
-21.7% |
0.0195 |
| ATR |
0.0053 |
0.0052 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
290 |
477 |
187 |
64.5% |
1,108 |
|
| Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9044 |
0.9026 |
0.8939 |
|
| R3 |
0.8997 |
0.8979 |
0.8926 |
|
| R2 |
0.8950 |
0.8950 |
0.8922 |
|
| R1 |
0.8932 |
0.8932 |
0.8917 |
0.8941 |
| PP |
0.8903 |
0.8903 |
0.8903 |
0.8908 |
| S1 |
0.8885 |
0.8885 |
0.8909 |
0.8894 |
| S2 |
0.8856 |
0.8856 |
0.8904 |
|
| S3 |
0.8809 |
0.8838 |
0.8900 |
|
| S4 |
0.8762 |
0.8791 |
0.8887 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9571 |
0.9445 |
0.9035 |
|
| R3 |
0.9376 |
0.9250 |
0.8982 |
|
| R2 |
0.9181 |
0.9181 |
0.8964 |
|
| R1 |
0.9055 |
0.9055 |
0.8946 |
0.9021 |
| PP |
0.8986 |
0.8986 |
0.8986 |
0.8969 |
| S1 |
0.8860 |
0.8860 |
0.8910 |
0.8826 |
| S2 |
0.8791 |
0.8791 |
0.8892 |
|
| S3 |
0.8596 |
0.8665 |
0.8874 |
|
| S4 |
0.8401 |
0.8470 |
0.8821 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8994 |
0.8875 |
0.0119 |
1.3% |
0.0048 |
0.5% |
32% |
False |
True |
296 |
| 10 |
0.9145 |
0.8875 |
0.0270 |
3.0% |
0.0061 |
0.7% |
14% |
False |
True |
414 |
| 20 |
0.9187 |
0.8875 |
0.0312 |
3.5% |
0.0055 |
0.6% |
12% |
False |
True |
312 |
| 40 |
0.9205 |
0.8875 |
0.0330 |
3.7% |
0.0037 |
0.4% |
12% |
False |
True |
190 |
| 60 |
0.9337 |
0.8875 |
0.0462 |
5.2% |
0.0028 |
0.3% |
8% |
False |
True |
137 |
| 80 |
0.9356 |
0.8875 |
0.0481 |
5.4% |
0.0023 |
0.3% |
8% |
False |
True |
112 |
| 100 |
0.9356 |
0.8875 |
0.0481 |
5.4% |
0.0020 |
0.2% |
8% |
False |
True |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9122 |
|
2.618 |
0.9045 |
|
1.618 |
0.8998 |
|
1.000 |
0.8969 |
|
0.618 |
0.8951 |
|
HIGH |
0.8922 |
|
0.618 |
0.8904 |
|
0.500 |
0.8899 |
|
0.382 |
0.8893 |
|
LOW |
0.8875 |
|
0.618 |
0.8846 |
|
1.000 |
0.8828 |
|
1.618 |
0.8799 |
|
2.618 |
0.8752 |
|
4.250 |
0.8675 |
|
|
| Fisher Pivots for day following 01-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8908 |
0.8912 |
| PP |
0.8903 |
0.8911 |
| S1 |
0.8899 |
0.8911 |
|