CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 02-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2014 |
02-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8892 |
0.8920 |
0.0028 |
0.3% |
0.9097 |
| High |
0.8922 |
0.8995 |
0.0073 |
0.8% |
0.9113 |
| Low |
0.8875 |
0.8914 |
0.0039 |
0.4% |
0.8918 |
| Close |
0.8913 |
0.8927 |
0.0014 |
0.2% |
0.8928 |
| Range |
0.0047 |
0.0081 |
0.0034 |
72.3% |
0.0195 |
| ATR |
0.0052 |
0.0054 |
0.0002 |
4.0% |
0.0000 |
| Volume |
477 |
2,759 |
2,282 |
478.4% |
1,108 |
|
| Daily Pivots for day following 02-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9188 |
0.9139 |
0.8972 |
|
| R3 |
0.9107 |
0.9058 |
0.8949 |
|
| R2 |
0.9026 |
0.9026 |
0.8942 |
|
| R1 |
0.8977 |
0.8977 |
0.8934 |
0.9002 |
| PP |
0.8945 |
0.8945 |
0.8945 |
0.8958 |
| S1 |
0.8896 |
0.8896 |
0.8920 |
0.8921 |
| S2 |
0.8864 |
0.8864 |
0.8912 |
|
| S3 |
0.8783 |
0.8815 |
0.8905 |
|
| S4 |
0.8702 |
0.8734 |
0.8882 |
|
|
| 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 |
0.8995 |
0.8875 |
0.0120 |
1.3% |
0.0056 |
0.6% |
43% |
True |
False |
815 |
| 10 |
0.9145 |
0.8875 |
0.0270 |
3.0% |
0.0062 |
0.7% |
19% |
False |
False |
533 |
| 20 |
0.9145 |
0.8875 |
0.0270 |
3.0% |
0.0057 |
0.6% |
19% |
False |
False |
450 |
| 40 |
0.9205 |
0.8875 |
0.0330 |
3.7% |
0.0039 |
0.4% |
16% |
False |
False |
258 |
| 60 |
0.9331 |
0.8875 |
0.0456 |
5.1% |
0.0029 |
0.3% |
11% |
False |
False |
181 |
| 80 |
0.9356 |
0.8875 |
0.0481 |
5.4% |
0.0024 |
0.3% |
11% |
False |
False |
146 |
| 100 |
0.9356 |
0.8875 |
0.0481 |
5.4% |
0.0021 |
0.2% |
11% |
False |
False |
120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9339 |
|
2.618 |
0.9207 |
|
1.618 |
0.9126 |
|
1.000 |
0.9076 |
|
0.618 |
0.9045 |
|
HIGH |
0.8995 |
|
0.618 |
0.8964 |
|
0.500 |
0.8955 |
|
0.382 |
0.8945 |
|
LOW |
0.8914 |
|
0.618 |
0.8864 |
|
1.000 |
0.8833 |
|
1.618 |
0.8783 |
|
2.618 |
0.8702 |
|
4.250 |
0.8570 |
|
|
| Fisher Pivots for day following 02-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8955 |
0.8935 |
| PP |
0.8945 |
0.8932 |
| S1 |
0.8936 |
0.8930 |
|