CME Canadian Dollar Future March 2015
Trading Metrics calculated at close of trading on 03-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2014 |
03-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
0.8920 |
0.8927 |
0.0007 |
0.1% |
0.8928 |
High |
0.8995 |
0.8927 |
-0.0068 |
-0.8% |
0.8995 |
Low |
0.8914 |
0.8840 |
-0.0074 |
-0.8% |
0.8840 |
Close |
0.8927 |
0.8848 |
-0.0079 |
-0.9% |
0.8848 |
Range |
0.0081 |
0.0087 |
0.0006 |
7.4% |
0.0155 |
ATR |
0.0054 |
0.0057 |
0.0002 |
4.3% |
0.0000 |
Volume |
2,759 |
656 |
-2,103 |
-76.2% |
4,608 |
|
Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9133 |
0.9077 |
0.8896 |
|
R3 |
0.9046 |
0.8990 |
0.8872 |
|
R2 |
0.8959 |
0.8959 |
0.8864 |
|
R1 |
0.8903 |
0.8903 |
0.8856 |
0.8888 |
PP |
0.8872 |
0.8872 |
0.8872 |
0.8864 |
S1 |
0.8816 |
0.8816 |
0.8840 |
0.8801 |
S2 |
0.8785 |
0.8785 |
0.8832 |
|
S3 |
0.8698 |
0.8729 |
0.8824 |
|
S4 |
0.8611 |
0.8642 |
0.8800 |
|
|
Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9359 |
0.9259 |
0.8933 |
|
R3 |
0.9204 |
0.9104 |
0.8891 |
|
R2 |
0.9049 |
0.9049 |
0.8876 |
|
R1 |
0.8949 |
0.8949 |
0.8862 |
0.8922 |
PP |
0.8894 |
0.8894 |
0.8894 |
0.8881 |
S1 |
0.8794 |
0.8794 |
0.8834 |
0.8767 |
S2 |
0.8739 |
0.8739 |
0.8820 |
|
S3 |
0.8584 |
0.8639 |
0.8805 |
|
S4 |
0.8429 |
0.8484 |
0.8763 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8995 |
0.8840 |
0.0155 |
1.8% |
0.0062 |
0.7% |
5% |
False |
True |
921 |
10 |
0.9113 |
0.8840 |
0.0273 |
3.1% |
0.0063 |
0.7% |
3% |
False |
True |
571 |
20 |
0.9145 |
0.8840 |
0.0305 |
3.4% |
0.0061 |
0.7% |
3% |
False |
True |
482 |
40 |
0.9205 |
0.8840 |
0.0365 |
4.1% |
0.0040 |
0.5% |
2% |
False |
True |
273 |
60 |
0.9300 |
0.8840 |
0.0460 |
5.2% |
0.0031 |
0.3% |
2% |
False |
True |
192 |
80 |
0.9356 |
0.8840 |
0.0516 |
5.8% |
0.0025 |
0.3% |
2% |
False |
True |
154 |
100 |
0.9356 |
0.8840 |
0.0516 |
5.8% |
0.0022 |
0.2% |
2% |
False |
True |
127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9297 |
2.618 |
0.9155 |
1.618 |
0.9068 |
1.000 |
0.9014 |
0.618 |
0.8981 |
HIGH |
0.8927 |
0.618 |
0.8894 |
0.500 |
0.8884 |
0.382 |
0.8873 |
LOW |
0.8840 |
0.618 |
0.8786 |
1.000 |
0.8753 |
1.618 |
0.8699 |
2.618 |
0.8612 |
4.250 |
0.8470 |
|
|
Fisher Pivots for day following 03-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8884 |
0.8918 |
PP |
0.8872 |
0.8894 |
S1 |
0.8860 |
0.8871 |
|