CME Canadian Dollar Future March 2015
Trading Metrics calculated at close of trading on 06-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2014 |
06-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
0.8927 |
0.8848 |
-0.0079 |
-0.9% |
0.8928 |
High |
0.8927 |
0.8961 |
0.0034 |
0.4% |
0.8995 |
Low |
0.8840 |
0.8848 |
0.0008 |
0.1% |
0.8840 |
Close |
0.8848 |
0.8935 |
0.0087 |
1.0% |
0.8848 |
Range |
0.0087 |
0.0113 |
0.0026 |
29.9% |
0.0155 |
ATR |
0.0057 |
0.0061 |
0.0004 |
7.1% |
0.0000 |
Volume |
656 |
247 |
-409 |
-62.3% |
4,608 |
|
Daily Pivots for day following 06-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9254 |
0.9207 |
0.8997 |
|
R3 |
0.9141 |
0.9094 |
0.8966 |
|
R2 |
0.9028 |
0.9028 |
0.8956 |
|
R1 |
0.8981 |
0.8981 |
0.8945 |
0.9005 |
PP |
0.8915 |
0.8915 |
0.8915 |
0.8926 |
S1 |
0.8868 |
0.8868 |
0.8925 |
0.8892 |
S2 |
0.8802 |
0.8802 |
0.8914 |
|
S3 |
0.8689 |
0.8755 |
0.8904 |
|
S4 |
0.8576 |
0.8642 |
0.8873 |
|
|
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 |
1.7% |
0.0078 |
0.9% |
61% |
False |
False |
885 |
10 |
0.9061 |
0.8840 |
0.0221 |
2.5% |
0.0065 |
0.7% |
43% |
False |
False |
559 |
20 |
0.9145 |
0.8840 |
0.0305 |
3.4% |
0.0063 |
0.7% |
31% |
False |
False |
494 |
40 |
0.9205 |
0.8840 |
0.0365 |
4.1% |
0.0042 |
0.5% |
26% |
False |
False |
276 |
60 |
0.9278 |
0.8840 |
0.0438 |
4.9% |
0.0032 |
0.4% |
22% |
False |
False |
195 |
80 |
0.9356 |
0.8840 |
0.0516 |
5.8% |
0.0027 |
0.3% |
18% |
False |
False |
157 |
100 |
0.9356 |
0.8840 |
0.0516 |
5.8% |
0.0023 |
0.3% |
18% |
False |
False |
129 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9441 |
2.618 |
0.9257 |
1.618 |
0.9144 |
1.000 |
0.9074 |
0.618 |
0.9031 |
HIGH |
0.8961 |
0.618 |
0.8918 |
0.500 |
0.8905 |
0.382 |
0.8891 |
LOW |
0.8848 |
0.618 |
0.8778 |
1.000 |
0.8735 |
1.618 |
0.8665 |
2.618 |
0.8552 |
4.250 |
0.8368 |
|
|
Fisher Pivots for day following 06-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8925 |
0.8929 |
PP |
0.8915 |
0.8923 |
S1 |
0.8905 |
0.8918 |
|