CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 08-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2014 |
08-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8940 |
0.8925 |
-0.0015 |
-0.2% |
0.8928 |
| High |
0.8947 |
0.8976 |
0.0029 |
0.3% |
0.8995 |
| Low |
0.8900 |
0.8886 |
-0.0014 |
-0.2% |
0.8840 |
| Close |
0.8915 |
0.8968 |
0.0053 |
0.6% |
0.8848 |
| Range |
0.0047 |
0.0090 |
0.0043 |
91.5% |
0.0155 |
| ATR |
0.0060 |
0.0062 |
0.0002 |
3.6% |
0.0000 |
| Volume |
247 |
240 |
-7 |
-2.8% |
4,608 |
|
| Daily Pivots for day following 08-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9213 |
0.9181 |
0.9018 |
|
| R3 |
0.9123 |
0.9091 |
0.8993 |
|
| R2 |
0.9033 |
0.9033 |
0.8985 |
|
| R1 |
0.9001 |
0.9001 |
0.8976 |
0.9017 |
| PP |
0.8943 |
0.8943 |
0.8943 |
0.8952 |
| S1 |
0.8911 |
0.8911 |
0.8960 |
0.8927 |
| S2 |
0.8853 |
0.8853 |
0.8952 |
|
| S3 |
0.8763 |
0.8821 |
0.8943 |
|
| S4 |
0.8673 |
0.8731 |
0.8919 |
|
|
| 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% |
0.0084 |
0.9% |
83% |
False |
False |
829 |
| 10 |
0.8995 |
0.8840 |
0.0155 |
1.7% |
0.0066 |
0.7% |
83% |
False |
False |
563 |
| 20 |
0.9145 |
0.8840 |
0.0305 |
3.4% |
0.0066 |
0.7% |
42% |
False |
False |
510 |
| 40 |
0.9205 |
0.8840 |
0.0365 |
4.1% |
0.0045 |
0.5% |
35% |
False |
False |
287 |
| 60 |
0.9270 |
0.8840 |
0.0430 |
4.8% |
0.0034 |
0.4% |
30% |
False |
False |
202 |
| 80 |
0.9356 |
0.8840 |
0.0516 |
5.8% |
0.0028 |
0.3% |
25% |
False |
False |
160 |
| 100 |
0.9356 |
0.8840 |
0.0516 |
5.8% |
0.0024 |
0.3% |
25% |
False |
False |
134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9359 |
|
2.618 |
0.9212 |
|
1.618 |
0.9122 |
|
1.000 |
0.9066 |
|
0.618 |
0.9032 |
|
HIGH |
0.8976 |
|
0.618 |
0.8942 |
|
0.500 |
0.8931 |
|
0.382 |
0.8920 |
|
LOW |
0.8886 |
|
0.618 |
0.8830 |
|
1.000 |
0.8796 |
|
1.618 |
0.8740 |
|
2.618 |
0.8650 |
|
4.250 |
0.8504 |
|
|
| Fisher Pivots for day following 08-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8956 |
0.8949 |
| PP |
0.8943 |
0.8931 |
| S1 |
0.8931 |
0.8912 |
|