CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 09-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2014 |
09-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8925 |
0.8977 |
0.0052 |
0.6% |
0.8928 |
| High |
0.8976 |
0.8987 |
0.0011 |
0.1% |
0.8995 |
| Low |
0.8886 |
0.8905 |
0.0019 |
0.2% |
0.8840 |
| Close |
0.8968 |
0.8920 |
-0.0048 |
-0.5% |
0.8848 |
| Range |
0.0090 |
0.0082 |
-0.0008 |
-8.9% |
0.0155 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
2.3% |
0.0000 |
| Volume |
240 |
460 |
220 |
91.7% |
4,608 |
|
| Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9183 |
0.9134 |
0.8965 |
|
| R3 |
0.9101 |
0.9052 |
0.8943 |
|
| R2 |
0.9019 |
0.9019 |
0.8935 |
|
| R1 |
0.8970 |
0.8970 |
0.8928 |
0.8954 |
| PP |
0.8937 |
0.8937 |
0.8937 |
0.8929 |
| S1 |
0.8888 |
0.8888 |
0.8912 |
0.8872 |
| S2 |
0.8855 |
0.8855 |
0.8905 |
|
| S3 |
0.8773 |
0.8806 |
0.8897 |
|
| S4 |
0.8691 |
0.8724 |
0.8875 |
|
|
| 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 |
0.8987 |
0.8840 |
0.0147 |
1.6% |
0.0084 |
0.9% |
54% |
True |
False |
370 |
| 10 |
0.8995 |
0.8840 |
0.0155 |
1.7% |
0.0070 |
0.8% |
52% |
False |
False |
592 |
| 20 |
0.9145 |
0.8840 |
0.0305 |
3.4% |
0.0066 |
0.7% |
26% |
False |
False |
479 |
| 40 |
0.9205 |
0.8840 |
0.0365 |
4.1% |
0.0047 |
0.5% |
22% |
False |
False |
298 |
| 60 |
0.9270 |
0.8840 |
0.0430 |
4.8% |
0.0035 |
0.4% |
19% |
False |
False |
210 |
| 80 |
0.9356 |
0.8840 |
0.0516 |
5.8% |
0.0029 |
0.3% |
16% |
False |
False |
163 |
| 100 |
0.9356 |
0.8840 |
0.0516 |
5.8% |
0.0025 |
0.3% |
16% |
False |
False |
138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9336 |
|
2.618 |
0.9202 |
|
1.618 |
0.9120 |
|
1.000 |
0.9069 |
|
0.618 |
0.9038 |
|
HIGH |
0.8987 |
|
0.618 |
0.8956 |
|
0.500 |
0.8946 |
|
0.382 |
0.8936 |
|
LOW |
0.8905 |
|
0.618 |
0.8854 |
|
1.000 |
0.8823 |
|
1.618 |
0.8772 |
|
2.618 |
0.8690 |
|
4.250 |
0.8557 |
|
|
| Fisher Pivots for day following 09-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8946 |
0.8937 |
| PP |
0.8937 |
0.8931 |
| S1 |
0.8929 |
0.8926 |
|