CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 10-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8977 |
0.8906 |
-0.0071 |
-0.8% |
0.8848 |
| High |
0.8987 |
0.8925 |
-0.0062 |
-0.7% |
0.8987 |
| Low |
0.8905 |
0.8870 |
-0.0035 |
-0.4% |
0.8848 |
| Close |
0.8920 |
0.8884 |
-0.0036 |
-0.4% |
0.8884 |
| Range |
0.0082 |
0.0055 |
-0.0027 |
-32.9% |
0.0139 |
| ATR |
0.0063 |
0.0063 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
460 |
241 |
-219 |
-47.6% |
1,435 |
|
| Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9058 |
0.9026 |
0.8914 |
|
| R3 |
0.9003 |
0.8971 |
0.8899 |
|
| R2 |
0.8948 |
0.8948 |
0.8894 |
|
| R1 |
0.8916 |
0.8916 |
0.8889 |
0.8905 |
| PP |
0.8893 |
0.8893 |
0.8893 |
0.8887 |
| S1 |
0.8861 |
0.8861 |
0.8879 |
0.8850 |
| S2 |
0.8838 |
0.8838 |
0.8874 |
|
| S3 |
0.8783 |
0.8806 |
0.8869 |
|
| S4 |
0.8728 |
0.8751 |
0.8854 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9323 |
0.9243 |
0.8960 |
|
| R3 |
0.9184 |
0.9104 |
0.8922 |
|
| R2 |
0.9045 |
0.9045 |
0.8909 |
|
| R1 |
0.8965 |
0.8965 |
0.8897 |
0.9005 |
| PP |
0.8906 |
0.8906 |
0.8906 |
0.8927 |
| S1 |
0.8826 |
0.8826 |
0.8871 |
0.8866 |
| S2 |
0.8767 |
0.8767 |
0.8859 |
|
| S3 |
0.8628 |
0.8687 |
0.8846 |
|
| S4 |
0.8489 |
0.8548 |
0.8808 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8987 |
0.8848 |
0.0139 |
1.6% |
0.0077 |
0.9% |
26% |
False |
False |
287 |
| 10 |
0.8995 |
0.8840 |
0.0155 |
1.7% |
0.0070 |
0.8% |
28% |
False |
False |
604 |
| 20 |
0.9145 |
0.8840 |
0.0305 |
3.4% |
0.0067 |
0.8% |
14% |
False |
False |
472 |
| 40 |
0.9205 |
0.8840 |
0.0365 |
4.1% |
0.0048 |
0.5% |
12% |
False |
False |
302 |
| 60 |
0.9270 |
0.8840 |
0.0430 |
4.8% |
0.0036 |
0.4% |
10% |
False |
False |
214 |
| 80 |
0.9356 |
0.8840 |
0.0516 |
5.8% |
0.0030 |
0.3% |
9% |
False |
False |
166 |
| 100 |
0.9356 |
0.8840 |
0.0516 |
5.8% |
0.0025 |
0.3% |
9% |
False |
False |
140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9159 |
|
2.618 |
0.9069 |
|
1.618 |
0.9014 |
|
1.000 |
0.8980 |
|
0.618 |
0.8959 |
|
HIGH |
0.8925 |
|
0.618 |
0.8904 |
|
0.500 |
0.8898 |
|
0.382 |
0.8891 |
|
LOW |
0.8870 |
|
0.618 |
0.8836 |
|
1.000 |
0.8815 |
|
1.618 |
0.8781 |
|
2.618 |
0.8726 |
|
4.250 |
0.8636 |
|
|
| Fisher Pivots for day following 10-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8898 |
0.8929 |
| PP |
0.8893 |
0.8914 |
| S1 |
0.8889 |
0.8899 |
|