CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 13-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8906 |
0.8902 |
-0.0004 |
0.0% |
0.8848 |
| High |
0.8925 |
0.8905 |
-0.0020 |
-0.2% |
0.8987 |
| Low |
0.8870 |
0.8880 |
0.0010 |
0.1% |
0.8848 |
| Close |
0.8884 |
0.8889 |
0.0005 |
0.1% |
0.8884 |
| Range |
0.0055 |
0.0025 |
-0.0030 |
-54.5% |
0.0139 |
| ATR |
0.0063 |
0.0060 |
-0.0003 |
-4.3% |
0.0000 |
| Volume |
241 |
332 |
91 |
37.8% |
1,435 |
|
| Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8966 |
0.8953 |
0.8903 |
|
| R3 |
0.8941 |
0.8928 |
0.8896 |
|
| R2 |
0.8916 |
0.8916 |
0.8894 |
|
| R1 |
0.8903 |
0.8903 |
0.8891 |
0.8897 |
| PP |
0.8891 |
0.8891 |
0.8891 |
0.8889 |
| S1 |
0.8878 |
0.8878 |
0.8887 |
0.8872 |
| S2 |
0.8866 |
0.8866 |
0.8884 |
|
| S3 |
0.8841 |
0.8853 |
0.8882 |
|
| S4 |
0.8816 |
0.8828 |
0.8875 |
|
|
| 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 |
0.8870 |
0.0117 |
1.3% |
0.0060 |
0.7% |
16% |
False |
False |
304 |
| 10 |
0.8995 |
0.8840 |
0.0155 |
1.7% |
0.0069 |
0.8% |
32% |
False |
False |
594 |
| 20 |
0.9145 |
0.8840 |
0.0305 |
3.4% |
0.0066 |
0.7% |
16% |
False |
False |
479 |
| 40 |
0.9205 |
0.8840 |
0.0365 |
4.1% |
0.0048 |
0.5% |
13% |
False |
False |
310 |
| 60 |
0.9270 |
0.8840 |
0.0430 |
4.8% |
0.0036 |
0.4% |
11% |
False |
False |
216 |
| 80 |
0.9356 |
0.8840 |
0.0516 |
5.8% |
0.0030 |
0.3% |
9% |
False |
False |
170 |
| 100 |
0.9356 |
0.8840 |
0.0516 |
5.8% |
0.0025 |
0.3% |
9% |
False |
False |
144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9011 |
|
2.618 |
0.8970 |
|
1.618 |
0.8945 |
|
1.000 |
0.8930 |
|
0.618 |
0.8920 |
|
HIGH |
0.8905 |
|
0.618 |
0.8895 |
|
0.500 |
0.8893 |
|
0.382 |
0.8890 |
|
LOW |
0.8880 |
|
0.618 |
0.8865 |
|
1.000 |
0.8855 |
|
1.618 |
0.8840 |
|
2.618 |
0.8815 |
|
4.250 |
0.8774 |
|
|
| Fisher Pivots for day following 13-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8893 |
0.8929 |
| PP |
0.8891 |
0.8915 |
| S1 |
0.8890 |
0.8902 |
|