CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 16-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8827 |
0.8854 |
0.0027 |
0.3% |
0.8848 |
| High |
0.8873 |
0.8865 |
-0.0008 |
-0.1% |
0.8987 |
| Low |
0.8750 |
0.8775 |
0.0025 |
0.3% |
0.8848 |
| Close |
0.8827 |
0.8852 |
0.0025 |
0.3% |
0.8884 |
| Range |
0.0123 |
0.0090 |
-0.0033 |
-26.8% |
0.0139 |
| ATR |
0.0067 |
0.0068 |
0.0002 |
2.5% |
0.0000 |
| Volume |
191 |
264 |
73 |
38.2% |
1,435 |
|
| Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9101 |
0.9066 |
0.8902 |
|
| R3 |
0.9011 |
0.8976 |
0.8877 |
|
| R2 |
0.8921 |
0.8921 |
0.8869 |
|
| R1 |
0.8886 |
0.8886 |
0.8860 |
0.8859 |
| PP |
0.8831 |
0.8831 |
0.8831 |
0.8817 |
| S1 |
0.8796 |
0.8796 |
0.8844 |
0.8769 |
| S2 |
0.8741 |
0.8741 |
0.8836 |
|
| S3 |
0.8651 |
0.8706 |
0.8827 |
|
| S4 |
0.8561 |
0.8616 |
0.8803 |
|
|
| 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 |
0.8925 |
0.8750 |
0.0175 |
2.0% |
0.0077 |
0.9% |
58% |
False |
False |
248 |
| 10 |
0.8987 |
0.8750 |
0.0237 |
2.7% |
0.0080 |
0.9% |
43% |
False |
False |
309 |
| 20 |
0.9145 |
0.8750 |
0.0395 |
4.5% |
0.0071 |
0.8% |
26% |
False |
False |
421 |
| 40 |
0.9205 |
0.8750 |
0.0455 |
5.1% |
0.0055 |
0.6% |
22% |
False |
False |
320 |
| 60 |
0.9270 |
0.8750 |
0.0520 |
5.9% |
0.0041 |
0.5% |
20% |
False |
False |
226 |
| 80 |
0.9356 |
0.8750 |
0.0606 |
6.8% |
0.0033 |
0.4% |
17% |
False |
False |
178 |
| 100 |
0.9356 |
0.8750 |
0.0606 |
6.8% |
0.0028 |
0.3% |
17% |
False |
False |
150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9248 |
|
2.618 |
0.9101 |
|
1.618 |
0.9011 |
|
1.000 |
0.8955 |
|
0.618 |
0.8921 |
|
HIGH |
0.8865 |
|
0.618 |
0.8831 |
|
0.500 |
0.8820 |
|
0.382 |
0.8809 |
|
LOW |
0.8775 |
|
0.618 |
0.8719 |
|
1.000 |
0.8685 |
|
1.618 |
0.8629 |
|
2.618 |
0.8539 |
|
4.250 |
0.8393 |
|
|
| Fisher Pivots for day following 16-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8841 |
0.8843 |
| PP |
0.8831 |
0.8834 |
| S1 |
0.8820 |
0.8825 |
|