CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 17-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2014 |
17-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8854 |
0.8853 |
-0.0001 |
0.0% |
0.8902 |
| High |
0.8865 |
0.8883 |
0.0018 |
0.2% |
0.8905 |
| Low |
0.8775 |
0.8835 |
0.0060 |
0.7% |
0.8750 |
| Close |
0.8852 |
0.8838 |
-0.0014 |
-0.2% |
0.8838 |
| Range |
0.0090 |
0.0048 |
-0.0042 |
-46.7% |
0.0155 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
264 |
385 |
121 |
45.8% |
1,385 |
|
| Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8996 |
0.8965 |
0.8864 |
|
| R3 |
0.8948 |
0.8917 |
0.8851 |
|
| R2 |
0.8900 |
0.8900 |
0.8847 |
|
| R1 |
0.8869 |
0.8869 |
0.8842 |
0.8861 |
| PP |
0.8852 |
0.8852 |
0.8852 |
0.8848 |
| S1 |
0.8821 |
0.8821 |
0.8834 |
0.8813 |
| S2 |
0.8804 |
0.8804 |
0.8829 |
|
| S3 |
0.8756 |
0.8773 |
0.8825 |
|
| S4 |
0.8708 |
0.8725 |
0.8812 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9296 |
0.9222 |
0.8923 |
|
| R3 |
0.9141 |
0.9067 |
0.8881 |
|
| R2 |
0.8986 |
0.8986 |
0.8866 |
|
| R1 |
0.8912 |
0.8912 |
0.8852 |
0.8872 |
| PP |
0.8831 |
0.8831 |
0.8831 |
0.8811 |
| S1 |
0.8757 |
0.8757 |
0.8824 |
0.8717 |
| S2 |
0.8676 |
0.8676 |
0.8810 |
|
| S3 |
0.8521 |
0.8602 |
0.8795 |
|
| S4 |
0.8366 |
0.8447 |
0.8753 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8905 |
0.8750 |
0.0155 |
1.8% |
0.0075 |
0.9% |
57% |
False |
False |
277 |
| 10 |
0.8987 |
0.8750 |
0.0237 |
2.7% |
0.0076 |
0.9% |
37% |
False |
False |
282 |
| 20 |
0.9113 |
0.8750 |
0.0363 |
4.1% |
0.0070 |
0.8% |
24% |
False |
False |
426 |
| 40 |
0.9205 |
0.8750 |
0.0455 |
5.1% |
0.0056 |
0.6% |
19% |
False |
False |
329 |
| 60 |
0.9230 |
0.8750 |
0.0480 |
5.4% |
0.0042 |
0.5% |
18% |
False |
False |
232 |
| 80 |
0.9356 |
0.8750 |
0.0606 |
6.9% |
0.0034 |
0.4% |
15% |
False |
False |
183 |
| 100 |
0.9356 |
0.8750 |
0.0606 |
6.9% |
0.0029 |
0.3% |
15% |
False |
False |
154 |
| 120 |
0.9356 |
0.8750 |
0.0606 |
6.9% |
0.0025 |
0.3% |
15% |
False |
False |
129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9087 |
|
2.618 |
0.9009 |
|
1.618 |
0.8961 |
|
1.000 |
0.8931 |
|
0.618 |
0.8913 |
|
HIGH |
0.8883 |
|
0.618 |
0.8865 |
|
0.500 |
0.8859 |
|
0.382 |
0.8853 |
|
LOW |
0.8835 |
|
0.618 |
0.8805 |
|
1.000 |
0.8787 |
|
1.618 |
0.8757 |
|
2.618 |
0.8709 |
|
4.250 |
0.8631 |
|
|
| Fisher Pivots for day following 17-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8859 |
0.8831 |
| PP |
0.8852 |
0.8824 |
| S1 |
0.8845 |
0.8817 |
|