CME Canadian Dollar Future March 2015
Trading Metrics calculated at close of trading on 21-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2014 |
21-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
0.8827 |
0.8826 |
-0.0001 |
0.0% |
0.8902 |
High |
0.8841 |
0.8890 |
0.0049 |
0.6% |
0.8905 |
Low |
0.8823 |
0.8825 |
0.0002 |
0.0% |
0.8750 |
Close |
0.8828 |
0.8874 |
0.0046 |
0.5% |
0.8838 |
Range |
0.0018 |
0.0065 |
0.0047 |
261.1% |
0.0155 |
ATR |
0.0063 |
0.0063 |
0.0000 |
0.2% |
0.0000 |
Volume |
130 |
142 |
12 |
9.2% |
1,385 |
|
Daily Pivots for day following 21-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9058 |
0.9031 |
0.8910 |
|
R3 |
0.8993 |
0.8966 |
0.8892 |
|
R2 |
0.8928 |
0.8928 |
0.8886 |
|
R1 |
0.8901 |
0.8901 |
0.8880 |
0.8915 |
PP |
0.8863 |
0.8863 |
0.8863 |
0.8870 |
S1 |
0.8836 |
0.8836 |
0.8868 |
0.8850 |
S2 |
0.8798 |
0.8798 |
0.8862 |
|
S3 |
0.8733 |
0.8771 |
0.8856 |
|
S4 |
0.8668 |
0.8706 |
0.8838 |
|
|
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 |
0.8890 |
0.8750 |
0.0140 |
1.6% |
0.0069 |
0.8% |
89% |
True |
False |
222 |
10 |
0.8987 |
0.8750 |
0.0237 |
2.7% |
0.0069 |
0.8% |
52% |
False |
False |
259 |
20 |
0.9008 |
0.8750 |
0.0258 |
2.9% |
0.0065 |
0.7% |
48% |
False |
False |
409 |
40 |
0.9205 |
0.8750 |
0.0455 |
5.1% |
0.0058 |
0.7% |
27% |
False |
False |
335 |
60 |
0.9205 |
0.8750 |
0.0455 |
5.1% |
0.0043 |
0.5% |
27% |
False |
False |
235 |
80 |
0.9356 |
0.8750 |
0.0606 |
6.8% |
0.0034 |
0.4% |
20% |
False |
False |
186 |
100 |
0.9356 |
0.8750 |
0.0606 |
6.8% |
0.0029 |
0.3% |
20% |
False |
False |
156 |
120 |
0.9356 |
0.8750 |
0.0606 |
6.8% |
0.0026 |
0.3% |
20% |
False |
False |
132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9166 |
2.618 |
0.9060 |
1.618 |
0.8995 |
1.000 |
0.8955 |
0.618 |
0.8930 |
HIGH |
0.8890 |
0.618 |
0.8865 |
0.500 |
0.8858 |
0.382 |
0.8850 |
LOW |
0.8825 |
0.618 |
0.8785 |
1.000 |
0.8760 |
1.618 |
0.8720 |
2.618 |
0.8655 |
4.250 |
0.8549 |
|
|
Fisher Pivots for day following 21-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8869 |
0.8868 |
PP |
0.8863 |
0.8862 |
S1 |
0.8858 |
0.8857 |
|