CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 23-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2014 |
23-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8871 |
0.8865 |
-0.0006 |
-0.1% |
0.8902 |
| High |
0.8906 |
0.8880 |
-0.0026 |
-0.3% |
0.8905 |
| Low |
0.8815 |
0.8846 |
0.0031 |
0.4% |
0.8750 |
| Close |
0.8867 |
0.8867 |
0.0000 |
0.0% |
0.8838 |
| Range |
0.0091 |
0.0034 |
-0.0057 |
-62.6% |
0.0155 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
86 |
385 |
299 |
347.7% |
1,385 |
|
| Daily Pivots for day following 23-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8966 |
0.8951 |
0.8886 |
|
| R3 |
0.8932 |
0.8917 |
0.8876 |
|
| R2 |
0.8898 |
0.8898 |
0.8873 |
|
| R1 |
0.8883 |
0.8883 |
0.8870 |
0.8891 |
| PP |
0.8864 |
0.8864 |
0.8864 |
0.8868 |
| S1 |
0.8849 |
0.8849 |
0.8864 |
0.8857 |
| S2 |
0.8830 |
0.8830 |
0.8861 |
|
| S3 |
0.8796 |
0.8815 |
0.8858 |
|
| S4 |
0.8762 |
0.8781 |
0.8848 |
|
|
| 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 |
0.8906 |
0.8815 |
0.0091 |
1.0% |
0.0051 |
0.6% |
57% |
False |
False |
225 |
| 10 |
0.8925 |
0.8750 |
0.0175 |
2.0% |
0.0064 |
0.7% |
67% |
False |
False |
236 |
| 20 |
0.8995 |
0.8750 |
0.0245 |
2.8% |
0.0067 |
0.8% |
48% |
False |
False |
414 |
| 40 |
0.9205 |
0.8750 |
0.0455 |
5.1% |
0.0059 |
0.7% |
26% |
False |
False |
343 |
| 60 |
0.9205 |
0.8750 |
0.0455 |
5.1% |
0.0044 |
0.5% |
26% |
False |
False |
243 |
| 80 |
0.9356 |
0.8750 |
0.0606 |
6.8% |
0.0036 |
0.4% |
19% |
False |
False |
191 |
| 100 |
0.9356 |
0.8750 |
0.0606 |
6.8% |
0.0030 |
0.3% |
19% |
False |
False |
160 |
| 120 |
0.9356 |
0.8750 |
0.0606 |
6.8% |
0.0027 |
0.3% |
19% |
False |
False |
136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9025 |
|
2.618 |
0.8969 |
|
1.618 |
0.8935 |
|
1.000 |
0.8914 |
|
0.618 |
0.8901 |
|
HIGH |
0.8880 |
|
0.618 |
0.8867 |
|
0.500 |
0.8863 |
|
0.382 |
0.8859 |
|
LOW |
0.8846 |
|
0.618 |
0.8825 |
|
1.000 |
0.8812 |
|
1.618 |
0.8791 |
|
2.618 |
0.8757 |
|
4.250 |
0.8702 |
|
|
| Fisher Pivots for day following 23-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8866 |
0.8865 |
| PP |
0.8864 |
0.8863 |
| S1 |
0.8863 |
0.8861 |
|