CME Canadian Dollar Future March 2015
Trading Metrics calculated at close of trading on 27-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2014 |
27-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
0.8878 |
0.8883 |
0.0005 |
0.1% |
0.8827 |
High |
0.8895 |
0.8883 |
-0.0012 |
-0.1% |
0.8906 |
Low |
0.8864 |
0.8854 |
-0.0010 |
-0.1% |
0.8815 |
Close |
0.8872 |
0.8867 |
-0.0005 |
-0.1% |
0.8872 |
Range |
0.0031 |
0.0029 |
-0.0002 |
-6.5% |
0.0091 |
ATR |
0.0061 |
0.0059 |
-0.0002 |
-3.7% |
0.0000 |
Volume |
118 |
224 |
106 |
89.8% |
861 |
|
Daily Pivots for day following 27-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8955 |
0.8940 |
0.8883 |
|
R3 |
0.8926 |
0.8911 |
0.8875 |
|
R2 |
0.8897 |
0.8897 |
0.8872 |
|
R1 |
0.8882 |
0.8882 |
0.8870 |
0.8875 |
PP |
0.8868 |
0.8868 |
0.8868 |
0.8865 |
S1 |
0.8853 |
0.8853 |
0.8864 |
0.8846 |
S2 |
0.8839 |
0.8839 |
0.8862 |
|
S3 |
0.8810 |
0.8824 |
0.8859 |
|
S4 |
0.8781 |
0.8795 |
0.8851 |
|
|
Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9137 |
0.9096 |
0.8922 |
|
R3 |
0.9046 |
0.9005 |
0.8897 |
|
R2 |
0.8955 |
0.8955 |
0.8889 |
|
R1 |
0.8914 |
0.8914 |
0.8880 |
0.8935 |
PP |
0.8864 |
0.8864 |
0.8864 |
0.8875 |
S1 |
0.8823 |
0.8823 |
0.8864 |
0.8844 |
S2 |
0.8773 |
0.8773 |
0.8855 |
|
S3 |
0.8682 |
0.8732 |
0.8847 |
|
S4 |
0.8591 |
0.8641 |
0.8822 |
|
|
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% |
0.0050 |
0.6% |
57% |
False |
False |
191 |
10 |
0.8906 |
0.8750 |
0.0156 |
1.8% |
0.0062 |
0.7% |
75% |
False |
False |
213 |
20 |
0.8995 |
0.8750 |
0.0245 |
2.8% |
0.0065 |
0.7% |
48% |
False |
False |
404 |
40 |
0.9187 |
0.8750 |
0.0437 |
4.9% |
0.0059 |
0.7% |
27% |
False |
False |
345 |
60 |
0.9205 |
0.8750 |
0.0455 |
5.1% |
0.0045 |
0.5% |
26% |
False |
False |
248 |
80 |
0.9337 |
0.8750 |
0.0587 |
6.6% |
0.0036 |
0.4% |
20% |
False |
False |
195 |
100 |
0.9356 |
0.8750 |
0.0606 |
6.8% |
0.0031 |
0.3% |
19% |
False |
False |
163 |
120 |
0.9356 |
0.8750 |
0.0606 |
6.8% |
0.0027 |
0.3% |
19% |
False |
False |
138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9006 |
2.618 |
0.8959 |
1.618 |
0.8930 |
1.000 |
0.8912 |
0.618 |
0.8901 |
HIGH |
0.8883 |
0.618 |
0.8872 |
0.500 |
0.8869 |
0.382 |
0.8865 |
LOW |
0.8854 |
0.618 |
0.8836 |
1.000 |
0.8825 |
1.618 |
0.8807 |
2.618 |
0.8778 |
4.250 |
0.8731 |
|
|
Fisher Pivots for day following 27-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8869 |
0.8871 |
PP |
0.8868 |
0.8869 |
S1 |
0.8868 |
0.8868 |
|