CME Canadian Dollar Future March 2015
Trading Metrics calculated at close of trading on 28-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2014 |
28-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
0.8883 |
0.8857 |
-0.0026 |
-0.3% |
0.8827 |
High |
0.8883 |
0.8923 |
0.0040 |
0.5% |
0.8906 |
Low |
0.8854 |
0.8856 |
0.0002 |
0.0% |
0.8815 |
Close |
0.8867 |
0.8906 |
0.0039 |
0.4% |
0.8872 |
Range |
0.0029 |
0.0067 |
0.0038 |
131.0% |
0.0091 |
ATR |
0.0059 |
0.0059 |
0.0001 |
1.0% |
0.0000 |
Volume |
224 |
71 |
-153 |
-68.3% |
861 |
|
Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9096 |
0.9068 |
0.8943 |
|
R3 |
0.9029 |
0.9001 |
0.8924 |
|
R2 |
0.8962 |
0.8962 |
0.8918 |
|
R1 |
0.8934 |
0.8934 |
0.8912 |
0.8948 |
PP |
0.8895 |
0.8895 |
0.8895 |
0.8902 |
S1 |
0.8867 |
0.8867 |
0.8900 |
0.8881 |
S2 |
0.8828 |
0.8828 |
0.8894 |
|
S3 |
0.8761 |
0.8800 |
0.8888 |
|
S4 |
0.8694 |
0.8733 |
0.8869 |
|
|
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 |
0.8923 |
0.8815 |
0.0108 |
1.2% |
0.0050 |
0.6% |
84% |
True |
False |
176 |
10 |
0.8923 |
0.8750 |
0.0173 |
1.9% |
0.0060 |
0.7% |
90% |
True |
False |
199 |
20 |
0.8995 |
0.8750 |
0.0245 |
2.8% |
0.0066 |
0.7% |
64% |
False |
False |
393 |
40 |
0.9187 |
0.8750 |
0.0437 |
4.9% |
0.0060 |
0.7% |
36% |
False |
False |
347 |
60 |
0.9205 |
0.8750 |
0.0455 |
5.1% |
0.0046 |
0.5% |
34% |
False |
False |
249 |
80 |
0.9337 |
0.8750 |
0.0587 |
6.6% |
0.0037 |
0.4% |
27% |
False |
False |
196 |
100 |
0.9356 |
0.8750 |
0.0606 |
6.8% |
0.0031 |
0.4% |
26% |
False |
False |
164 |
120 |
0.9356 |
0.8750 |
0.0606 |
6.8% |
0.0028 |
0.3% |
26% |
False |
False |
139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9208 |
2.618 |
0.9098 |
1.618 |
0.9031 |
1.000 |
0.8990 |
0.618 |
0.8964 |
HIGH |
0.8923 |
0.618 |
0.8897 |
0.500 |
0.8890 |
0.382 |
0.8882 |
LOW |
0.8856 |
0.618 |
0.8815 |
1.000 |
0.8789 |
1.618 |
0.8748 |
2.618 |
0.8681 |
4.250 |
0.8571 |
|
|
Fisher Pivots for day following 28-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8901 |
0.8900 |
PP |
0.8895 |
0.8894 |
S1 |
0.8890 |
0.8889 |
|