CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 31-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2014 |
31-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8909 |
0.8905 |
-0.0004 |
0.0% |
0.8883 |
| High |
0.8921 |
0.8908 |
-0.0013 |
-0.1% |
0.8955 |
| Low |
0.8888 |
0.8798 |
-0.0090 |
-1.0% |
0.8798 |
| Close |
0.8903 |
0.8839 |
-0.0064 |
-0.7% |
0.8839 |
| Range |
0.0033 |
0.0110 |
0.0077 |
233.3% |
0.0157 |
| ATR |
0.0058 |
0.0062 |
0.0004 |
6.3% |
0.0000 |
| Volume |
773 |
136 |
-637 |
-82.4% |
1,347 |
|
| Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9178 |
0.9119 |
0.8900 |
|
| R3 |
0.9068 |
0.9009 |
0.8869 |
|
| R2 |
0.8958 |
0.8958 |
0.8859 |
|
| R1 |
0.8899 |
0.8899 |
0.8849 |
0.8874 |
| PP |
0.8848 |
0.8848 |
0.8848 |
0.8836 |
| S1 |
0.8789 |
0.8789 |
0.8829 |
0.8764 |
| S2 |
0.8738 |
0.8738 |
0.8819 |
|
| S3 |
0.8628 |
0.8679 |
0.8809 |
|
| S4 |
0.8518 |
0.8569 |
0.8779 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9335 |
0.9244 |
0.8925 |
|
| R3 |
0.9178 |
0.9087 |
0.8882 |
|
| R2 |
0.9021 |
0.9021 |
0.8868 |
|
| R1 |
0.8930 |
0.8930 |
0.8853 |
0.8897 |
| PP |
0.8864 |
0.8864 |
0.8864 |
0.8848 |
| S1 |
0.8773 |
0.8773 |
0.8825 |
0.8740 |
| S2 |
0.8707 |
0.8707 |
0.8810 |
|
| S3 |
0.8550 |
0.8616 |
0.8796 |
|
| S4 |
0.8393 |
0.8459 |
0.8753 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8955 |
0.8798 |
0.0157 |
1.8% |
0.0062 |
0.7% |
26% |
False |
True |
269 |
| 10 |
0.8955 |
0.8798 |
0.0157 |
1.8% |
0.0055 |
0.6% |
26% |
False |
True |
220 |
| 20 |
0.8987 |
0.8750 |
0.0237 |
2.7% |
0.0066 |
0.7% |
38% |
False |
False |
251 |
| 40 |
0.9145 |
0.8750 |
0.0395 |
4.5% |
0.0063 |
0.7% |
23% |
False |
False |
367 |
| 60 |
0.9205 |
0.8750 |
0.0455 |
5.1% |
0.0049 |
0.6% |
20% |
False |
False |
265 |
| 80 |
0.9300 |
0.8750 |
0.0550 |
6.2% |
0.0039 |
0.4% |
16% |
False |
False |
206 |
| 100 |
0.9356 |
0.8750 |
0.0606 |
6.9% |
0.0034 |
0.4% |
15% |
False |
False |
173 |
| 120 |
0.9356 |
0.8750 |
0.0606 |
6.9% |
0.0029 |
0.3% |
15% |
False |
False |
147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9376 |
|
2.618 |
0.9196 |
|
1.618 |
0.9086 |
|
1.000 |
0.9018 |
|
0.618 |
0.8976 |
|
HIGH |
0.8908 |
|
0.618 |
0.8866 |
|
0.500 |
0.8853 |
|
0.382 |
0.8840 |
|
LOW |
0.8798 |
|
0.618 |
0.8730 |
|
1.000 |
0.8688 |
|
1.618 |
0.8620 |
|
2.618 |
0.8510 |
|
4.250 |
0.8331 |
|
|
| Fisher Pivots for day following 31-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8853 |
0.8877 |
| PP |
0.8848 |
0.8864 |
| S1 |
0.8844 |
0.8852 |
|