CME Canadian Dollar Future June 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 |
0.8884 |
0.8843 |
-0.0041 |
-0.5% |
0.8836 |
High |
0.8892 |
0.8843 |
-0.0049 |
-0.6% |
0.8928 |
Low |
0.8874 |
0.8800 |
-0.0074 |
-0.8% |
0.8800 |
Close |
0.8881 |
0.8818 |
-0.0063 |
-0.7% |
0.8818 |
Range |
0.0018 |
0.0043 |
0.0025 |
138.9% |
0.0128 |
ATR |
0.0042 |
0.0045 |
0.0003 |
6.7% |
0.0000 |
Volume |
55 |
21 |
-34 |
-61.8% |
129 |
|
Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8949 |
0.8927 |
0.8842 |
|
R3 |
0.8906 |
0.8884 |
0.8830 |
|
R2 |
0.8863 |
0.8863 |
0.8826 |
|
R1 |
0.8841 |
0.8841 |
0.8822 |
0.8831 |
PP |
0.8820 |
0.8820 |
0.8820 |
0.8815 |
S1 |
0.8798 |
0.8798 |
0.8814 |
0.8788 |
S2 |
0.8777 |
0.8777 |
0.8810 |
|
S3 |
0.8734 |
0.8755 |
0.8806 |
|
S4 |
0.8691 |
0.8712 |
0.8794 |
|
|
Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9233 |
0.9153 |
0.8888 |
|
R3 |
0.9105 |
0.9025 |
0.8853 |
|
R2 |
0.8977 |
0.8977 |
0.8841 |
|
R1 |
0.8897 |
0.8897 |
0.8830 |
0.8873 |
PP |
0.8849 |
0.8849 |
0.8849 |
0.8837 |
S1 |
0.8769 |
0.8769 |
0.8806 |
0.8745 |
S2 |
0.8721 |
0.8721 |
0.8795 |
|
S3 |
0.8593 |
0.8641 |
0.8783 |
|
S4 |
0.8465 |
0.8513 |
0.8748 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8928 |
0.8800 |
0.0128 |
1.5% |
0.0031 |
0.4% |
14% |
False |
True |
25 |
10 |
0.8928 |
0.8800 |
0.0128 |
1.5% |
0.0033 |
0.4% |
14% |
False |
True |
44 |
20 |
0.8961 |
0.8761 |
0.0200 |
2.3% |
0.0039 |
0.4% |
29% |
False |
False |
42 |
40 |
0.9120 |
0.8761 |
0.0359 |
4.1% |
0.0032 |
0.4% |
16% |
False |
False |
31 |
60 |
0.9161 |
0.8761 |
0.0400 |
4.5% |
0.0022 |
0.3% |
14% |
False |
False |
23 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9026 |
2.618 |
0.8956 |
1.618 |
0.8913 |
1.000 |
0.8886 |
0.618 |
0.8870 |
HIGH |
0.8843 |
0.618 |
0.8827 |
0.500 |
0.8822 |
0.382 |
0.8816 |
LOW |
0.8800 |
0.618 |
0.8773 |
1.000 |
0.8757 |
1.618 |
0.8730 |
2.618 |
0.8687 |
4.250 |
0.8617 |
|
|
Fisher Pivots for day following 31-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8822 |
0.8864 |
PP |
0.8820 |
0.8849 |
S1 |
0.8819 |
0.8833 |
|