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CME Canadian Dollar Future June 2013


Show Legacy Chart
Trading Metrics calculated at close of trading on 20-Sep-2012
Day Change Summary
Previous Current
19-Sep-2012 20-Sep-2012 Change Change % Previous Week
Open 1.0197 1.0132 -0.0065 -0.6% 1.0168
High 1.0197 1.0171 -0.0026 -0.3% 1.0254
Low 1.0188 1.0127 -0.0061 -0.6% 1.0155
Close 1.0193 1.0171 -0.0022 -0.2% 1.0232
Range 0.0009 0.0044 0.0035 388.9% 0.0099
ATR 0.0034 0.0037 0.0002 6.5% 0.0000
Volume 37 26 -11 -29.7% 173
Daily Pivots for day following 20-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0288 1.0274 1.0195
R3 1.0244 1.0230 1.0183
R2 1.0200 1.0200 1.0179
R1 1.0186 1.0186 1.0175 1.0193
PP 1.0156 1.0156 1.0156 1.0160
S1 1.0142 1.0142 1.0167 1.0149
S2 1.0112 1.0112 1.0163
S3 1.0068 1.0098 1.0159
S4 1.0024 1.0054 1.0147
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0511 1.0470 1.0286
R3 1.0412 1.0371 1.0259
R2 1.0313 1.0313 1.0250
R1 1.0272 1.0272 1.0241 1.0293
PP 1.0214 1.0214 1.0214 1.0224
S1 1.0173 1.0173 1.0223 1.0194
S2 1.0115 1.0115 1.0214
S3 1.0016 1.0074 1.0205
S4 0.9917 0.9975 1.0178
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0232 1.0127 0.0105 1.0% 0.0013 0.1% 42% False True 47
10 1.0254 1.0127 0.0127 1.2% 0.0024 0.2% 35% False True 32
20 1.0254 0.9992 0.0262 2.6% 0.0020 0.2% 68% False False 30
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0358
2.618 1.0286
1.618 1.0242
1.000 1.0215
0.618 1.0198
HIGH 1.0171
0.618 1.0154
0.500 1.0149
0.382 1.0144
LOW 1.0127
0.618 1.0100
1.000 1.0083
1.618 1.0056
2.618 1.0012
4.250 0.9940
Fisher Pivots for day following 20-Sep-2012
Pivot 1 day 3 day
R1 1.0164 1.0168
PP 1.0156 1.0165
S1 1.0149 1.0162

These figures are updated between 7pm and 10pm EST after a trading day.

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