CME Canadian Dollar Future June 2013


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Trading Metrics calculated at close of trading on 05-Dec-2012
Day Change Summary
Previous Current
04-Dec-2012 05-Dec-2012 Change Change % Previous Week
Open 1.0033 1.0029 -0.0004 0.0% 1.0025
High 1.0033 1.0046 0.0013 0.1% 1.0042
Low 1.0026 1.0019 -0.0007 -0.1% 0.9997
Close 1.0029 1.0046 0.0017 0.2% 1.0025
Range 0.0007 0.0027 0.0020 285.7% 0.0045
ATR 0.0031 0.0031 0.0000 -0.9% 0.0000
Volume 2 28 26 1,300.0% 210
Daily Pivots for day following 05-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0118 1.0109 1.0061
R3 1.0091 1.0082 1.0053
R2 1.0064 1.0064 1.0051
R1 1.0055 1.0055 1.0048 1.0060
PP 1.0037 1.0037 1.0037 1.0039
S1 1.0028 1.0028 1.0044 1.0033
S2 1.0010 1.0010 1.0041
S3 0.9983 1.0001 1.0039
S4 0.9956 0.9974 1.0031
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0156 1.0136 1.0050
R3 1.0111 1.0091 1.0037
R2 1.0066 1.0066 1.0033
R1 1.0046 1.0046 1.0029 1.0048
PP 1.0021 1.0021 1.0021 1.0022
S1 1.0001 1.0001 1.0021 1.0003
S2 0.9976 0.9976 1.0017
S3 0.9931 0.9956 1.0013
S4 0.9886 0.9911 1.0000
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0046 1.0008 0.0038 0.4% 0.0014 0.1% 100% True False 20
10 1.0046 0.9974 0.0072 0.7% 0.0023 0.2% 100% True False 28
20 1.0055 0.9900 0.0155 1.5% 0.0024 0.2% 94% False False 51
40 1.0169 0.9900 0.0269 2.7% 0.0024 0.2% 54% False False 41
60 1.0254 0.9900 0.0354 3.5% 0.0023 0.2% 41% False False 36
80 1.0254 0.9900 0.0354 3.5% 0.0021 0.2% 41% False False 32
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0161
2.618 1.0117
1.618 1.0090
1.000 1.0073
0.618 1.0063
HIGH 1.0046
0.618 1.0036
0.500 1.0033
0.382 1.0029
LOW 1.0019
0.618 1.0002
1.000 0.9992
1.618 0.9975
2.618 0.9948
4.250 0.9904
Fisher Pivots for day following 05-Dec-2012
Pivot 1 day 3 day
R1 1.0042 1.0040
PP 1.0037 1.0033
S1 1.0033 1.0027

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

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