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CME Canadian Dollar Future June 2013


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Trading Metrics calculated at close of trading on 06-Dec-2012
Day Change Summary
Previous Current
05-Dec-2012 06-Dec-2012 Change Change % Previous Week
Open 1.0029 1.0050 0.0021 0.2% 1.0025
High 1.0046 1.0053 0.0007 0.1% 1.0042
Low 1.0019 1.0040 0.0021 0.2% 0.9997
Close 1.0046 1.0040 -0.0006 -0.1% 1.0025
Range 0.0027 0.0013 -0.0014 -51.9% 0.0045
ATR 0.0031 0.0029 -0.0001 -4.1% 0.0000
Volume 28 23 -5 -17.9% 210
Daily Pivots for day following 06-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0083 1.0075 1.0047
R3 1.0070 1.0062 1.0044
R2 1.0057 1.0057 1.0042
R1 1.0049 1.0049 1.0041 1.0047
PP 1.0044 1.0044 1.0044 1.0043
S1 1.0036 1.0036 1.0039 1.0034
S2 1.0031 1.0031 1.0038
S3 1.0018 1.0023 1.0036
S4 1.0005 1.0010 1.0033
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 1.0053 1.0008 0.0045 0.4% 0.0015 0.2% 71% True False 16
10 1.0053 0.9980 0.0073 0.7% 0.0023 0.2% 82% True False 29
20 1.0053 0.9900 0.0153 1.5% 0.0021 0.2% 92% True False 52
40 1.0169 0.9900 0.0269 2.7% 0.0023 0.2% 52% False False 42
60 1.0254 0.9900 0.0354 3.5% 0.0022 0.2% 40% False False 36
80 1.0254 0.9900 0.0354 3.5% 0.0021 0.2% 40% False False 33
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook True
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0108
2.618 1.0087
1.618 1.0074
1.000 1.0066
0.618 1.0061
HIGH 1.0053
0.618 1.0048
0.500 1.0047
0.382 1.0045
LOW 1.0040
0.618 1.0032
1.000 1.0027
1.618 1.0019
2.618 1.0006
4.250 0.9985
Fisher Pivots for day following 06-Dec-2012
Pivot 1 day 3 day
R1 1.0047 1.0039
PP 1.0044 1.0037
S1 1.0042 1.0036

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

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