CME Canadian Dollar Future June 2013


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Trading Metrics calculated at close of trading on 11-Dec-2012
Day Change Summary
Previous Current
10-Dec-2012 11-Dec-2012 Change Change % Previous Week
Open 1.0085 1.0098 0.0013 0.1% 1.0032
High 1.0091 1.0098 0.0007 0.1% 1.0080
Low 1.0075 1.0090 0.0015 0.1% 1.0008
Close 1.0087 1.0094 0.0007 0.1% 1.0060
Range 0.0016 0.0008 -0.0008 -50.0% 0.0072
ATR 0.0031 0.0029 -0.0001 -4.6% 0.0000
Volume 302 53 -249 -82.5% 85
Daily Pivots for day following 11-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0118 1.0114 1.0098
R3 1.0110 1.0106 1.0096
R2 1.0102 1.0102 1.0095
R1 1.0098 1.0098 1.0095 1.0096
PP 1.0094 1.0094 1.0094 1.0093
S1 1.0090 1.0090 1.0093 1.0088
S2 1.0086 1.0086 1.0093
S3 1.0078 1.0082 1.0092
S4 1.0070 1.0074 1.0090
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0265 1.0235 1.0100
R3 1.0193 1.0163 1.0080
R2 1.0121 1.0121 1.0073
R1 1.0091 1.0091 1.0067 1.0106
PP 1.0049 1.0049 1.0049 1.0057
S1 1.0019 1.0019 1.0053 1.0034
S2 0.9977 0.9977 1.0047
S3 0.9905 0.9947 1.0040
S4 0.9833 0.9875 1.0020
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0098 1.0019 0.0079 0.8% 0.0023 0.2% 95% True False 87
10 1.0098 1.0008 0.0090 0.9% 0.0019 0.2% 96% True False 60
20 1.0098 0.9900 0.0198 2.0% 0.0020 0.2% 98% True False 58
40 1.0169 0.9900 0.0269 2.7% 0.0025 0.2% 72% False False 47
60 1.0200 0.9900 0.0300 3.0% 0.0022 0.2% 65% False False 40
80 1.0254 0.9900 0.0354 3.5% 0.0022 0.2% 55% False False 37
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0132
2.618 1.0119
1.618 1.0111
1.000 1.0106
0.618 1.0103
HIGH 1.0098
0.618 1.0095
0.500 1.0094
0.382 1.0093
LOW 1.0090
0.618 1.0085
1.000 1.0082
1.618 1.0077
2.618 1.0069
4.250 1.0056
Fisher Pivots for day following 11-Dec-2012
Pivot 1 day 3 day
R1 1.0094 1.0084
PP 1.0094 1.0074
S1 1.0094 1.0064

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

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