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CME Canadian Dollar Future June 2013


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Trading Metrics calculated at close of trading on 21-Dec-2012
Day Change Summary
Previous Current
20-Dec-2012 21-Dec-2012 Change Change % Previous Week
Open 1.0070 1.0056 -0.0014 -0.1% 1.0115
High 1.0088 1.0063 -0.0025 -0.2% 1.0120
Low 1.0069 1.0009 -0.0060 -0.6% 1.0009
Close 1.0088 1.0018 -0.0070 -0.7% 1.0018
Range 0.0019 0.0054 0.0035 184.2% 0.0111
ATR 0.0027 0.0031 0.0004 13.9% 0.0000
Volume 195 67 -128 -65.6% 356
Daily Pivots for day following 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0192 1.0159 1.0048
R3 1.0138 1.0105 1.0033
R2 1.0084 1.0084 1.0028
R1 1.0051 1.0051 1.0023 1.0041
PP 1.0030 1.0030 1.0030 1.0025
S1 0.9997 0.9997 1.0013 0.9987
S2 0.9976 0.9976 1.0008
S3 0.9922 0.9943 1.0003
S4 0.9868 0.9889 0.9988
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0382 1.0311 1.0079
R3 1.0271 1.0200 1.0049
R2 1.0160 1.0160 1.0038
R1 1.0089 1.0089 1.0028 1.0069
PP 1.0049 1.0049 1.0049 1.0039
S1 0.9978 0.9978 1.0008 0.9958
S2 0.9938 0.9938 0.9998
S3 0.9827 0.9867 0.9987
S4 0.9716 0.9756 0.9957
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0120 1.0009 0.0111 1.1% 0.0025 0.2% 8% False True 71
10 1.0131 1.0009 0.0122 1.2% 0.0021 0.2% 7% False True 87
20 1.0131 0.9997 0.0134 1.3% 0.0021 0.2% 16% False False 58
40 1.0131 0.9900 0.0231 2.3% 0.0021 0.2% 51% False False 52
60 1.0200 0.9900 0.0300 3.0% 0.0023 0.2% 39% False False 45
80 1.0254 0.9900 0.0354 3.5% 0.0022 0.2% 33% False False 42
100 1.0254 0.9845 0.0409 4.1% 0.0021 0.2% 42% False False 36
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.0293
2.618 1.0204
1.618 1.0150
1.000 1.0117
0.618 1.0096
HIGH 1.0063
0.618 1.0042
0.500 1.0036
0.382 1.0030
LOW 1.0009
0.618 0.9976
1.000 0.9955
1.618 0.9922
2.618 0.9868
4.250 0.9780
Fisher Pivots for day following 21-Dec-2012
Pivot 1 day 3 day
R1 1.0036 1.0055
PP 1.0030 1.0042
S1 1.0024 1.0030

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

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