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CME Canadian Dollar Future June 2013


Show Legacy Chart
Trading Metrics calculated at close of trading on 27-Dec-2012
Day Change Summary
Previous Current
26-Dec-2012 27-Dec-2012 Change Change % Previous Week
Open 1.0028 1.0052 0.0024 0.2% 1.0115
High 1.0043 1.0052 0.0009 0.1% 1.0120
Low 1.0017 1.0008 -0.0009 -0.1% 1.0009
Close 1.0018 1.0012 -0.0006 -0.1% 1.0018
Range 0.0026 0.0044 0.0018 69.2% 0.0111
ATR 0.0031 0.0032 0.0001 2.9% 0.0000
Volume 47 41 -6 -12.8% 356
Daily Pivots for day following 27-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0156 1.0128 1.0036
R3 1.0112 1.0084 1.0024
R2 1.0068 1.0068 1.0020
R1 1.0040 1.0040 1.0016 1.0032
PP 1.0024 1.0024 1.0024 1.0020
S1 0.9996 0.9996 1.0008 0.9988
S2 0.9980 0.9980 1.0004
S3 0.9936 0.9952 1.0000
S4 0.9892 0.9908 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 1.0088 1.0008 0.0080 0.8% 0.0033 0.3% 5% False True 113
10 1.0131 1.0008 0.0123 1.2% 0.0024 0.2% 3% False True 73
20 1.0131 1.0008 0.0123 1.2% 0.0022 0.2% 3% False True 66
40 1.0131 0.9900 0.0231 2.3% 0.0023 0.2% 48% False False 59
60 1.0200 0.9900 0.0300 3.0% 0.0024 0.2% 37% False False 49
80 1.0254 0.9900 0.0354 3.5% 0.0023 0.2% 32% False False 43
100 1.0254 0.9900 0.0354 3.5% 0.0021 0.2% 32% False False 39
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0239
2.618 1.0167
1.618 1.0123
1.000 1.0096
0.618 1.0079
HIGH 1.0052
0.618 1.0035
0.500 1.0030
0.382 1.0025
LOW 1.0008
0.618 0.9981
1.000 0.9964
1.618 0.9937
2.618 0.9893
4.250 0.9821
Fisher Pivots for day following 27-Dec-2012
Pivot 1 day 3 day
R1 1.0030 1.0032
PP 1.0024 1.0025
S1 1.0018 1.0019

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

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