CME Canadian Dollar Future June 2013


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Trading Metrics calculated at close of trading on 27-Feb-2013
Day Change Summary
Previous Current
26-Feb-2013 27-Feb-2013 Change Change % Previous Week
Open 0.9724 0.9723 -0.0001 0.0% 0.9901
High 0.9738 0.9753 0.0015 0.2% 0.9910
Low 0.9685 0.9708 0.0023 0.2% 0.9728
Close 0.9723 0.9748 0.0025 0.3% 0.9750
Range 0.0053 0.0045 -0.0008 -15.1% 0.0182
ATR 0.0051 0.0051 0.0000 -0.8% 0.0000
Volume 1,528 1,103 -425 -27.8% 3,613
Daily Pivots for day following 27-Feb-2013
Classic Woodie Camarilla DeMark
R4 0.9871 0.9855 0.9773
R3 0.9826 0.9810 0.9760
R2 0.9781 0.9781 0.9756
R1 0.9765 0.9765 0.9752 0.9773
PP 0.9736 0.9736 0.9736 0.9741
S1 0.9720 0.9720 0.9744 0.9728
S2 0.9691 0.9691 0.9740
S3 0.9646 0.9675 0.9736
S4 0.9601 0.9630 0.9723
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0342 1.0228 0.9850
R3 1.0160 1.0046 0.9800
R2 0.9978 0.9978 0.9783
R1 0.9864 0.9864 0.9767 0.9830
PP 0.9796 0.9796 0.9796 0.9779
S1 0.9682 0.9682 0.9733 0.9648
S2 0.9614 0.9614 0.9717
S3 0.9432 0.9500 0.9700
S4 0.9250 0.9318 0.9650
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9818 0.9685 0.0133 1.4% 0.0055 0.6% 47% False False 1,229
10 0.9972 0.9685 0.0287 2.9% 0.0052 0.5% 22% False False 845
20 1.0035 0.9685 0.0350 3.6% 0.0051 0.5% 18% False False 576
40 1.0151 0.9685 0.0466 4.8% 0.0046 0.5% 14% False False 472
60 1.0151 0.9685 0.0466 4.8% 0.0038 0.4% 14% False False 337
80 1.0151 0.9685 0.0466 4.8% 0.0034 0.4% 14% False False 267
100 1.0200 0.9685 0.0515 5.3% 0.0033 0.3% 12% False False 219
120 1.0254 0.9685 0.0569 5.8% 0.0031 0.3% 11% False False 187
Crabel Price Patterns
NR True
NR4 True
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 False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9944
2.618 0.9871
1.618 0.9826
1.000 0.9798
0.618 0.9781
HIGH 0.9753
0.618 0.9736
0.500 0.9731
0.382 0.9725
LOW 0.9708
0.618 0.9680
1.000 0.9663
1.618 0.9635
2.618 0.9590
4.250 0.9517
Fisher Pivots for day following 27-Feb-2013
Pivot 1 day 3 day
R1 0.9742 0.9739
PP 0.9736 0.9731
S1 0.9731 0.9722

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

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