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CME Canadian Dollar Future June 2013


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Trading Metrics calculated at close of trading on 04-Jun-2013
Day Change Summary
Previous Current
03-Jun-2013 04-Jun-2013 Change Change % Previous Week
Open 0.9647 0.9725 0.0078 0.8% 0.9691
High 0.9742 0.9727 -0.0015 -0.2% 0.9709
Low 0.9635 0.9648 0.0013 0.1% 0.9591
Close 0.9727 0.9661 -0.0066 -0.7% 0.9642
Range 0.0107 0.0079 -0.0028 -26.2% 0.0118
ATR 0.0077 0.0077 0.0000 0.2% 0.0000
Volume 86,221 67,886 -18,335 -21.3% 344,478
Daily Pivots for day following 04-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9916 0.9867 0.9704
R3 0.9837 0.9788 0.9683
R2 0.9758 0.9758 0.9675
R1 0.9709 0.9709 0.9668 0.9694
PP 0.9679 0.9679 0.9679 0.9671
S1 0.9630 0.9630 0.9654 0.9615
S2 0.9600 0.9600 0.9647
S3 0.9521 0.9551 0.9639
S4 0.9442 0.9472 0.9618
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 1.0001 0.9940 0.9707
R3 0.9883 0.9822 0.9674
R2 0.9765 0.9765 0.9664
R1 0.9704 0.9704 0.9653 0.9676
PP 0.9647 0.9647 0.9647 0.9633
S1 0.9586 0.9586 0.9631 0.9558
S2 0.9529 0.9529 0.9620
S3 0.9411 0.9468 0.9610
S4 0.9293 0.9350 0.9577
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9742 0.9591 0.0151 1.6% 0.0086 0.9% 46% False False 82,769
10 0.9772 0.9591 0.0181 1.9% 0.0089 0.9% 39% False False 88,258
20 0.9977 0.9591 0.0386 4.0% 0.0081 0.8% 18% False False 82,962
40 0.9977 0.9591 0.0386 4.0% 0.0068 0.7% 18% False False 74,912
60 0.9977 0.9591 0.0386 4.0% 0.0062 0.6% 18% False False 70,538
80 0.9998 0.9591 0.0407 4.2% 0.0061 0.6% 17% False False 53,815
100 1.0151 0.9591 0.0560 5.8% 0.0057 0.6% 13% False False 43,138
120 1.0151 0.9591 0.0560 5.8% 0.0052 0.5% 13% False False 35,960
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0063
2.618 0.9934
1.618 0.9855
1.000 0.9806
0.618 0.9776
HIGH 0.9727
0.618 0.9697
0.500 0.9688
0.382 0.9678
LOW 0.9648
0.618 0.9599
1.000 0.9569
1.618 0.9520
2.618 0.9441
4.250 0.9312
Fisher Pivots for day following 04-Jun-2013
Pivot 1 day 3 day
R1 0.9688 0.9685
PP 0.9679 0.9677
S1 0.9670 0.9669

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

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