CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 17-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3076 |
1.3188 |
0.0112 |
0.9% |
1.2897 |
| High |
1.3174 |
1.3191 |
0.0017 |
0.1% |
1.3174 |
| Low |
1.3066 |
1.3145 |
0.0079 |
0.6% |
1.2886 |
| Close |
1.3160 |
1.3171 |
0.0011 |
0.1% |
1.3160 |
| Range |
0.0108 |
0.0046 |
-0.0062 |
-57.4% |
0.0288 |
| ATR |
0.0087 |
0.0084 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
82,323 |
11,936 |
-70,387 |
-85.5% |
1,000,671 |
|
| Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3307 |
1.3285 |
1.3196 |
|
| R3 |
1.3261 |
1.3239 |
1.3184 |
|
| R2 |
1.3215 |
1.3215 |
1.3179 |
|
| R1 |
1.3193 |
1.3193 |
1.3175 |
1.3181 |
| PP |
1.3169 |
1.3169 |
1.3169 |
1.3163 |
| S1 |
1.3147 |
1.3147 |
1.3167 |
1.3135 |
| S2 |
1.3123 |
1.3123 |
1.3163 |
|
| S3 |
1.3077 |
1.3101 |
1.3158 |
|
| S4 |
1.3031 |
1.3055 |
1.3146 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3937 |
1.3837 |
1.3318 |
|
| R3 |
1.3649 |
1.3549 |
1.3239 |
|
| R2 |
1.3361 |
1.3361 |
1.3213 |
|
| R1 |
1.3261 |
1.3261 |
1.3186 |
1.3311 |
| PP |
1.3073 |
1.3073 |
1.3073 |
1.3099 |
| S1 |
1.2973 |
1.2973 |
1.3134 |
1.3023 |
| S2 |
1.2785 |
1.2785 |
1.3107 |
|
| S3 |
1.2497 |
1.2685 |
1.3081 |
|
| S4 |
1.2209 |
1.2397 |
1.3002 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3191 |
1.2929 |
0.0262 |
2.0% |
0.0081 |
0.6% |
92% |
True |
False |
167,177 |
| 10 |
1.3191 |
1.2877 |
0.0314 |
2.4% |
0.0083 |
0.6% |
94% |
True |
False |
210,906 |
| 20 |
1.3191 |
1.2739 |
0.0452 |
3.4% |
0.0084 |
0.6% |
96% |
True |
False |
227,807 |
| 40 |
1.3191 |
1.2665 |
0.0526 |
4.0% |
0.0084 |
0.6% |
96% |
True |
False |
231,738 |
| 60 |
1.3191 |
1.2665 |
0.0526 |
4.0% |
0.0088 |
0.7% |
96% |
True |
False |
235,744 |
| 80 |
1.3191 |
1.2484 |
0.0707 |
5.4% |
0.0093 |
0.7% |
97% |
True |
False |
202,507 |
| 100 |
1.3191 |
1.2160 |
0.1031 |
7.8% |
0.0095 |
0.7% |
98% |
True |
False |
162,145 |
| 120 |
1.3191 |
1.2069 |
0.1122 |
8.5% |
0.0098 |
0.7% |
98% |
True |
False |
135,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3387 |
|
2.618 |
1.3311 |
|
1.618 |
1.3265 |
|
1.000 |
1.3237 |
|
0.618 |
1.3219 |
|
HIGH |
1.3191 |
|
0.618 |
1.3173 |
|
0.500 |
1.3168 |
|
0.382 |
1.3163 |
|
LOW |
1.3145 |
|
0.618 |
1.3117 |
|
1.000 |
1.3099 |
|
1.618 |
1.3071 |
|
2.618 |
1.3025 |
|
4.250 |
1.2950 |
|
|
| Fisher Pivots for day following 17-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3170 |
1.3153 |
| PP |
1.3169 |
1.3134 |
| S1 |
1.3168 |
1.3116 |
|