CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 07-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2012 |
07-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3086 |
1.2979 |
-0.0107 |
-0.8% |
1.3008 |
| High |
1.3099 |
1.2986 |
-0.0113 |
-0.9% |
1.3142 |
| Low |
1.2965 |
1.2892 |
-0.0073 |
-0.6% |
1.2892 |
| Close |
1.2976 |
1.2941 |
-0.0035 |
-0.3% |
1.2941 |
| Range |
0.0134 |
0.0094 |
-0.0040 |
-29.9% |
0.0250 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
1.2% |
0.0000 |
| Volume |
13,021 |
13,482 |
461 |
3.5% |
41,130 |
|
| Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3222 |
1.3175 |
1.2993 |
|
| R3 |
1.3128 |
1.3081 |
1.2967 |
|
| R2 |
1.3034 |
1.3034 |
1.2958 |
|
| R1 |
1.2987 |
1.2987 |
1.2950 |
1.2964 |
| PP |
1.2940 |
1.2940 |
1.2940 |
1.2928 |
| S1 |
1.2893 |
1.2893 |
1.2932 |
1.2870 |
| S2 |
1.2846 |
1.2846 |
1.2924 |
|
| S3 |
1.2752 |
1.2799 |
1.2915 |
|
| S4 |
1.2658 |
1.2705 |
1.2889 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3742 |
1.3591 |
1.3079 |
|
| R3 |
1.3492 |
1.3341 |
1.3010 |
|
| R2 |
1.3242 |
1.3242 |
1.2987 |
|
| R1 |
1.3091 |
1.3091 |
1.2964 |
1.3042 |
| PP |
1.2992 |
1.2992 |
1.2992 |
1.2967 |
| S1 |
1.2841 |
1.2841 |
1.2918 |
1.2792 |
| S2 |
1.2742 |
1.2742 |
1.2895 |
|
| S3 |
1.2492 |
1.2591 |
1.2872 |
|
| S4 |
1.2242 |
1.2341 |
1.2804 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3142 |
1.2892 |
0.0250 |
1.9% |
0.0089 |
0.7% |
20% |
False |
True |
8,226 |
| 10 |
1.3142 |
1.2892 |
0.0250 |
1.9% |
0.0078 |
0.6% |
20% |
False |
True |
4,934 |
| 20 |
1.3142 |
1.2680 |
0.0462 |
3.6% |
0.0078 |
0.6% |
56% |
False |
False |
2,672 |
| 40 |
1.3155 |
1.2680 |
0.0475 |
3.7% |
0.0075 |
0.6% |
55% |
False |
False |
1,418 |
| 60 |
1.3188 |
1.2680 |
0.0508 |
3.9% |
0.0079 |
0.6% |
51% |
False |
False |
994 |
| 80 |
1.3188 |
1.2350 |
0.0838 |
6.5% |
0.0070 |
0.5% |
71% |
False |
False |
752 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0064 |
0.5% |
78% |
False |
False |
603 |
| 120 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0061 |
0.5% |
78% |
False |
False |
504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3386 |
|
2.618 |
1.3232 |
|
1.618 |
1.3138 |
|
1.000 |
1.3080 |
|
0.618 |
1.3044 |
|
HIGH |
1.2986 |
|
0.618 |
1.2950 |
|
0.500 |
1.2939 |
|
0.382 |
1.2928 |
|
LOW |
1.2892 |
|
0.618 |
1.2834 |
|
1.000 |
1.2798 |
|
1.618 |
1.2740 |
|
2.618 |
1.2646 |
|
4.250 |
1.2493 |
|
|
| Fisher Pivots for day following 07-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2940 |
1.3017 |
| PP |
1.2940 |
1.2992 |
| S1 |
1.2939 |
1.2966 |
|