CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 13-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3017 |
1.3079 |
0.0062 |
0.5% |
1.3008 |
| High |
1.3111 |
1.3112 |
0.0001 |
0.0% |
1.3142 |
| Low |
1.3008 |
1.3052 |
0.0044 |
0.3% |
1.2892 |
| Close |
1.3093 |
1.3088 |
-0.0005 |
0.0% |
1.2941 |
| Range |
0.0103 |
0.0060 |
-0.0043 |
-41.7% |
0.0250 |
| ATR |
0.0082 |
0.0081 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
98,013 |
98,705 |
692 |
0.7% |
41,130 |
|
| Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3264 |
1.3236 |
1.3121 |
|
| R3 |
1.3204 |
1.3176 |
1.3105 |
|
| R2 |
1.3144 |
1.3144 |
1.3099 |
|
| R1 |
1.3116 |
1.3116 |
1.3094 |
1.3130 |
| PP |
1.3084 |
1.3084 |
1.3084 |
1.3091 |
| S1 |
1.3056 |
1.3056 |
1.3083 |
1.3070 |
| S2 |
1.3024 |
1.3024 |
1.3077 |
|
| S3 |
1.2964 |
1.2996 |
1.3072 |
|
| S4 |
1.2904 |
1.2936 |
1.3055 |
|
|
| 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 |
1.3112 |
1.2892 |
0.0220 |
1.7% |
0.0080 |
0.6% |
89% |
True |
False |
57,886 |
| 10 |
1.3142 |
1.2892 |
0.0250 |
1.9% |
0.0081 |
0.6% |
78% |
False |
False |
32,021 |
| 20 |
1.3142 |
1.2713 |
0.0429 |
3.3% |
0.0080 |
0.6% |
87% |
False |
False |
16,391 |
| 40 |
1.3147 |
1.2680 |
0.0467 |
3.6% |
0.0075 |
0.6% |
87% |
False |
False |
8,302 |
| 60 |
1.3155 |
1.2680 |
0.0475 |
3.6% |
0.0077 |
0.6% |
86% |
False |
False |
5,585 |
| 80 |
1.3188 |
1.2507 |
0.0681 |
5.2% |
0.0073 |
0.6% |
85% |
False |
False |
4,201 |
| 100 |
1.3188 |
1.2143 |
0.1045 |
8.0% |
0.0064 |
0.5% |
90% |
False |
False |
3,361 |
| 120 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0063 |
0.5% |
91% |
False |
False |
2,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3367 |
|
2.618 |
1.3269 |
|
1.618 |
1.3209 |
|
1.000 |
1.3172 |
|
0.618 |
1.3149 |
|
HIGH |
1.3112 |
|
0.618 |
1.3089 |
|
0.500 |
1.3082 |
|
0.382 |
1.3075 |
|
LOW |
1.3052 |
|
0.618 |
1.3015 |
|
1.000 |
1.2992 |
|
1.618 |
1.2955 |
|
2.618 |
1.2895 |
|
4.250 |
1.2797 |
|
|
| Fisher Pivots for day following 13-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3086 |
1.3068 |
| PP |
1.3084 |
1.3047 |
| S1 |
1.3082 |
1.3027 |
|