CME Euro FX (E) Future March 2013
| 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 |
1.3087 |
1.3186 |
0.0099 |
0.8% |
1.2908 |
| High |
1.3186 |
1.3205 |
0.0019 |
0.1% |
1.3186 |
| Low |
1.3078 |
1.3156 |
0.0078 |
0.6% |
1.2900 |
| Close |
1.3171 |
1.3172 |
0.0001 |
0.0% |
1.3171 |
| Range |
0.0108 |
0.0049 |
-0.0059 |
-54.6% |
0.0286 |
| ATR |
0.0083 |
0.0080 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
254,562 |
160,781 |
-93,781 |
-36.8% |
530,513 |
|
| Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3325 |
1.3297 |
1.3199 |
|
| R3 |
1.3276 |
1.3248 |
1.3185 |
|
| R2 |
1.3227 |
1.3227 |
1.3181 |
|
| R1 |
1.3199 |
1.3199 |
1.3176 |
1.3189 |
| PP |
1.3178 |
1.3178 |
1.3178 |
1.3172 |
| S1 |
1.3150 |
1.3150 |
1.3168 |
1.3140 |
| S2 |
1.3129 |
1.3129 |
1.3163 |
|
| S3 |
1.3080 |
1.3101 |
1.3159 |
|
| S4 |
1.3031 |
1.3052 |
1.3145 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3944 |
1.3843 |
1.3328 |
|
| R3 |
1.3658 |
1.3557 |
1.3250 |
|
| R2 |
1.3372 |
1.3372 |
1.3223 |
|
| R1 |
1.3271 |
1.3271 |
1.3197 |
1.3322 |
| PP |
1.3086 |
1.3086 |
1.3086 |
1.3111 |
| S1 |
1.2985 |
1.2985 |
1.3145 |
1.3036 |
| S2 |
1.2800 |
1.2800 |
1.3119 |
|
| S3 |
1.2514 |
1.2699 |
1.3092 |
|
| S4 |
1.2228 |
1.2413 |
1.3014 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3205 |
1.2942 |
0.0263 |
2.0% |
0.0081 |
0.6% |
87% |
True |
False |
134,855 |
| 10 |
1.3205 |
1.2892 |
0.0313 |
2.4% |
0.0082 |
0.6% |
89% |
True |
False |
72,931 |
| 20 |
1.3205 |
1.2760 |
0.0445 |
3.4% |
0.0081 |
0.6% |
93% |
True |
False |
37,125 |
| 40 |
1.3205 |
1.2680 |
0.0525 |
4.0% |
0.0076 |
0.6% |
94% |
True |
False |
18,675 |
| 60 |
1.3205 |
1.2680 |
0.0525 |
4.0% |
0.0076 |
0.6% |
94% |
True |
False |
12,503 |
| 80 |
1.3205 |
1.2537 |
0.0668 |
5.1% |
0.0074 |
0.6% |
95% |
True |
False |
9,392 |
| 100 |
1.3205 |
1.2204 |
0.1001 |
7.6% |
0.0065 |
0.5% |
97% |
True |
False |
7,515 |
| 120 |
1.3205 |
1.2090 |
0.1115 |
8.5% |
0.0063 |
0.5% |
97% |
True |
False |
6,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3413 |
|
2.618 |
1.3333 |
|
1.618 |
1.3284 |
|
1.000 |
1.3254 |
|
0.618 |
1.3235 |
|
HIGH |
1.3205 |
|
0.618 |
1.3186 |
|
0.500 |
1.3181 |
|
0.382 |
1.3175 |
|
LOW |
1.3156 |
|
0.618 |
1.3126 |
|
1.000 |
1.3107 |
|
1.618 |
1.3077 |
|
2.618 |
1.3028 |
|
4.250 |
1.2948 |
|
|
| Fisher Pivots for day following 17-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3181 |
1.3158 |
| PP |
1.3178 |
1.3143 |
| S1 |
1.3175 |
1.3129 |
|