CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 18-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3186 |
1.3174 |
-0.0012 |
-0.1% |
1.2908 |
| High |
1.3205 |
1.3252 |
0.0047 |
0.4% |
1.3186 |
| Low |
1.3156 |
1.3168 |
0.0012 |
0.1% |
1.2900 |
| Close |
1.3172 |
1.3231 |
0.0059 |
0.4% |
1.3171 |
| Range |
0.0049 |
0.0084 |
0.0035 |
71.4% |
0.0286 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
0.3% |
0.0000 |
| Volume |
160,781 |
181,264 |
20,483 |
12.7% |
530,513 |
|
| Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3469 |
1.3434 |
1.3277 |
|
| R3 |
1.3385 |
1.3350 |
1.3254 |
|
| R2 |
1.3301 |
1.3301 |
1.3246 |
|
| R1 |
1.3266 |
1.3266 |
1.3239 |
1.3284 |
| PP |
1.3217 |
1.3217 |
1.3217 |
1.3226 |
| S1 |
1.3182 |
1.3182 |
1.3223 |
1.3200 |
| S2 |
1.3133 |
1.3133 |
1.3216 |
|
| S3 |
1.3049 |
1.3098 |
1.3208 |
|
| S4 |
1.2965 |
1.3014 |
1.3185 |
|
|
| 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 |
1.3252 |
1.3008 |
0.0244 |
1.8% |
0.0081 |
0.6% |
91% |
True |
False |
158,665 |
| 10 |
1.3252 |
1.2892 |
0.0360 |
2.7% |
0.0085 |
0.6% |
94% |
True |
False |
90,544 |
| 20 |
1.3252 |
1.2760 |
0.0492 |
3.7% |
0.0081 |
0.6% |
96% |
True |
False |
46,172 |
| 40 |
1.3252 |
1.2680 |
0.0572 |
4.3% |
0.0077 |
0.6% |
96% |
True |
False |
23,204 |
| 60 |
1.3252 |
1.2680 |
0.0572 |
4.3% |
0.0077 |
0.6% |
96% |
True |
False |
15,521 |
| 80 |
1.3252 |
1.2537 |
0.0715 |
5.4% |
0.0075 |
0.6% |
97% |
True |
False |
11,658 |
| 100 |
1.3252 |
1.2204 |
0.1048 |
7.9% |
0.0065 |
0.5% |
98% |
True |
False |
9,327 |
| 120 |
1.3252 |
1.2090 |
0.1162 |
8.8% |
0.0064 |
0.5% |
98% |
True |
False |
7,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3609 |
|
2.618 |
1.3472 |
|
1.618 |
1.3388 |
|
1.000 |
1.3336 |
|
0.618 |
1.3304 |
|
HIGH |
1.3252 |
|
0.618 |
1.3220 |
|
0.500 |
1.3210 |
|
0.382 |
1.3200 |
|
LOW |
1.3168 |
|
0.618 |
1.3116 |
|
1.000 |
1.3084 |
|
1.618 |
1.3032 |
|
2.618 |
1.2948 |
|
4.250 |
1.2811 |
|
|
| Fisher Pivots for day following 18-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3224 |
1.3209 |
| PP |
1.3217 |
1.3187 |
| S1 |
1.3210 |
1.3165 |
|