CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 21-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3218 |
1.3261 |
0.0043 |
0.3% |
1.3186 |
| High |
1.3308 |
1.3261 |
-0.0047 |
-0.4% |
1.3321 |
| Low |
1.3212 |
1.3170 |
-0.0042 |
-0.3% |
1.3156 |
| Close |
1.3252 |
1.3187 |
-0.0065 |
-0.5% |
1.3187 |
| Range |
0.0096 |
0.0091 |
-0.0005 |
-5.2% |
0.0165 |
| ATR |
0.0082 |
0.0083 |
0.0001 |
0.8% |
0.0000 |
| Volume |
204,854 |
202,083 |
-2,771 |
-1.4% |
977,279 |
|
| Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3479 |
1.3424 |
1.3237 |
|
| R3 |
1.3388 |
1.3333 |
1.3212 |
|
| R2 |
1.3297 |
1.3297 |
1.3204 |
|
| R1 |
1.3242 |
1.3242 |
1.3195 |
1.3224 |
| PP |
1.3206 |
1.3206 |
1.3206 |
1.3197 |
| S1 |
1.3151 |
1.3151 |
1.3179 |
1.3133 |
| S2 |
1.3115 |
1.3115 |
1.3170 |
|
| S3 |
1.3024 |
1.3060 |
1.3162 |
|
| S4 |
1.2933 |
1.2969 |
1.3137 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3716 |
1.3617 |
1.3278 |
|
| R3 |
1.3551 |
1.3452 |
1.3232 |
|
| R2 |
1.3386 |
1.3386 |
1.3217 |
|
| R1 |
1.3287 |
1.3287 |
1.3202 |
1.3337 |
| PP |
1.3221 |
1.3221 |
1.3221 |
1.3246 |
| S1 |
1.3122 |
1.3122 |
1.3172 |
1.3172 |
| S2 |
1.3056 |
1.3056 |
1.3157 |
|
| S3 |
1.2891 |
1.2957 |
1.3142 |
|
| S4 |
1.2726 |
1.2792 |
1.3096 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3321 |
1.3156 |
0.0165 |
1.3% |
0.0082 |
0.6% |
19% |
False |
False |
195,455 |
| 10 |
1.3321 |
1.2900 |
0.0421 |
3.2% |
0.0083 |
0.6% |
68% |
False |
False |
150,779 |
| 20 |
1.3321 |
1.2892 |
0.0429 |
3.3% |
0.0080 |
0.6% |
69% |
False |
False |
77,857 |
| 40 |
1.3321 |
1.2680 |
0.0641 |
4.9% |
0.0077 |
0.6% |
79% |
False |
False |
39,074 |
| 60 |
1.3321 |
1.2680 |
0.0641 |
4.9% |
0.0077 |
0.6% |
79% |
False |
False |
26,102 |
| 80 |
1.3321 |
1.2541 |
0.0780 |
5.9% |
0.0078 |
0.6% |
83% |
False |
False |
19,597 |
| 100 |
1.3321 |
1.2204 |
0.1117 |
8.5% |
0.0067 |
0.5% |
88% |
False |
False |
15,679 |
| 120 |
1.3321 |
1.2090 |
0.1231 |
9.3% |
0.0065 |
0.5% |
89% |
False |
False |
13,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3648 |
|
2.618 |
1.3499 |
|
1.618 |
1.3408 |
|
1.000 |
1.3352 |
|
0.618 |
1.3317 |
|
HIGH |
1.3261 |
|
0.618 |
1.3226 |
|
0.500 |
1.3216 |
|
0.382 |
1.3205 |
|
LOW |
1.3170 |
|
0.618 |
1.3114 |
|
1.000 |
1.3079 |
|
1.618 |
1.3023 |
|
2.618 |
1.2932 |
|
4.250 |
1.2783 |
|
|
| Fisher Pivots for day following 21-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3216 |
1.3246 |
| PP |
1.3206 |
1.3226 |
| S1 |
1.3197 |
1.3207 |
|