CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 27-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3220 |
1.3235 |
0.0015 |
0.1% |
1.3186 |
| High |
1.3267 |
1.3295 |
0.0028 |
0.2% |
1.3321 |
| Low |
1.3199 |
1.3213 |
0.0014 |
0.1% |
1.3156 |
| Close |
1.3232 |
1.3249 |
0.0017 |
0.1% |
1.3187 |
| Range |
0.0068 |
0.0082 |
0.0014 |
20.6% |
0.0165 |
| ATR |
0.0080 |
0.0081 |
0.0000 |
0.1% |
0.0000 |
| Volume |
53,665 |
154,306 |
100,641 |
187.5% |
977,279 |
|
| Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3498 |
1.3456 |
1.3294 |
|
| R3 |
1.3416 |
1.3374 |
1.3272 |
|
| R2 |
1.3334 |
1.3334 |
1.3264 |
|
| R1 |
1.3292 |
1.3292 |
1.3257 |
1.3313 |
| PP |
1.3252 |
1.3252 |
1.3252 |
1.3263 |
| S1 |
1.3210 |
1.3210 |
1.3241 |
1.3231 |
| S2 |
1.3170 |
1.3170 |
1.3234 |
|
| S3 |
1.3088 |
1.3128 |
1.3226 |
|
| S4 |
1.3006 |
1.3046 |
1.3204 |
|
|
| 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 |
1.3308 |
1.3170 |
0.0138 |
1.0% |
0.0080 |
0.6% |
57% |
False |
False |
134,868 |
| 10 |
1.3321 |
1.3052 |
0.0269 |
2.0% |
0.0079 |
0.6% |
73% |
False |
False |
159,795 |
| 20 |
1.3321 |
1.2892 |
0.0429 |
3.2% |
0.0081 |
0.6% |
83% |
False |
False |
91,030 |
| 40 |
1.3321 |
1.2680 |
0.0641 |
4.8% |
0.0078 |
0.6% |
89% |
False |
False |
45,748 |
| 60 |
1.3321 |
1.2680 |
0.0641 |
4.8% |
0.0077 |
0.6% |
89% |
False |
False |
30,548 |
| 80 |
1.3321 |
1.2620 |
0.0701 |
5.3% |
0.0079 |
0.6% |
90% |
False |
False |
22,939 |
| 100 |
1.3321 |
1.2300 |
0.1021 |
7.7% |
0.0068 |
0.5% |
93% |
False |
False |
18,353 |
| 120 |
1.3321 |
1.2090 |
0.1231 |
9.3% |
0.0064 |
0.5% |
94% |
False |
False |
15,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3644 |
|
2.618 |
1.3510 |
|
1.618 |
1.3428 |
|
1.000 |
1.3377 |
|
0.618 |
1.3346 |
|
HIGH |
1.3295 |
|
0.618 |
1.3264 |
|
0.500 |
1.3254 |
|
0.382 |
1.3244 |
|
LOW |
1.3213 |
|
0.618 |
1.3162 |
|
1.000 |
1.3131 |
|
1.618 |
1.3080 |
|
2.618 |
1.2998 |
|
4.250 |
1.2865 |
|
|
| Fisher Pivots for day following 27-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3254 |
1.3246 |
| PP |
1.3252 |
1.3242 |
| S1 |
1.3251 |
1.3239 |
|