CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 28-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2012 |
28-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3235 |
1.3245 |
0.0010 |
0.1% |
1.3192 |
| High |
1.3295 |
1.3266 |
-0.0029 |
-0.2% |
1.3295 |
| Low |
1.3213 |
1.3175 |
-0.0038 |
-0.3% |
1.3175 |
| Close |
1.3249 |
1.3231 |
-0.0018 |
-0.1% |
1.3231 |
| Range |
0.0082 |
0.0091 |
0.0009 |
11.0% |
0.0120 |
| ATR |
0.0081 |
0.0081 |
0.0001 |
0.9% |
0.0000 |
| Volume |
154,306 |
132,099 |
-22,207 |
-14.4% |
399,503 |
|
| Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3497 |
1.3455 |
1.3281 |
|
| R3 |
1.3406 |
1.3364 |
1.3256 |
|
| R2 |
1.3315 |
1.3315 |
1.3248 |
|
| R1 |
1.3273 |
1.3273 |
1.3239 |
1.3249 |
| PP |
1.3224 |
1.3224 |
1.3224 |
1.3212 |
| S1 |
1.3182 |
1.3182 |
1.3223 |
1.3158 |
| S2 |
1.3133 |
1.3133 |
1.3214 |
|
| S3 |
1.3042 |
1.3091 |
1.3206 |
|
| S4 |
1.2951 |
1.3000 |
1.3181 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3594 |
1.3532 |
1.3297 |
|
| R3 |
1.3474 |
1.3412 |
1.3264 |
|
| R2 |
1.3354 |
1.3354 |
1.3253 |
|
| R1 |
1.3292 |
1.3292 |
1.3242 |
1.3323 |
| PP |
1.3234 |
1.3234 |
1.3234 |
1.3249 |
| S1 |
1.3172 |
1.3172 |
1.3220 |
1.3203 |
| S2 |
1.3114 |
1.3114 |
1.3209 |
|
| S3 |
1.2994 |
1.3052 |
1.3198 |
|
| S4 |
1.2874 |
1.2932 |
1.3165 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3295 |
1.3170 |
0.0125 |
0.9% |
0.0079 |
0.6% |
49% |
False |
False |
120,317 |
| 10 |
1.3321 |
1.3078 |
0.0243 |
1.8% |
0.0082 |
0.6% |
63% |
False |
False |
163,134 |
| 20 |
1.3321 |
1.2892 |
0.0429 |
3.2% |
0.0082 |
0.6% |
79% |
False |
False |
97,578 |
| 40 |
1.3321 |
1.2680 |
0.0641 |
4.8% |
0.0079 |
0.6% |
86% |
False |
False |
49,049 |
| 60 |
1.3321 |
1.2680 |
0.0641 |
4.8% |
0.0078 |
0.6% |
86% |
False |
False |
32,748 |
| 80 |
1.3321 |
1.2670 |
0.0651 |
4.9% |
0.0080 |
0.6% |
86% |
False |
False |
24,590 |
| 100 |
1.3321 |
1.2300 |
0.1021 |
7.7% |
0.0069 |
0.5% |
91% |
False |
False |
19,674 |
| 120 |
1.3321 |
1.2090 |
0.1231 |
9.3% |
0.0064 |
0.5% |
93% |
False |
False |
16,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3653 |
|
2.618 |
1.3504 |
|
1.618 |
1.3413 |
|
1.000 |
1.3357 |
|
0.618 |
1.3322 |
|
HIGH |
1.3266 |
|
0.618 |
1.3231 |
|
0.500 |
1.3221 |
|
0.382 |
1.3210 |
|
LOW |
1.3175 |
|
0.618 |
1.3119 |
|
1.000 |
1.3084 |
|
1.618 |
1.3028 |
|
2.618 |
1.2937 |
|
4.250 |
1.2788 |
|
|
| Fisher Pivots for day following 28-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3228 |
1.3235 |
| PP |
1.3224 |
1.3234 |
| S1 |
1.3221 |
1.3232 |
|