CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 06-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3139 |
1.3084 |
-0.0055 |
-0.4% |
1.2983 |
| High |
1.3142 |
1.3100 |
-0.0042 |
-0.3% |
1.3025 |
| Low |
1.3093 |
1.2989 |
-0.0104 |
-0.8% |
1.2913 |
| Close |
1.3103 |
1.2989 |
-0.0114 |
-0.9% |
1.3025 |
| Range |
0.0049 |
0.0111 |
0.0062 |
126.5% |
0.0112 |
| ATR |
0.0052 |
0.0057 |
0.0004 |
8.4% |
0.0000 |
| Volume |
38 |
21 |
-17 |
-44.7% |
29 |
|
| Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3359 |
1.3285 |
1.3050 |
|
| R3 |
1.3248 |
1.3174 |
1.3020 |
|
| R2 |
1.3137 |
1.3137 |
1.3009 |
|
| R1 |
1.3063 |
1.3063 |
1.2999 |
1.3045 |
| PP |
1.3026 |
1.3026 |
1.3026 |
1.3017 |
| S1 |
1.2952 |
1.2952 |
1.2979 |
1.2934 |
| S2 |
1.2915 |
1.2915 |
1.2969 |
|
| S3 |
1.2804 |
1.2841 |
1.2958 |
|
| S4 |
1.2693 |
1.2730 |
1.2928 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3324 |
1.3286 |
1.3087 |
|
| R3 |
1.3212 |
1.3174 |
1.3056 |
|
| R2 |
1.3100 |
1.3100 |
1.3046 |
|
| R1 |
1.3062 |
1.3062 |
1.3035 |
1.3081 |
| PP |
1.2988 |
1.2988 |
1.2988 |
1.2997 |
| S1 |
1.2950 |
1.2950 |
1.3015 |
1.2969 |
| S2 |
1.2876 |
1.2876 |
1.3004 |
|
| S3 |
1.2764 |
1.2838 |
1.2994 |
|
| S4 |
1.2652 |
1.2726 |
1.2963 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3142 |
1.2989 |
0.0153 |
1.2% |
0.0049 |
0.4% |
0% |
False |
True |
13 |
| 10 |
1.3142 |
1.2865 |
0.0277 |
2.1% |
0.0046 |
0.4% |
45% |
False |
False |
10 |
| 20 |
1.3142 |
1.2711 |
0.0431 |
3.3% |
0.0046 |
0.4% |
65% |
False |
False |
22 |
| 40 |
1.3158 |
1.2711 |
0.0447 |
3.4% |
0.0034 |
0.3% |
62% |
False |
False |
13 |
| 60 |
1.3200 |
1.2711 |
0.0489 |
3.8% |
0.0031 |
0.2% |
57% |
False |
False |
11 |
| 80 |
1.3200 |
1.2330 |
0.0870 |
6.7% |
0.0031 |
0.2% |
76% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3572 |
|
2.618 |
1.3391 |
|
1.618 |
1.3280 |
|
1.000 |
1.3211 |
|
0.618 |
1.3169 |
|
HIGH |
1.3100 |
|
0.618 |
1.3058 |
|
0.500 |
1.3045 |
|
0.382 |
1.3031 |
|
LOW |
1.2989 |
|
0.618 |
1.2920 |
|
1.000 |
1.2878 |
|
1.618 |
1.2809 |
|
2.618 |
1.2698 |
|
4.250 |
1.2517 |
|
|
| Fisher Pivots for day following 06-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3045 |
1.3066 |
| PP |
1.3026 |
1.3040 |
| S1 |
1.3008 |
1.3015 |
|