CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 07-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2012 |
07-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3084 |
1.2995 |
-0.0089 |
-0.7% |
1.3065 |
| High |
1.3100 |
1.2995 |
-0.0105 |
-0.8% |
1.3142 |
| Low |
1.2989 |
1.2951 |
-0.0038 |
-0.3% |
1.2951 |
| Close |
1.2989 |
1.2954 |
-0.0035 |
-0.3% |
1.2954 |
| Range |
0.0111 |
0.0044 |
-0.0067 |
-60.4% |
0.0191 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
21 |
24 |
3 |
14.3% |
88 |
|
| Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3099 |
1.3070 |
1.2978 |
|
| R3 |
1.3055 |
1.3026 |
1.2966 |
|
| R2 |
1.3011 |
1.3011 |
1.2962 |
|
| R1 |
1.2982 |
1.2982 |
1.2958 |
1.2975 |
| PP |
1.2967 |
1.2967 |
1.2967 |
1.2963 |
| S1 |
1.2938 |
1.2938 |
1.2950 |
1.2931 |
| S2 |
1.2923 |
1.2923 |
1.2946 |
|
| S3 |
1.2879 |
1.2894 |
1.2942 |
|
| S4 |
1.2835 |
1.2850 |
1.2930 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3589 |
1.3462 |
1.3059 |
|
| R3 |
1.3398 |
1.3271 |
1.3007 |
|
| R2 |
1.3207 |
1.3207 |
1.2989 |
|
| R1 |
1.3080 |
1.3080 |
1.2972 |
1.3048 |
| PP |
1.3016 |
1.3016 |
1.3016 |
1.3000 |
| S1 |
1.2889 |
1.2889 |
1.2936 |
1.2857 |
| S2 |
1.2825 |
1.2825 |
1.2919 |
|
| S3 |
1.2634 |
1.2698 |
1.2901 |
|
| S4 |
1.2443 |
1.2507 |
1.2849 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3142 |
1.2951 |
0.0191 |
1.5% |
0.0053 |
0.4% |
2% |
False |
True |
17 |
| 10 |
1.3142 |
1.2913 |
0.0229 |
1.8% |
0.0036 |
0.3% |
18% |
False |
False |
11 |
| 20 |
1.3142 |
1.2711 |
0.0431 |
3.3% |
0.0046 |
0.4% |
56% |
False |
False |
23 |
| 40 |
1.3158 |
1.2711 |
0.0447 |
3.5% |
0.0035 |
0.3% |
54% |
False |
False |
13 |
| 60 |
1.3200 |
1.2711 |
0.0489 |
3.8% |
0.0029 |
0.2% |
50% |
False |
False |
11 |
| 80 |
1.3200 |
1.2347 |
0.0853 |
6.6% |
0.0032 |
0.2% |
71% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3182 |
|
2.618 |
1.3110 |
|
1.618 |
1.3066 |
|
1.000 |
1.3039 |
|
0.618 |
1.3022 |
|
HIGH |
1.2995 |
|
0.618 |
1.2978 |
|
0.500 |
1.2973 |
|
0.382 |
1.2968 |
|
LOW |
1.2951 |
|
0.618 |
1.2924 |
|
1.000 |
1.2907 |
|
1.618 |
1.2880 |
|
2.618 |
1.2836 |
|
4.250 |
1.2764 |
|
|
| Fisher Pivots for day following 07-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2973 |
1.3047 |
| PP |
1.2967 |
1.3016 |
| S1 |
1.2960 |
1.2985 |
|