CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 10-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2995 |
1.2937 |
-0.0058 |
-0.4% |
1.3065 |
| High |
1.2995 |
1.2964 |
-0.0031 |
-0.2% |
1.3142 |
| Low |
1.2951 |
1.2935 |
-0.0016 |
-0.1% |
1.2951 |
| Close |
1.2954 |
1.2964 |
0.0010 |
0.1% |
1.2954 |
| Range |
0.0044 |
0.0029 |
-0.0015 |
-34.1% |
0.0191 |
| ATR |
0.0056 |
0.0054 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
24 |
43 |
19 |
79.2% |
88 |
|
| Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3041 |
1.3032 |
1.2980 |
|
| R3 |
1.3012 |
1.3003 |
1.2972 |
|
| R2 |
1.2983 |
1.2983 |
1.2969 |
|
| R1 |
1.2974 |
1.2974 |
1.2967 |
1.2979 |
| PP |
1.2954 |
1.2954 |
1.2954 |
1.2957 |
| S1 |
1.2945 |
1.2945 |
1.2961 |
1.2950 |
| S2 |
1.2925 |
1.2925 |
1.2959 |
|
| S3 |
1.2896 |
1.2916 |
1.2956 |
|
| S4 |
1.2867 |
1.2887 |
1.2948 |
|
|
| 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 |
1.2935 |
0.0207 |
1.6% |
0.0055 |
0.4% |
14% |
False |
True |
25 |
| 10 |
1.3142 |
1.2913 |
0.0229 |
1.8% |
0.0038 |
0.3% |
22% |
False |
False |
14 |
| 20 |
1.3142 |
1.2711 |
0.0431 |
3.3% |
0.0044 |
0.3% |
59% |
False |
False |
20 |
| 40 |
1.3158 |
1.2711 |
0.0447 |
3.4% |
0.0035 |
0.3% |
57% |
False |
False |
14 |
| 60 |
1.3158 |
1.2711 |
0.0447 |
3.4% |
0.0027 |
0.2% |
57% |
False |
False |
11 |
| 80 |
1.3200 |
1.2347 |
0.0853 |
6.6% |
0.0032 |
0.2% |
72% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3087 |
|
2.618 |
1.3040 |
|
1.618 |
1.3011 |
|
1.000 |
1.2993 |
|
0.618 |
1.2982 |
|
HIGH |
1.2964 |
|
0.618 |
1.2953 |
|
0.500 |
1.2950 |
|
0.382 |
1.2946 |
|
LOW |
1.2935 |
|
0.618 |
1.2917 |
|
1.000 |
1.2906 |
|
1.618 |
1.2888 |
|
2.618 |
1.2859 |
|
4.250 |
1.2812 |
|
|
| Fisher Pivots for day following 10-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2959 |
1.3018 |
| PP |
1.2954 |
1.3000 |
| S1 |
1.2950 |
1.2982 |
|