CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 13-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3025 |
1.3105 |
0.0080 |
0.6% |
1.3065 |
| High |
1.3116 |
1.3105 |
-0.0011 |
-0.1% |
1.3142 |
| Low |
1.3025 |
1.3065 |
0.0040 |
0.3% |
1.2951 |
| Close |
1.3105 |
1.3100 |
-0.0005 |
0.0% |
1.2954 |
| Range |
0.0091 |
0.0040 |
-0.0051 |
-56.0% |
0.0191 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
14 |
42 |
28 |
200.0% |
88 |
|
| Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3210 |
1.3195 |
1.3122 |
|
| R3 |
1.3170 |
1.3155 |
1.3111 |
|
| R2 |
1.3130 |
1.3130 |
1.3107 |
|
| R1 |
1.3115 |
1.3115 |
1.3104 |
1.3103 |
| PP |
1.3090 |
1.3090 |
1.3090 |
1.3084 |
| S1 |
1.3075 |
1.3075 |
1.3096 |
1.3063 |
| S2 |
1.3050 |
1.3050 |
1.3093 |
|
| S3 |
1.3010 |
1.3035 |
1.3089 |
|
| S4 |
1.2970 |
1.2995 |
1.3078 |
|
|
| 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 |
1.3116 |
1.2935 |
0.0181 |
1.4% |
0.0047 |
0.4% |
91% |
False |
False |
27 |
| 10 |
1.3142 |
1.2935 |
0.0207 |
1.6% |
0.0048 |
0.4% |
80% |
False |
False |
20 |
| 20 |
1.3142 |
1.2737 |
0.0405 |
3.1% |
0.0046 |
0.3% |
90% |
False |
False |
18 |
| 40 |
1.3142 |
1.2711 |
0.0431 |
3.3% |
0.0038 |
0.3% |
90% |
False |
False |
16 |
| 60 |
1.3158 |
1.2711 |
0.0447 |
3.4% |
0.0030 |
0.2% |
87% |
False |
False |
11 |
| 80 |
1.3200 |
1.2554 |
0.0646 |
4.9% |
0.0033 |
0.2% |
85% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3275 |
|
2.618 |
1.3210 |
|
1.618 |
1.3170 |
|
1.000 |
1.3145 |
|
0.618 |
1.3130 |
|
HIGH |
1.3105 |
|
0.618 |
1.3090 |
|
0.500 |
1.3085 |
|
0.382 |
1.3080 |
|
LOW |
1.3065 |
|
0.618 |
1.3040 |
|
1.000 |
1.3025 |
|
1.618 |
1.3000 |
|
2.618 |
1.2960 |
|
4.250 |
1.2895 |
|
|
| Fisher Pivots for day following 13-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3095 |
1.3086 |
| PP |
1.3090 |
1.3071 |
| S1 |
1.3085 |
1.3057 |
|