CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 18-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3210 |
1.3199 |
-0.0011 |
-0.1% |
1.2937 |
| High |
1.3210 |
1.3260 |
0.0050 |
0.4% |
1.3194 |
| Low |
1.3163 |
1.3188 |
0.0025 |
0.2% |
1.2935 |
| Close |
1.3184 |
1.3243 |
0.0059 |
0.4% |
1.3184 |
| Range |
0.0047 |
0.0072 |
0.0025 |
53.2% |
0.0259 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
2.2% |
0.0000 |
| Volume |
205 |
8 |
-197 |
-96.1% |
157 |
|
| Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3446 |
1.3417 |
1.3283 |
|
| R3 |
1.3374 |
1.3345 |
1.3263 |
|
| R2 |
1.3302 |
1.3302 |
1.3256 |
|
| R1 |
1.3273 |
1.3273 |
1.3250 |
1.3288 |
| PP |
1.3230 |
1.3230 |
1.3230 |
1.3238 |
| S1 |
1.3201 |
1.3201 |
1.3236 |
1.3216 |
| S2 |
1.3158 |
1.3158 |
1.3230 |
|
| S3 |
1.3086 |
1.3129 |
1.3223 |
|
| S4 |
1.3014 |
1.3057 |
1.3203 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3881 |
1.3792 |
1.3326 |
|
| R3 |
1.3622 |
1.3533 |
1.3255 |
|
| R2 |
1.3363 |
1.3363 |
1.3231 |
|
| R1 |
1.3274 |
1.3274 |
1.3208 |
1.3319 |
| PP |
1.3104 |
1.3104 |
1.3104 |
1.3127 |
| S1 |
1.3015 |
1.3015 |
1.3160 |
1.3060 |
| S2 |
1.2845 |
1.2845 |
1.3137 |
|
| S3 |
1.2586 |
1.2756 |
1.3113 |
|
| S4 |
1.2327 |
1.2497 |
1.3042 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3260 |
1.3025 |
0.0235 |
1.8% |
0.0067 |
0.5% |
93% |
True |
False |
62 |
| 10 |
1.3260 |
1.2935 |
0.0325 |
2.5% |
0.0060 |
0.5% |
95% |
True |
False |
45 |
| 20 |
1.3260 |
1.2814 |
0.0446 |
3.4% |
0.0048 |
0.4% |
96% |
True |
False |
25 |
| 40 |
1.3260 |
1.2711 |
0.0549 |
4.1% |
0.0041 |
0.3% |
97% |
True |
False |
22 |
| 60 |
1.3260 |
1.2711 |
0.0549 |
4.1% |
0.0033 |
0.2% |
97% |
True |
False |
15 |
| 80 |
1.3260 |
1.2554 |
0.0706 |
5.3% |
0.0034 |
0.3% |
98% |
True |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3566 |
|
2.618 |
1.3448 |
|
1.618 |
1.3376 |
|
1.000 |
1.3332 |
|
0.618 |
1.3304 |
|
HIGH |
1.3260 |
|
0.618 |
1.3232 |
|
0.500 |
1.3224 |
|
0.382 |
1.3216 |
|
LOW |
1.3188 |
|
0.618 |
1.3144 |
|
1.000 |
1.3116 |
|
1.618 |
1.3072 |
|
2.618 |
1.3000 |
|
4.250 |
1.2882 |
|
|
| Fisher Pivots for day following 18-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3237 |
1.3224 |
| PP |
1.3230 |
1.3205 |
| S1 |
1.3224 |
1.3186 |
|