CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 20-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3254 |
1.3228 |
-0.0026 |
-0.2% |
1.2937 |
| High |
1.3326 |
1.3318 |
-0.0008 |
-0.1% |
1.3194 |
| Low |
1.3250 |
1.3228 |
-0.0022 |
-0.2% |
1.2935 |
| Close |
1.3271 |
1.3264 |
-0.0007 |
-0.1% |
1.3184 |
| Range |
0.0076 |
0.0090 |
0.0014 |
18.4% |
0.0259 |
| ATR |
0.0061 |
0.0063 |
0.0002 |
3.4% |
0.0000 |
| Volume |
126 |
360 |
234 |
185.7% |
157 |
|
| Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3540 |
1.3492 |
1.3314 |
|
| R3 |
1.3450 |
1.3402 |
1.3289 |
|
| R2 |
1.3360 |
1.3360 |
1.3281 |
|
| R1 |
1.3312 |
1.3312 |
1.3272 |
1.3336 |
| PP |
1.3270 |
1.3270 |
1.3270 |
1.3282 |
| S1 |
1.3222 |
1.3222 |
1.3256 |
1.3246 |
| S2 |
1.3180 |
1.3180 |
1.3248 |
|
| S3 |
1.3090 |
1.3132 |
1.3239 |
|
| S4 |
1.3000 |
1.3042 |
1.3215 |
|
|
| 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 |
1.3326 |
1.3111 |
0.0215 |
1.6% |
0.0074 |
0.6% |
71% |
False |
False |
148 |
| 10 |
1.3326 |
1.2935 |
0.0391 |
2.9% |
0.0060 |
0.5% |
84% |
False |
False |
88 |
| 20 |
1.3326 |
1.2865 |
0.0461 |
3.5% |
0.0053 |
0.4% |
87% |
False |
False |
49 |
| 40 |
1.3326 |
1.2711 |
0.0615 |
4.6% |
0.0045 |
0.3% |
90% |
False |
False |
34 |
| 60 |
1.3326 |
1.2711 |
0.0615 |
4.6% |
0.0036 |
0.3% |
90% |
False |
False |
23 |
| 80 |
1.3326 |
1.2557 |
0.0769 |
5.8% |
0.0036 |
0.3% |
92% |
False |
False |
21 |
| 100 |
1.3326 |
1.2232 |
0.1094 |
8.2% |
0.0034 |
0.3% |
94% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3701 |
|
2.618 |
1.3554 |
|
1.618 |
1.3464 |
|
1.000 |
1.3408 |
|
0.618 |
1.3374 |
|
HIGH |
1.3318 |
|
0.618 |
1.3284 |
|
0.500 |
1.3273 |
|
0.382 |
1.3262 |
|
LOW |
1.3228 |
|
0.618 |
1.3172 |
|
1.000 |
1.3138 |
|
1.618 |
1.3082 |
|
2.618 |
1.2992 |
|
4.250 |
1.2846 |
|
|
| Fisher Pivots for day following 20-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3273 |
1.3262 |
| PP |
1.3270 |
1.3259 |
| S1 |
1.3267 |
1.3257 |
|