CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 21-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3228 |
1.3251 |
0.0023 |
0.2% |
1.3210 |
| High |
1.3318 |
1.3251 |
-0.0067 |
-0.5% |
1.3326 |
| Low |
1.3228 |
1.3188 |
-0.0040 |
-0.3% |
1.3163 |
| Close |
1.3264 |
1.3199 |
-0.0065 |
-0.5% |
1.3199 |
| Range |
0.0090 |
0.0063 |
-0.0027 |
-30.0% |
0.0163 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.5% |
0.0000 |
| Volume |
360 |
104 |
-256 |
-71.1% |
803 |
|
| Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3402 |
1.3363 |
1.3234 |
|
| R3 |
1.3339 |
1.3300 |
1.3216 |
|
| R2 |
1.3276 |
1.3276 |
1.3211 |
|
| R1 |
1.3237 |
1.3237 |
1.3205 |
1.3225 |
| PP |
1.3213 |
1.3213 |
1.3213 |
1.3207 |
| S1 |
1.3174 |
1.3174 |
1.3193 |
1.3162 |
| S2 |
1.3150 |
1.3150 |
1.3187 |
|
| S3 |
1.3087 |
1.3111 |
1.3182 |
|
| S4 |
1.3024 |
1.3048 |
1.3164 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3718 |
1.3622 |
1.3289 |
|
| R3 |
1.3555 |
1.3459 |
1.3244 |
|
| R2 |
1.3392 |
1.3392 |
1.3229 |
|
| R1 |
1.3296 |
1.3296 |
1.3214 |
1.3263 |
| PP |
1.3229 |
1.3229 |
1.3229 |
1.3213 |
| S1 |
1.3133 |
1.3133 |
1.3184 |
1.3100 |
| S2 |
1.3066 |
1.3066 |
1.3169 |
|
| S3 |
1.2903 |
1.2970 |
1.3154 |
|
| S4 |
1.2740 |
1.2807 |
1.3109 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3326 |
1.3163 |
0.0163 |
1.2% |
0.0070 |
0.5% |
22% |
False |
False |
160 |
| 10 |
1.3326 |
1.2935 |
0.0391 |
3.0% |
0.0062 |
0.5% |
68% |
False |
False |
96 |
| 20 |
1.3326 |
1.2913 |
0.0413 |
3.1% |
0.0049 |
0.4% |
69% |
False |
False |
53 |
| 40 |
1.3326 |
1.2711 |
0.0615 |
4.7% |
0.0047 |
0.4% |
79% |
False |
False |
37 |
| 60 |
1.3326 |
1.2711 |
0.0615 |
4.7% |
0.0036 |
0.3% |
79% |
False |
False |
25 |
| 80 |
1.3326 |
1.2557 |
0.0769 |
5.8% |
0.0037 |
0.3% |
83% |
False |
False |
23 |
| 100 |
1.3326 |
1.2232 |
0.1094 |
8.3% |
0.0034 |
0.3% |
88% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3519 |
|
2.618 |
1.3416 |
|
1.618 |
1.3353 |
|
1.000 |
1.3314 |
|
0.618 |
1.3290 |
|
HIGH |
1.3251 |
|
0.618 |
1.3227 |
|
0.500 |
1.3220 |
|
0.382 |
1.3212 |
|
LOW |
1.3188 |
|
0.618 |
1.3149 |
|
1.000 |
1.3125 |
|
1.618 |
1.3086 |
|
2.618 |
1.3023 |
|
4.250 |
1.2920 |
|
|
| Fisher Pivots for day following 21-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3220 |
1.3257 |
| PP |
1.3213 |
1.3238 |
| S1 |
1.3206 |
1.3218 |
|