CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 24-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2012 |
24-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3251 |
1.3200 |
-0.0051 |
-0.4% |
1.3210 |
| High |
1.3251 |
1.3253 |
0.0002 |
0.0% |
1.3326 |
| Low |
1.3188 |
1.3200 |
0.0012 |
0.1% |
1.3163 |
| Close |
1.3199 |
1.3213 |
0.0014 |
0.1% |
1.3199 |
| Range |
0.0063 |
0.0053 |
-0.0010 |
-15.9% |
0.0163 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
104 |
81 |
-23 |
-22.1% |
803 |
|
| Daily Pivots for day following 24-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3381 |
1.3350 |
1.3242 |
|
| R3 |
1.3328 |
1.3297 |
1.3228 |
|
| R2 |
1.3275 |
1.3275 |
1.3223 |
|
| R1 |
1.3244 |
1.3244 |
1.3218 |
1.3260 |
| PP |
1.3222 |
1.3222 |
1.3222 |
1.3230 |
| S1 |
1.3191 |
1.3191 |
1.3208 |
1.3207 |
| S2 |
1.3169 |
1.3169 |
1.3203 |
|
| S3 |
1.3116 |
1.3138 |
1.3198 |
|
| S4 |
1.3063 |
1.3085 |
1.3184 |
|
|
| 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 |
1.3188 |
0.0138 |
1.0% |
0.0071 |
0.5% |
18% |
False |
False |
135 |
| 10 |
1.3326 |
1.2998 |
0.0328 |
2.5% |
0.0065 |
0.5% |
66% |
False |
False |
99 |
| 20 |
1.3326 |
1.2913 |
0.0413 |
3.1% |
0.0051 |
0.4% |
73% |
False |
False |
57 |
| 40 |
1.3326 |
1.2711 |
0.0615 |
4.7% |
0.0048 |
0.4% |
82% |
False |
False |
39 |
| 60 |
1.3326 |
1.2711 |
0.0615 |
4.7% |
0.0035 |
0.3% |
82% |
False |
False |
26 |
| 80 |
1.3326 |
1.2572 |
0.0754 |
5.7% |
0.0037 |
0.3% |
85% |
False |
False |
24 |
| 100 |
1.3326 |
1.2295 |
0.1031 |
7.8% |
0.0035 |
0.3% |
89% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3478 |
|
2.618 |
1.3392 |
|
1.618 |
1.3339 |
|
1.000 |
1.3306 |
|
0.618 |
1.3286 |
|
HIGH |
1.3253 |
|
0.618 |
1.3233 |
|
0.500 |
1.3227 |
|
0.382 |
1.3220 |
|
LOW |
1.3200 |
|
0.618 |
1.3167 |
|
1.000 |
1.3147 |
|
1.618 |
1.3114 |
|
2.618 |
1.3061 |
|
4.250 |
1.2975 |
|
|
| Fisher Pivots for day following 24-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3227 |
1.3253 |
| PP |
1.3222 |
1.3240 |
| S1 |
1.3218 |
1.3226 |
|