CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 27-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3229 |
1.3263 |
0.0034 |
0.3% |
1.3210 |
| High |
1.3268 |
1.3304 |
0.0036 |
0.3% |
1.3326 |
| Low |
1.3225 |
1.3228 |
0.0003 |
0.0% |
1.3163 |
| Close |
1.3243 |
1.3261 |
0.0018 |
0.1% |
1.3199 |
| Range |
0.0043 |
0.0076 |
0.0033 |
76.7% |
0.0163 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.5% |
0.0000 |
| Volume |
27 |
29 |
2 |
7.4% |
803 |
|
| Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3492 |
1.3453 |
1.3303 |
|
| R3 |
1.3416 |
1.3377 |
1.3282 |
|
| R2 |
1.3340 |
1.3340 |
1.3275 |
|
| R1 |
1.3301 |
1.3301 |
1.3268 |
1.3283 |
| PP |
1.3264 |
1.3264 |
1.3264 |
1.3255 |
| S1 |
1.3225 |
1.3225 |
1.3254 |
1.3207 |
| S2 |
1.3188 |
1.3188 |
1.3247 |
|
| S3 |
1.3112 |
1.3149 |
1.3240 |
|
| S4 |
1.3036 |
1.3073 |
1.3219 |
|
|
| 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 |
1.3318 |
1.3188 |
0.0130 |
1.0% |
0.0065 |
0.5% |
56% |
False |
False |
120 |
| 10 |
1.3326 |
1.3065 |
0.0261 |
2.0% |
0.0064 |
0.5% |
75% |
False |
False |
102 |
| 20 |
1.3326 |
1.2935 |
0.0391 |
2.9% |
0.0054 |
0.4% |
83% |
False |
False |
59 |
| 40 |
1.3326 |
1.2711 |
0.0615 |
4.6% |
0.0050 |
0.4% |
89% |
False |
False |
40 |
| 60 |
1.3326 |
1.2711 |
0.0615 |
4.6% |
0.0037 |
0.3% |
89% |
False |
False |
27 |
| 80 |
1.3326 |
1.2646 |
0.0680 |
5.1% |
0.0036 |
0.3% |
90% |
False |
False |
24 |
| 100 |
1.3326 |
1.2324 |
0.1002 |
7.6% |
0.0034 |
0.3% |
94% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3627 |
|
2.618 |
1.3503 |
|
1.618 |
1.3427 |
|
1.000 |
1.3380 |
|
0.618 |
1.3351 |
|
HIGH |
1.3304 |
|
0.618 |
1.3275 |
|
0.500 |
1.3266 |
|
0.382 |
1.3257 |
|
LOW |
1.3228 |
|
0.618 |
1.3181 |
|
1.000 |
1.3152 |
|
1.618 |
1.3105 |
|
2.618 |
1.3029 |
|
4.250 |
1.2905 |
|
|
| Fisher Pivots for day following 27-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3266 |
1.3258 |
| PP |
1.3264 |
1.3255 |
| S1 |
1.3263 |
1.3252 |
|