CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 28-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2012 |
28-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3263 |
1.3261 |
-0.0002 |
0.0% |
1.3200 |
| High |
1.3304 |
1.3261 |
-0.0043 |
-0.3% |
1.3304 |
| Low |
1.3228 |
1.3188 |
-0.0040 |
-0.3% |
1.3188 |
| Close |
1.3261 |
1.3243 |
-0.0018 |
-0.1% |
1.3243 |
| Range |
0.0076 |
0.0073 |
-0.0003 |
-3.9% |
0.0116 |
| ATR |
0.0064 |
0.0064 |
0.0001 |
1.1% |
0.0000 |
| Volume |
29 |
84 |
55 |
189.7% |
221 |
|
| Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3450 |
1.3419 |
1.3283 |
|
| R3 |
1.3377 |
1.3346 |
1.3263 |
|
| R2 |
1.3304 |
1.3304 |
1.3256 |
|
| R1 |
1.3273 |
1.3273 |
1.3250 |
1.3252 |
| PP |
1.3231 |
1.3231 |
1.3231 |
1.3220 |
| S1 |
1.3200 |
1.3200 |
1.3236 |
1.3179 |
| S2 |
1.3158 |
1.3158 |
1.3230 |
|
| S3 |
1.3085 |
1.3127 |
1.3223 |
|
| S4 |
1.3012 |
1.3054 |
1.3203 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3593 |
1.3534 |
1.3307 |
|
| R3 |
1.3477 |
1.3418 |
1.3275 |
|
| R2 |
1.3361 |
1.3361 |
1.3264 |
|
| R1 |
1.3302 |
1.3302 |
1.3254 |
1.3332 |
| PP |
1.3245 |
1.3245 |
1.3245 |
1.3260 |
| S1 |
1.3186 |
1.3186 |
1.3232 |
1.3216 |
| S2 |
1.3129 |
1.3129 |
1.3222 |
|
| S3 |
1.3013 |
1.3070 |
1.3211 |
|
| S4 |
1.2897 |
1.2954 |
1.3179 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3304 |
1.3188 |
0.0116 |
0.9% |
0.0062 |
0.5% |
47% |
False |
True |
65 |
| 10 |
1.3326 |
1.3111 |
0.0215 |
1.6% |
0.0068 |
0.5% |
61% |
False |
False |
106 |
| 20 |
1.3326 |
1.2935 |
0.0391 |
3.0% |
0.0058 |
0.4% |
79% |
False |
False |
63 |
| 40 |
1.3326 |
1.2711 |
0.0615 |
4.6% |
0.0051 |
0.4% |
87% |
False |
False |
42 |
| 60 |
1.3326 |
1.2711 |
0.0615 |
4.6% |
0.0039 |
0.3% |
87% |
False |
False |
28 |
| 80 |
1.3326 |
1.2692 |
0.0634 |
4.8% |
0.0037 |
0.3% |
87% |
False |
False |
25 |
| 100 |
1.3326 |
1.2324 |
0.1002 |
7.6% |
0.0035 |
0.3% |
92% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3571 |
|
2.618 |
1.3452 |
|
1.618 |
1.3379 |
|
1.000 |
1.3334 |
|
0.618 |
1.3306 |
|
HIGH |
1.3261 |
|
0.618 |
1.3233 |
|
0.500 |
1.3225 |
|
0.382 |
1.3216 |
|
LOW |
1.3188 |
|
0.618 |
1.3143 |
|
1.000 |
1.3115 |
|
1.618 |
1.3070 |
|
2.618 |
1.2997 |
|
4.250 |
1.2878 |
|
|
| Fisher Pivots for day following 28-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3237 |
1.3246 |
| PP |
1.3231 |
1.3245 |
| S1 |
1.3225 |
1.3244 |
|