CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 31-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
31-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3261 |
1.3257 |
-0.0004 |
0.0% |
1.3200 |
| High |
1.3261 |
1.3257 |
-0.0004 |
0.0% |
1.3304 |
| Low |
1.3188 |
1.3199 |
0.0011 |
0.1% |
1.3188 |
| Close |
1.3243 |
1.3220 |
-0.0023 |
-0.2% |
1.3243 |
| Range |
0.0073 |
0.0058 |
-0.0015 |
-20.5% |
0.0116 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
84 |
103 |
19 |
22.6% |
221 |
|
| Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3399 |
1.3368 |
1.3252 |
|
| R3 |
1.3341 |
1.3310 |
1.3236 |
|
| R2 |
1.3283 |
1.3283 |
1.3231 |
|
| R1 |
1.3252 |
1.3252 |
1.3225 |
1.3239 |
| PP |
1.3225 |
1.3225 |
1.3225 |
1.3219 |
| S1 |
1.3194 |
1.3194 |
1.3215 |
1.3181 |
| S2 |
1.3167 |
1.3167 |
1.3209 |
|
| S3 |
1.3109 |
1.3136 |
1.3204 |
|
| S4 |
1.3051 |
1.3078 |
1.3188 |
|
|
| 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% |
0.0061 |
0.5% |
28% |
False |
False |
64 |
| 10 |
1.3326 |
1.3163 |
0.0163 |
1.2% |
0.0065 |
0.5% |
35% |
False |
False |
112 |
| 20 |
1.3326 |
1.2935 |
0.0391 |
3.0% |
0.0060 |
0.5% |
73% |
False |
False |
68 |
| 40 |
1.3326 |
1.2711 |
0.0615 |
4.7% |
0.0052 |
0.4% |
83% |
False |
False |
44 |
| 60 |
1.3326 |
1.2711 |
0.0615 |
4.7% |
0.0039 |
0.3% |
83% |
False |
False |
30 |
| 80 |
1.3326 |
1.2709 |
0.0617 |
4.7% |
0.0038 |
0.3% |
83% |
False |
False |
26 |
| 100 |
1.3326 |
1.2324 |
0.1002 |
7.6% |
0.0036 |
0.3% |
89% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3504 |
|
2.618 |
1.3409 |
|
1.618 |
1.3351 |
|
1.000 |
1.3315 |
|
0.618 |
1.3293 |
|
HIGH |
1.3257 |
|
0.618 |
1.3235 |
|
0.500 |
1.3228 |
|
0.382 |
1.3221 |
|
LOW |
1.3199 |
|
0.618 |
1.3163 |
|
1.000 |
1.3141 |
|
1.618 |
1.3105 |
|
2.618 |
1.3047 |
|
4.250 |
1.2953 |
|
|
| Fisher Pivots for day following 31-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3228 |
1.3246 |
| PP |
1.3225 |
1.3237 |
| S1 |
1.3223 |
1.3229 |
|