CME Euro FX (E) Future March 2013
Trading Metrics calculated at close of trading on 04-Dec-2012
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.44)
Moving Averages
Strong Buy
+1.00
Oscillators
Buy
+0.22
Price Levels
Buy
+0.50
Trend
Neutral
0.00
Relative Volume (20d): 4.83x
ATR(14) %: 0.6%
20-Day Historical Volatility: 0.1%
Day Change Summary (OHLC)
| Previous | Current | ||||
|---|---|---|---|---|---|
| Metric | 03-Dec-2012 | 04-Dec-2012 | Change | Change % | Previous Week |
| Open | 1.3008 | 1.3068 | 0.0060 | 0.5% | 1.2990 |
| High | 1.3089 | 1.3121 | 0.0032 | 0.2% | 1.3043 |
| Low | 1.3003 | 1.3059 | 0.0056 | 0.4% | 1.2899 |
| Close | 1.3071 | 1.3114 | 0.0043 | 0.3% | 1.3013 |
| Range | 0.0086 | 0.0062 | -0.0024 | -27.9% | 0.0144 |
| ATR(14) | 0.0079 | 0.0077 | -0.0001 | -1.5% | 0.0078 |
| Volume | 3,111 | 5,133 | 2,022 | 65.0% | 8,219 |
Multi-Period Performance
1-Month (21d)
2.1%
3-Month (63d)
3.8%
6-Month (126d)
4.2%
1-Year (252d)
—
Year-To-Date (YTD)
0.3%
52-Week Range
52W Low: 1.2090 (8.5%)
Position (93%)
52W High: 1.3188 (0.6%)
Daily Pivots for day following 04-Dec-2012
Weekly Pivots for week ending 30-Nov-2012
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 1.3385 |
| 2.618 | 1.3283 |
| 1.618 | 1.3221 |
| 1.000 | 1.3183 |
| 0.618 | 1.3159 |
| HIGH | 1.3121 |
| 0.618 | 1.3097 |
| 0.500 | 1.3090 |
| 0.382 | 1.3083 |
| LOW | 1.3059 |
| 0.618 | 1.3021 |
| 1.000 | 1.2997 |
| 1.618 | 1.2959 |
| 2.618 | 1.2897 |
| 4.250 | 1.2796 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 1.2929 |
| 38.2% | 1.2769 |
| 50.0% | 1.2639 |
| 61.8% | 1.2509 |
| 78.6% | 1.2325 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 1.3027 | 0.0087 | 0.7% | Above |
| 10-Day SMA | 1.2973 | 0.0141 | 1.1% | Above |
| 20-Day SMA | 1.2871 | 0.0243 | 1.9% | Above |
| 50-Day SMA | 1.2929 | 0.0186 | 1.4% | Above |
| 100-Day SMA | 1.2735 | 0.0379 | 3.0% | Above |
| 200-Day SMA | Insufficient data | |||
Bollinger Bands (20, 2):
Upper: 1.3114
Middle: 1.2871
Lower: 1.2628
Bandwidth: 3.8%
Ichimoku Kinko Hyo:
Tenkan-sen: 1.2941
Kijun-sen: 1.2901
Span A: 1.2921
Span B: 1.2918
Chikou Span: 1.2951
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral68.36
Neutral 30–70MACD (12, 26, 9)
Bullish Cross0.00
Signal: 0.00 · Hist: 0.00Stochastic (14, 3)
Neutral%K: 98.28
%D: 95.21StochRSI (14)
Neutral%K: 99.53
%D: 95.69ADX (14) & Trend
Neutral15.77
+DI: 32.28 · -DI: 17.55CCI (20)
Neutral144.80
Range -100 to +100Williams %R (14)
Neutral-1.72
Range -100 to 0Ultimate Oscillator
Neutral58.82
Periods: 7, 14, 28ROC (12)
Bullish2.53%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral0.02
Bull: 0.02 · Bear: 0.01High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 1.3121 | 1.2899 | 0.0222 | 1.7% | 0.0071 | 0.5% | 97% | True | False | 2,771 |
| 10 | 1.3121 | 1.2760 | 0.0361 | 2.8% | 0.0078 | 0.6% | 98% | True | False | 1,800 |
| 20 | 1.3121 | 1.2680 | 0.0441 | 3.4% | 0.0075 | 0.6% | 98% | True | False | 1,064 |
| 40 | 1.3155 | 1.2680 | 0.0475 | 3.6% | 0.0075 | 0.6% | 91% | False | False | 606 |
| 60 | 1.3188 | 1.2680 | 0.0508 | 3.9% | 0.0080 | 0.6% | 85% | False | False | 450 |
| 80 | 1.3188 | 1.2310 | 0.0878 | 6.7% | 0.0067 | 0.5% | 92% | False | False | 341 |
| 100 | 1.3188 | 1.2090 | 0.1098 | 8.4% | 0.0062 | 0.5% | 93% | False | False | 275 |
| 120 | 1.3188 | 1.2090 | 0.1098 | 8.4% | 0.0060 | 0.5% | 93% | False | False | 230 |