CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 10-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2960 |
1.2897 |
-0.0063 |
-0.5% |
1.2995 |
| High |
1.2974 |
1.2947 |
-0.0027 |
-0.2% |
1.3130 |
| Low |
1.2877 |
1.2886 |
0.0009 |
0.1% |
1.2877 |
| Close |
1.2928 |
1.2939 |
0.0011 |
0.1% |
1.2928 |
| Range |
0.0097 |
0.0061 |
-0.0036 |
-37.1% |
0.0253 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
270,296 |
176,719 |
-93,577 |
-34.6% |
1,370,082 |
|
| Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3107 |
1.3084 |
1.2973 |
|
| R3 |
1.3046 |
1.3023 |
1.2956 |
|
| R2 |
1.2985 |
1.2985 |
1.2950 |
|
| R1 |
1.2962 |
1.2962 |
1.2945 |
1.2974 |
| PP |
1.2924 |
1.2924 |
1.2924 |
1.2930 |
| S1 |
1.2901 |
1.2901 |
1.2933 |
1.2913 |
| S2 |
1.2863 |
1.2863 |
1.2928 |
|
| S3 |
1.2802 |
1.2840 |
1.2922 |
|
| S4 |
1.2741 |
1.2779 |
1.2905 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3737 |
1.3586 |
1.3067 |
|
| R3 |
1.3484 |
1.3333 |
1.2998 |
|
| R2 |
1.3231 |
1.3231 |
1.2974 |
|
| R1 |
1.3080 |
1.3080 |
1.2951 |
1.3029 |
| PP |
1.2978 |
1.2978 |
1.2978 |
1.2953 |
| S1 |
1.2827 |
1.2827 |
1.2905 |
1.2776 |
| S2 |
1.2725 |
1.2725 |
1.2882 |
|
| S3 |
1.2472 |
1.2574 |
1.2858 |
|
| S4 |
1.2219 |
1.2321 |
1.2789 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3130 |
1.2877 |
0.0253 |
2.0% |
0.0085 |
0.7% |
25% |
False |
False |
254,635 |
| 10 |
1.3130 |
1.2877 |
0.0253 |
2.0% |
0.0083 |
0.6% |
25% |
False |
False |
253,929 |
| 20 |
1.3130 |
1.2665 |
0.0465 |
3.6% |
0.0083 |
0.6% |
59% |
False |
False |
247,248 |
| 40 |
1.3147 |
1.2665 |
0.0482 |
3.7% |
0.0085 |
0.7% |
57% |
False |
False |
239,837 |
| 60 |
1.3183 |
1.2665 |
0.0518 |
4.0% |
0.0090 |
0.7% |
53% |
False |
False |
243,259 |
| 80 |
1.3183 |
1.2309 |
0.0874 |
6.8% |
0.0093 |
0.7% |
72% |
False |
False |
192,113 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0097 |
0.7% |
78% |
False |
False |
153,829 |
| 120 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0098 |
0.8% |
78% |
False |
False |
128,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3206 |
|
2.618 |
1.3107 |
|
1.618 |
1.3046 |
|
1.000 |
1.3008 |
|
0.618 |
1.2985 |
|
HIGH |
1.2947 |
|
0.618 |
1.2924 |
|
0.500 |
1.2917 |
|
0.382 |
1.2909 |
|
LOW |
1.2886 |
|
0.618 |
1.2848 |
|
1.000 |
1.2825 |
|
1.618 |
1.2787 |
|
2.618 |
1.2726 |
|
4.250 |
1.2627 |
|
|
| Fisher Pivots for day following 10-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2932 |
1.2983 |
| PP |
1.2924 |
1.2968 |
| S1 |
1.2917 |
1.2954 |
|