CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 11-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2897 |
1.2943 |
0.0046 |
0.4% |
1.2995 |
| High |
1.2947 |
1.3016 |
0.0069 |
0.5% |
1.3130 |
| Low |
1.2886 |
1.2929 |
0.0043 |
0.3% |
1.2877 |
| Close |
1.2939 |
1.3004 |
0.0065 |
0.5% |
1.2928 |
| Range |
0.0061 |
0.0087 |
0.0026 |
42.6% |
0.0253 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
0.1% |
0.0000 |
| Volume |
176,719 |
237,328 |
60,609 |
34.3% |
1,370,082 |
|
| Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3244 |
1.3211 |
1.3052 |
|
| R3 |
1.3157 |
1.3124 |
1.3028 |
|
| R2 |
1.3070 |
1.3070 |
1.3020 |
|
| R1 |
1.3037 |
1.3037 |
1.3012 |
1.3054 |
| PP |
1.2983 |
1.2983 |
1.2983 |
1.2991 |
| S1 |
1.2950 |
1.2950 |
1.2996 |
1.2967 |
| S2 |
1.2896 |
1.2896 |
1.2988 |
|
| S3 |
1.2809 |
1.2863 |
1.2980 |
|
| S4 |
1.2722 |
1.2776 |
1.2956 |
|
|
| 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 |
1.9% |
0.0090 |
0.7% |
50% |
False |
False |
251,444 |
| 10 |
1.3130 |
1.2877 |
0.0253 |
1.9% |
0.0082 |
0.6% |
50% |
False |
False |
253,317 |
| 20 |
1.3130 |
1.2665 |
0.0465 |
3.6% |
0.0085 |
0.7% |
73% |
False |
False |
251,742 |
| 40 |
1.3147 |
1.2665 |
0.0482 |
3.7% |
0.0085 |
0.7% |
70% |
False |
False |
240,908 |
| 60 |
1.3147 |
1.2665 |
0.0482 |
3.7% |
0.0090 |
0.7% |
70% |
False |
False |
243,289 |
| 80 |
1.3183 |
1.2320 |
0.0863 |
6.6% |
0.0093 |
0.7% |
79% |
False |
False |
195,065 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0097 |
0.7% |
84% |
False |
False |
156,193 |
| 120 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0097 |
0.7% |
84% |
False |
False |
130,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3386 |
|
2.618 |
1.3244 |
|
1.618 |
1.3157 |
|
1.000 |
1.3103 |
|
0.618 |
1.3070 |
|
HIGH |
1.3016 |
|
0.618 |
1.2983 |
|
0.500 |
1.2973 |
|
0.382 |
1.2962 |
|
LOW |
1.2929 |
|
0.618 |
1.2875 |
|
1.000 |
1.2842 |
|
1.618 |
1.2788 |
|
2.618 |
1.2701 |
|
4.250 |
1.2559 |
|
|
| Fisher Pivots for day following 11-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2994 |
1.2985 |
| PP |
1.2983 |
1.2966 |
| S1 |
1.2973 |
1.2947 |
|