CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 12-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2943 |
1.3009 |
0.0066 |
0.5% |
1.2995 |
| High |
1.3016 |
1.3099 |
0.0083 |
0.6% |
1.3130 |
| Low |
1.2929 |
1.2996 |
0.0067 |
0.5% |
1.2877 |
| Close |
1.3004 |
1.3082 |
0.0078 |
0.6% |
1.2928 |
| Range |
0.0087 |
0.0103 |
0.0016 |
18.4% |
0.0253 |
| ATR |
0.0086 |
0.0087 |
0.0001 |
1.4% |
0.0000 |
| Volume |
237,328 |
266,906 |
29,578 |
12.5% |
1,370,082 |
|
| Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3368 |
1.3328 |
1.3139 |
|
| R3 |
1.3265 |
1.3225 |
1.3110 |
|
| R2 |
1.3162 |
1.3162 |
1.3101 |
|
| R1 |
1.3122 |
1.3122 |
1.3091 |
1.3142 |
| PP |
1.3059 |
1.3059 |
1.3059 |
1.3069 |
| S1 |
1.3019 |
1.3019 |
1.3073 |
1.3039 |
| S2 |
1.2956 |
1.2956 |
1.3063 |
|
| S3 |
1.2853 |
1.2916 |
1.3054 |
|
| S4 |
1.2750 |
1.2813 |
1.3025 |
|
|
| 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 |
1.3099 |
1.2877 |
0.0222 |
1.7% |
0.0097 |
0.7% |
92% |
True |
False |
254,088 |
| 10 |
1.3130 |
1.2877 |
0.0253 |
1.9% |
0.0085 |
0.6% |
81% |
False |
False |
256,636 |
| 20 |
1.3130 |
1.2693 |
0.0437 |
3.3% |
0.0087 |
0.7% |
89% |
False |
False |
249,623 |
| 40 |
1.3147 |
1.2665 |
0.0482 |
3.7% |
0.0085 |
0.6% |
87% |
False |
False |
240,747 |
| 60 |
1.3147 |
1.2665 |
0.0482 |
3.7% |
0.0090 |
0.7% |
87% |
False |
False |
243,941 |
| 80 |
1.3183 |
1.2366 |
0.0817 |
6.2% |
0.0094 |
0.7% |
88% |
False |
False |
198,398 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.5% |
0.0097 |
0.7% |
91% |
False |
False |
158,858 |
| 120 |
1.3183 |
1.2069 |
0.1114 |
8.5% |
0.0098 |
0.7% |
91% |
False |
False |
132,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3537 |
|
2.618 |
1.3369 |
|
1.618 |
1.3266 |
|
1.000 |
1.3202 |
|
0.618 |
1.3163 |
|
HIGH |
1.3099 |
|
0.618 |
1.3060 |
|
0.500 |
1.3048 |
|
0.382 |
1.3035 |
|
LOW |
1.2996 |
|
0.618 |
1.2932 |
|
1.000 |
1.2893 |
|
1.618 |
1.2829 |
|
2.618 |
1.2726 |
|
4.250 |
1.2558 |
|
|
| Fisher Pivots for day following 12-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3071 |
1.3052 |
| PP |
1.3059 |
1.3022 |
| S1 |
1.3048 |
1.2993 |
|