CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 13-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3009 |
1.3072 |
0.0063 |
0.5% |
1.2995 |
| High |
1.3099 |
1.3101 |
0.0002 |
0.0% |
1.3130 |
| Low |
1.2996 |
1.3041 |
0.0045 |
0.3% |
1.2877 |
| Close |
1.3082 |
1.3077 |
-0.0005 |
0.0% |
1.2928 |
| Range |
0.0103 |
0.0060 |
-0.0043 |
-41.7% |
0.0253 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
266,906 |
237,395 |
-29,511 |
-11.1% |
1,370,082 |
|
| Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3253 |
1.3225 |
1.3110 |
|
| R3 |
1.3193 |
1.3165 |
1.3094 |
|
| R2 |
1.3133 |
1.3133 |
1.3088 |
|
| R1 |
1.3105 |
1.3105 |
1.3083 |
1.3119 |
| PP |
1.3073 |
1.3073 |
1.3073 |
1.3080 |
| S1 |
1.3045 |
1.3045 |
1.3072 |
1.3059 |
| S2 |
1.3013 |
1.3013 |
1.3066 |
|
| S3 |
1.2953 |
1.2985 |
1.3061 |
|
| S4 |
1.2893 |
1.2925 |
1.3044 |
|
|
| 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 |
1.3101 |
1.2877 |
0.0224 |
1.7% |
0.0082 |
0.6% |
89% |
True |
False |
237,728 |
| 10 |
1.3130 |
1.2877 |
0.0253 |
1.9% |
0.0083 |
0.6% |
79% |
False |
False |
255,676 |
| 20 |
1.3130 |
1.2693 |
0.0437 |
3.3% |
0.0085 |
0.7% |
88% |
False |
False |
248,003 |
| 40 |
1.3136 |
1.2665 |
0.0471 |
3.6% |
0.0084 |
0.6% |
87% |
False |
False |
240,743 |
| 60 |
1.3147 |
1.2665 |
0.0482 |
3.7% |
0.0089 |
0.7% |
85% |
False |
False |
243,484 |
| 80 |
1.3183 |
1.2453 |
0.0730 |
5.6% |
0.0093 |
0.7% |
85% |
False |
False |
201,360 |
| 100 |
1.3183 |
1.2088 |
0.1095 |
8.4% |
0.0097 |
0.7% |
90% |
False |
False |
161,219 |
| 120 |
1.3183 |
1.2069 |
0.1114 |
8.5% |
0.0098 |
0.7% |
90% |
False |
False |
134,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3356 |
|
2.618 |
1.3258 |
|
1.618 |
1.3198 |
|
1.000 |
1.3161 |
|
0.618 |
1.3138 |
|
HIGH |
1.3101 |
|
0.618 |
1.3078 |
|
0.500 |
1.3071 |
|
0.382 |
1.3064 |
|
LOW |
1.3041 |
|
0.618 |
1.3004 |
|
1.000 |
1.2981 |
|
1.618 |
1.2944 |
|
2.618 |
1.2884 |
|
4.250 |
1.2786 |
|
|
| Fisher Pivots for day following 13-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3075 |
1.3056 |
| PP |
1.3073 |
1.3036 |
| S1 |
1.3071 |
1.3015 |
|