CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 14-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3072 |
1.3076 |
0.0004 |
0.0% |
1.2897 |
| High |
1.3101 |
1.3174 |
0.0073 |
0.6% |
1.3174 |
| Low |
1.3041 |
1.3066 |
0.0025 |
0.2% |
1.2886 |
| Close |
1.3077 |
1.3160 |
0.0083 |
0.6% |
1.3160 |
| Range |
0.0060 |
0.0108 |
0.0048 |
80.0% |
0.0288 |
| ATR |
0.0085 |
0.0087 |
0.0002 |
1.9% |
0.0000 |
| Volume |
237,395 |
82,323 |
-155,072 |
-65.3% |
1,000,671 |
|
| Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3457 |
1.3417 |
1.3219 |
|
| R3 |
1.3349 |
1.3309 |
1.3190 |
|
| R2 |
1.3241 |
1.3241 |
1.3180 |
|
| R1 |
1.3201 |
1.3201 |
1.3170 |
1.3221 |
| PP |
1.3133 |
1.3133 |
1.3133 |
1.3144 |
| S1 |
1.3093 |
1.3093 |
1.3150 |
1.3113 |
| S2 |
1.3025 |
1.3025 |
1.3140 |
|
| S3 |
1.2917 |
1.2985 |
1.3130 |
|
| S4 |
1.2809 |
1.2877 |
1.3101 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3937 |
1.3837 |
1.3318 |
|
| R3 |
1.3649 |
1.3549 |
1.3239 |
|
| R2 |
1.3361 |
1.3361 |
1.3213 |
|
| R1 |
1.3261 |
1.3261 |
1.3186 |
1.3311 |
| PP |
1.3073 |
1.3073 |
1.3073 |
1.3099 |
| S1 |
1.2973 |
1.2973 |
1.3134 |
1.3023 |
| S2 |
1.2785 |
1.2785 |
1.3107 |
|
| S3 |
1.2497 |
1.2685 |
1.3081 |
|
| S4 |
1.2209 |
1.2397 |
1.3002 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3174 |
1.2886 |
0.0288 |
2.2% |
0.0084 |
0.6% |
95% |
True |
False |
200,134 |
| 10 |
1.3174 |
1.2877 |
0.0297 |
2.3% |
0.0087 |
0.7% |
95% |
True |
False |
237,075 |
| 20 |
1.3174 |
1.2693 |
0.0481 |
3.7% |
0.0087 |
0.7% |
97% |
True |
False |
239,940 |
| 40 |
1.3174 |
1.2665 |
0.0509 |
3.9% |
0.0084 |
0.6% |
97% |
True |
False |
236,870 |
| 60 |
1.3174 |
1.2665 |
0.0509 |
3.9% |
0.0089 |
0.7% |
97% |
True |
False |
240,230 |
| 80 |
1.3183 |
1.2484 |
0.0699 |
5.3% |
0.0093 |
0.7% |
97% |
False |
False |
202,369 |
| 100 |
1.3183 |
1.2144 |
0.1039 |
7.9% |
0.0097 |
0.7% |
98% |
False |
False |
162,034 |
| 120 |
1.3183 |
1.2069 |
0.1114 |
8.5% |
0.0098 |
0.7% |
98% |
False |
False |
135,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3633 |
|
2.618 |
1.3457 |
|
1.618 |
1.3349 |
|
1.000 |
1.3282 |
|
0.618 |
1.3241 |
|
HIGH |
1.3174 |
|
0.618 |
1.3133 |
|
0.500 |
1.3120 |
|
0.382 |
1.3107 |
|
LOW |
1.3066 |
|
0.618 |
1.2999 |
|
1.000 |
1.2958 |
|
1.618 |
1.2891 |
|
2.618 |
1.2783 |
|
4.250 |
1.2607 |
|
|
| Fisher Pivots for day following 14-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3147 |
1.3135 |
| PP |
1.3133 |
1.3110 |
| S1 |
1.3120 |
1.3085 |
|