CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 06-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3108 |
1.3086 |
-0.0022 |
-0.2% |
1.2990 |
| High |
1.3142 |
1.3099 |
-0.0043 |
-0.3% |
1.3043 |
| Low |
1.3074 |
1.2965 |
-0.0109 |
-0.8% |
1.2899 |
| Close |
1.3092 |
1.2976 |
-0.0116 |
-0.9% |
1.3013 |
| Range |
0.0068 |
0.0134 |
0.0066 |
97.1% |
0.0144 |
| ATR |
0.0077 |
0.0081 |
0.0004 |
5.3% |
0.0000 |
| Volume |
6,383 |
13,021 |
6,638 |
104.0% |
8,219 |
|
| Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3415 |
1.3330 |
1.3050 |
|
| R3 |
1.3281 |
1.3196 |
1.3013 |
|
| R2 |
1.3147 |
1.3147 |
1.3001 |
|
| R1 |
1.3062 |
1.3062 |
1.2988 |
1.3038 |
| PP |
1.3013 |
1.3013 |
1.3013 |
1.3001 |
| S1 |
1.2928 |
1.2928 |
1.2964 |
1.2904 |
| S2 |
1.2879 |
1.2879 |
1.2951 |
|
| S3 |
1.2745 |
1.2794 |
1.2939 |
|
| S4 |
1.2611 |
1.2660 |
1.2902 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3417 |
1.3359 |
1.3092 |
|
| R3 |
1.3273 |
1.3215 |
1.3053 |
|
| R2 |
1.3129 |
1.3129 |
1.3039 |
|
| R1 |
1.3071 |
1.3071 |
1.3026 |
1.3100 |
| PP |
1.2985 |
1.2985 |
1.2985 |
1.3000 |
| S1 |
1.2927 |
1.2927 |
1.3000 |
1.2956 |
| S2 |
1.2841 |
1.2841 |
1.2987 |
|
| S3 |
1.2697 |
1.2783 |
1.2973 |
|
| S4 |
1.2553 |
1.2639 |
1.2934 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3142 |
1.2965 |
0.0177 |
1.4% |
0.0082 |
0.6% |
6% |
False |
True |
6,156 |
| 10 |
1.3142 |
1.2850 |
0.0292 |
2.3% |
0.0084 |
0.6% |
43% |
False |
False |
3,631 |
| 20 |
1.3142 |
1.2680 |
0.0462 |
3.6% |
0.0076 |
0.6% |
64% |
False |
False |
2,011 |
| 40 |
1.3155 |
1.2680 |
0.0475 |
3.7% |
0.0075 |
0.6% |
62% |
False |
False |
1,083 |
| 60 |
1.3188 |
1.2680 |
0.0508 |
3.9% |
0.0081 |
0.6% |
58% |
False |
False |
771 |
| 80 |
1.3188 |
1.2318 |
0.0870 |
6.7% |
0.0069 |
0.5% |
76% |
False |
False |
583 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0063 |
0.5% |
81% |
False |
False |
468 |
| 120 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0061 |
0.5% |
81% |
False |
False |
391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3669 |
|
2.618 |
1.3450 |
|
1.618 |
1.3316 |
|
1.000 |
1.3233 |
|
0.618 |
1.3182 |
|
HIGH |
1.3099 |
|
0.618 |
1.3048 |
|
0.500 |
1.3032 |
|
0.382 |
1.3016 |
|
LOW |
1.2965 |
|
0.618 |
1.2882 |
|
1.000 |
1.2831 |
|
1.618 |
1.2748 |
|
2.618 |
1.2614 |
|
4.250 |
1.2396 |
|
|
| Fisher Pivots for day following 06-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3032 |
1.3054 |
| PP |
1.3013 |
1.3028 |
| S1 |
1.2995 |
1.3002 |
|