CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 10-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2979 |
1.2908 |
-0.0071 |
-0.5% |
1.3008 |
| High |
1.2986 |
1.2959 |
-0.0027 |
-0.2% |
1.3142 |
| Low |
1.2892 |
1.2900 |
0.0008 |
0.1% |
1.2892 |
| Close |
1.2941 |
1.2952 |
0.0011 |
0.1% |
1.2941 |
| Range |
0.0094 |
0.0059 |
-0.0035 |
-37.2% |
0.0250 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
13,482 |
17,015 |
3,533 |
26.2% |
41,130 |
|
| Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3114 |
1.3092 |
1.2984 |
|
| R3 |
1.3055 |
1.3033 |
1.2968 |
|
| R2 |
1.2996 |
1.2996 |
1.2963 |
|
| R1 |
1.2974 |
1.2974 |
1.2957 |
1.2985 |
| PP |
1.2937 |
1.2937 |
1.2937 |
1.2943 |
| S1 |
1.2915 |
1.2915 |
1.2947 |
1.2926 |
| S2 |
1.2878 |
1.2878 |
1.2941 |
|
| S3 |
1.2819 |
1.2856 |
1.2936 |
|
| S4 |
1.2760 |
1.2797 |
1.2920 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3742 |
1.3591 |
1.3079 |
|
| R3 |
1.3492 |
1.3341 |
1.3010 |
|
| R2 |
1.3242 |
1.3242 |
1.2987 |
|
| R1 |
1.3091 |
1.3091 |
1.2964 |
1.3042 |
| PP |
1.2992 |
1.2992 |
1.2992 |
1.2967 |
| S1 |
1.2841 |
1.2841 |
1.2918 |
1.2792 |
| S2 |
1.2742 |
1.2742 |
1.2895 |
|
| S3 |
1.2492 |
1.2591 |
1.2872 |
|
| S4 |
1.2242 |
1.2341 |
1.2804 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3142 |
1.2892 |
0.0250 |
1.9% |
0.0083 |
0.6% |
24% |
False |
False |
11,006 |
| 10 |
1.3142 |
1.2892 |
0.0250 |
1.9% |
0.0080 |
0.6% |
24% |
False |
False |
6,491 |
| 20 |
1.3142 |
1.2680 |
0.0462 |
3.6% |
0.0077 |
0.6% |
59% |
False |
False |
3,511 |
| 40 |
1.3155 |
1.2680 |
0.0475 |
3.7% |
0.0075 |
0.6% |
57% |
False |
False |
1,841 |
| 60 |
1.3188 |
1.2680 |
0.0508 |
3.9% |
0.0077 |
0.6% |
54% |
False |
False |
1,274 |
| 80 |
1.3188 |
1.2350 |
0.0838 |
6.5% |
0.0071 |
0.5% |
72% |
False |
False |
964 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0064 |
0.5% |
79% |
False |
False |
773 |
| 120 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0061 |
0.5% |
79% |
False |
False |
645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3210 |
|
2.618 |
1.3113 |
|
1.618 |
1.3054 |
|
1.000 |
1.3018 |
|
0.618 |
1.2995 |
|
HIGH |
1.2959 |
|
0.618 |
1.2936 |
|
0.500 |
1.2930 |
|
0.382 |
1.2923 |
|
LOW |
1.2900 |
|
0.618 |
1.2864 |
|
1.000 |
1.2841 |
|
1.618 |
1.2805 |
|
2.618 |
1.2746 |
|
4.250 |
1.2649 |
|
|
| Fisher Pivots for day following 10-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2945 |
1.2996 |
| PP |
1.2937 |
1.2981 |
| S1 |
1.2930 |
1.2967 |
|