CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 11-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2908 |
1.2954 |
0.0046 |
0.4% |
1.3008 |
| High |
1.2959 |
1.3028 |
0.0069 |
0.5% |
1.3142 |
| Low |
1.2900 |
1.2942 |
0.0042 |
0.3% |
1.2892 |
| Close |
1.2952 |
1.3016 |
0.0064 |
0.5% |
1.2941 |
| Range |
0.0059 |
0.0086 |
0.0027 |
45.8% |
0.0250 |
| ATR |
0.0080 |
0.0081 |
0.0000 |
0.5% |
0.0000 |
| Volume |
17,015 |
62,218 |
45,203 |
265.7% |
41,130 |
|
| Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3253 |
1.3221 |
1.3063 |
|
| R3 |
1.3167 |
1.3135 |
1.3040 |
|
| R2 |
1.3081 |
1.3081 |
1.3032 |
|
| R1 |
1.3049 |
1.3049 |
1.3024 |
1.3065 |
| PP |
1.2995 |
1.2995 |
1.2995 |
1.3004 |
| S1 |
1.2963 |
1.2963 |
1.3008 |
1.2979 |
| S2 |
1.2909 |
1.2909 |
1.3000 |
|
| S3 |
1.2823 |
1.2877 |
1.2992 |
|
| S4 |
1.2737 |
1.2791 |
1.2969 |
|
|
| 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% |
0.0088 |
0.7% |
50% |
False |
False |
22,423 |
| 10 |
1.3142 |
1.2892 |
0.0250 |
1.9% |
0.0080 |
0.6% |
50% |
False |
False |
12,597 |
| 20 |
1.3142 |
1.2680 |
0.0462 |
3.5% |
0.0079 |
0.6% |
73% |
False |
False |
6,603 |
| 40 |
1.3155 |
1.2680 |
0.0475 |
3.6% |
0.0075 |
0.6% |
71% |
False |
False |
3,395 |
| 60 |
1.3155 |
1.2680 |
0.0475 |
3.6% |
0.0077 |
0.6% |
71% |
False |
False |
2,310 |
| 80 |
1.3188 |
1.2384 |
0.0804 |
6.2% |
0.0071 |
0.5% |
79% |
False |
False |
1,742 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0064 |
0.5% |
84% |
False |
False |
1,395 |
| 120 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0062 |
0.5% |
84% |
False |
False |
1,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3394 |
|
2.618 |
1.3253 |
|
1.618 |
1.3167 |
|
1.000 |
1.3114 |
|
0.618 |
1.3081 |
|
HIGH |
1.3028 |
|
0.618 |
1.2995 |
|
0.500 |
1.2985 |
|
0.382 |
1.2975 |
|
LOW |
1.2942 |
|
0.618 |
1.2889 |
|
1.000 |
1.2856 |
|
1.618 |
1.2803 |
|
2.618 |
1.2717 |
|
4.250 |
1.2577 |
|
|
| Fisher Pivots for day following 11-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3006 |
1.2997 |
| PP |
1.2995 |
1.2979 |
| S1 |
1.2985 |
1.2960 |
|