CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 12-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2954 |
1.3017 |
0.0063 |
0.5% |
1.3008 |
| High |
1.3028 |
1.3111 |
0.0083 |
0.6% |
1.3142 |
| Low |
1.2942 |
1.3008 |
0.0066 |
0.5% |
1.2892 |
| Close |
1.3016 |
1.3093 |
0.0077 |
0.6% |
1.2941 |
| Range |
0.0086 |
0.0103 |
0.0017 |
19.8% |
0.0250 |
| ATR |
0.0081 |
0.0082 |
0.0002 |
2.0% |
0.0000 |
| Volume |
62,218 |
98,013 |
35,795 |
57.5% |
41,130 |
|
| Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3380 |
1.3339 |
1.3150 |
|
| R3 |
1.3277 |
1.3236 |
1.3121 |
|
| R2 |
1.3174 |
1.3174 |
1.3112 |
|
| R1 |
1.3133 |
1.3133 |
1.3102 |
1.3154 |
| PP |
1.3071 |
1.3071 |
1.3071 |
1.3081 |
| S1 |
1.3030 |
1.3030 |
1.3084 |
1.3051 |
| S2 |
1.2968 |
1.2968 |
1.3074 |
|
| S3 |
1.2865 |
1.2927 |
1.3065 |
|
| S4 |
1.2762 |
1.2824 |
1.3036 |
|
|
| 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 |
1.3111 |
1.2892 |
0.0219 |
1.7% |
0.0095 |
0.7% |
92% |
True |
False |
40,749 |
| 10 |
1.3142 |
1.2892 |
0.0250 |
1.9% |
0.0083 |
0.6% |
80% |
False |
False |
22,266 |
| 20 |
1.3142 |
1.2713 |
0.0429 |
3.3% |
0.0081 |
0.6% |
89% |
False |
False |
11,475 |
| 40 |
1.3155 |
1.2680 |
0.0475 |
3.6% |
0.0075 |
0.6% |
87% |
False |
False |
5,843 |
| 60 |
1.3155 |
1.2680 |
0.0475 |
3.6% |
0.0078 |
0.6% |
87% |
False |
False |
3,942 |
| 80 |
1.3188 |
1.2484 |
0.0704 |
5.4% |
0.0072 |
0.6% |
87% |
False |
False |
2,967 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0064 |
0.5% |
91% |
False |
False |
2,375 |
| 120 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0063 |
0.5% |
91% |
False |
False |
1,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3549 |
|
2.618 |
1.3381 |
|
1.618 |
1.3278 |
|
1.000 |
1.3214 |
|
0.618 |
1.3175 |
|
HIGH |
1.3111 |
|
0.618 |
1.3072 |
|
0.500 |
1.3060 |
|
0.382 |
1.3047 |
|
LOW |
1.3008 |
|
0.618 |
1.2944 |
|
1.000 |
1.2905 |
|
1.618 |
1.2841 |
|
2.618 |
1.2738 |
|
4.250 |
1.2570 |
|
|
| Fisher Pivots for day following 12-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3082 |
1.3064 |
| PP |
1.3071 |
1.3035 |
| S1 |
1.3060 |
1.3006 |
|