CME Euro FX (E) Future March 2013
| 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 |
1.3079 |
1.3087 |
0.0008 |
0.1% |
1.2908 |
| High |
1.3112 |
1.3186 |
0.0074 |
0.6% |
1.3186 |
| Low |
1.3052 |
1.3078 |
0.0026 |
0.2% |
1.2900 |
| Close |
1.3088 |
1.3171 |
0.0083 |
0.6% |
1.3171 |
| Range |
0.0060 |
0.0108 |
0.0048 |
80.0% |
0.0286 |
| ATR |
0.0081 |
0.0083 |
0.0002 |
2.4% |
0.0000 |
| Volume |
98,705 |
254,562 |
155,857 |
157.9% |
530,513 |
|
| Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3469 |
1.3428 |
1.3230 |
|
| R3 |
1.3361 |
1.3320 |
1.3201 |
|
| R2 |
1.3253 |
1.3253 |
1.3191 |
|
| R1 |
1.3212 |
1.3212 |
1.3181 |
1.3233 |
| PP |
1.3145 |
1.3145 |
1.3145 |
1.3155 |
| S1 |
1.3104 |
1.3104 |
1.3161 |
1.3125 |
| S2 |
1.3037 |
1.3037 |
1.3151 |
|
| S3 |
1.2929 |
1.2996 |
1.3141 |
|
| S4 |
1.2821 |
1.2888 |
1.3112 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3944 |
1.3843 |
1.3328 |
|
| R3 |
1.3658 |
1.3557 |
1.3250 |
|
| R2 |
1.3372 |
1.3372 |
1.3223 |
|
| R1 |
1.3271 |
1.3271 |
1.3197 |
1.3322 |
| PP |
1.3086 |
1.3086 |
1.3086 |
1.3111 |
| S1 |
1.2985 |
1.2985 |
1.3145 |
1.3036 |
| S2 |
1.2800 |
1.2800 |
1.3119 |
|
| S3 |
1.2514 |
1.2699 |
1.3092 |
|
| S4 |
1.2228 |
1.2413 |
1.3014 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3186 |
1.2900 |
0.0286 |
2.2% |
0.0083 |
0.6% |
95% |
True |
False |
106,102 |
| 10 |
1.3186 |
1.2892 |
0.0294 |
2.2% |
0.0086 |
0.7% |
95% |
True |
False |
57,164 |
| 20 |
1.3186 |
1.2713 |
0.0473 |
3.6% |
0.0082 |
0.6% |
97% |
True |
False |
29,104 |
| 40 |
1.3186 |
1.2680 |
0.0506 |
3.8% |
0.0076 |
0.6% |
97% |
True |
False |
14,660 |
| 60 |
1.3186 |
1.2680 |
0.0506 |
3.8% |
0.0077 |
0.6% |
97% |
True |
False |
9,826 |
| 80 |
1.3188 |
1.2537 |
0.0651 |
4.9% |
0.0074 |
0.6% |
97% |
False |
False |
7,382 |
| 100 |
1.3188 |
1.2204 |
0.0984 |
7.5% |
0.0065 |
0.5% |
98% |
False |
False |
5,907 |
| 120 |
1.3188 |
1.2090 |
0.1098 |
8.3% |
0.0063 |
0.5% |
98% |
False |
False |
4,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3645 |
|
2.618 |
1.3469 |
|
1.618 |
1.3361 |
|
1.000 |
1.3294 |
|
0.618 |
1.3253 |
|
HIGH |
1.3186 |
|
0.618 |
1.3145 |
|
0.500 |
1.3132 |
|
0.382 |
1.3119 |
|
LOW |
1.3078 |
|
0.618 |
1.3011 |
|
1.000 |
1.2970 |
|
1.618 |
1.2903 |
|
2.618 |
1.2795 |
|
4.250 |
1.2619 |
|
|
| Fisher Pivots for day following 14-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3158 |
1.3146 |
| PP |
1.3145 |
1.3122 |
| S1 |
1.3132 |
1.3097 |
|