CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 19-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3174 |
1.3235 |
0.0061 |
0.5% |
1.2908 |
| High |
1.3252 |
1.3321 |
0.0069 |
0.5% |
1.3186 |
| Low |
1.3168 |
1.3231 |
0.0063 |
0.5% |
1.2900 |
| Close |
1.3231 |
1.3259 |
0.0028 |
0.2% |
1.3171 |
| Range |
0.0084 |
0.0090 |
0.0006 |
7.1% |
0.0286 |
| ATR |
0.0080 |
0.0081 |
0.0001 |
0.9% |
0.0000 |
| Volume |
181,264 |
228,297 |
47,033 |
25.9% |
530,513 |
|
| Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3540 |
1.3490 |
1.3309 |
|
| R3 |
1.3450 |
1.3400 |
1.3284 |
|
| R2 |
1.3360 |
1.3360 |
1.3276 |
|
| R1 |
1.3310 |
1.3310 |
1.3267 |
1.3335 |
| PP |
1.3270 |
1.3270 |
1.3270 |
1.3283 |
| S1 |
1.3220 |
1.3220 |
1.3251 |
1.3245 |
| S2 |
1.3180 |
1.3180 |
1.3243 |
|
| S3 |
1.3090 |
1.3130 |
1.3234 |
|
| S4 |
1.3000 |
1.3040 |
1.3210 |
|
|
| 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 |
1.3321 |
1.3052 |
0.0269 |
2.0% |
0.0078 |
0.6% |
77% |
True |
False |
184,721 |
| 10 |
1.3321 |
1.2892 |
0.0429 |
3.2% |
0.0087 |
0.7% |
86% |
True |
False |
112,735 |
| 20 |
1.3321 |
1.2760 |
0.0561 |
4.2% |
0.0083 |
0.6% |
89% |
True |
False |
57,574 |
| 40 |
1.3321 |
1.2680 |
0.0641 |
4.8% |
0.0076 |
0.6% |
90% |
True |
False |
28,909 |
| 60 |
1.3321 |
1.2680 |
0.0641 |
4.8% |
0.0077 |
0.6% |
90% |
True |
False |
19,324 |
| 80 |
1.3321 |
1.2541 |
0.0780 |
5.9% |
0.0076 |
0.6% |
92% |
True |
False |
14,511 |
| 100 |
1.3321 |
1.2204 |
0.1117 |
8.4% |
0.0065 |
0.5% |
94% |
True |
False |
11,610 |
| 120 |
1.3321 |
1.2090 |
0.1231 |
9.3% |
0.0064 |
0.5% |
95% |
True |
False |
9,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3704 |
|
2.618 |
1.3557 |
|
1.618 |
1.3467 |
|
1.000 |
1.3411 |
|
0.618 |
1.3377 |
|
HIGH |
1.3321 |
|
0.618 |
1.3287 |
|
0.500 |
1.3276 |
|
0.382 |
1.3265 |
|
LOW |
1.3231 |
|
0.618 |
1.3175 |
|
1.000 |
1.3141 |
|
1.618 |
1.3085 |
|
2.618 |
1.2995 |
|
4.250 |
1.2849 |
|
|
| Fisher Pivots for day following 19-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3276 |
1.3252 |
| PP |
1.3270 |
1.3245 |
| S1 |
1.3265 |
1.3239 |
|