CME Euro FX (E) Future March 2013
Trading Metrics calculated at close of trading on 20-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1.3235 |
1.3218 |
-0.0017 |
-0.1% |
1.2908 |
High |
1.3321 |
1.3308 |
-0.0013 |
-0.1% |
1.3186 |
Low |
1.3231 |
1.3212 |
-0.0019 |
-0.1% |
1.2900 |
Close |
1.3259 |
1.3252 |
-0.0007 |
-0.1% |
1.3171 |
Range |
0.0090 |
0.0096 |
0.0006 |
6.7% |
0.0286 |
ATR |
0.0081 |
0.0082 |
0.0001 |
1.3% |
0.0000 |
Volume |
228,297 |
204,854 |
-23,443 |
-10.3% |
530,513 |
|
Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3545 |
1.3495 |
1.3305 |
|
R3 |
1.3449 |
1.3399 |
1.3278 |
|
R2 |
1.3353 |
1.3353 |
1.3270 |
|
R1 |
1.3303 |
1.3303 |
1.3261 |
1.3328 |
PP |
1.3257 |
1.3257 |
1.3257 |
1.3270 |
S1 |
1.3207 |
1.3207 |
1.3243 |
1.3232 |
S2 |
1.3161 |
1.3161 |
1.3234 |
|
S3 |
1.3065 |
1.3111 |
1.3226 |
|
S4 |
1.2969 |
1.3015 |
1.3199 |
|
|
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 |
1.3078 |
0.0243 |
1.8% |
0.0085 |
0.6% |
72% |
False |
False |
205,951 |
10 |
1.3321 |
1.2892 |
0.0429 |
3.2% |
0.0083 |
0.6% |
84% |
False |
False |
131,919 |
20 |
1.3321 |
1.2850 |
0.0471 |
3.6% |
0.0084 |
0.6% |
85% |
False |
False |
67,775 |
40 |
1.3321 |
1.2680 |
0.0641 |
4.8% |
0.0077 |
0.6% |
89% |
False |
False |
34,027 |
60 |
1.3321 |
1.2680 |
0.0641 |
4.8% |
0.0077 |
0.6% |
89% |
False |
False |
22,736 |
80 |
1.3321 |
1.2541 |
0.0780 |
5.9% |
0.0077 |
0.6% |
91% |
False |
False |
17,071 |
100 |
1.3321 |
1.2204 |
0.1117 |
8.4% |
0.0066 |
0.5% |
94% |
False |
False |
13,658 |
120 |
1.3321 |
1.2090 |
0.1231 |
9.3% |
0.0064 |
0.5% |
94% |
False |
False |
11,384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3716 |
2.618 |
1.3559 |
1.618 |
1.3463 |
1.000 |
1.3404 |
0.618 |
1.3367 |
HIGH |
1.3308 |
0.618 |
1.3271 |
0.500 |
1.3260 |
0.382 |
1.3249 |
LOW |
1.3212 |
0.618 |
1.3153 |
1.000 |
1.3116 |
1.618 |
1.3057 |
2.618 |
1.2961 |
4.250 |
1.2804 |
|
|
Fisher Pivots for day following 20-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1.3260 |
1.3250 |
PP |
1.3257 |
1.3247 |
S1 |
1.3255 |
1.3245 |
|