CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 24-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2012 |
24-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3261 |
1.3192 |
-0.0069 |
-0.5% |
1.3186 |
| High |
1.3261 |
1.3247 |
-0.0014 |
-0.1% |
1.3321 |
| Low |
1.3170 |
1.3183 |
0.0013 |
0.1% |
1.3156 |
| Close |
1.3187 |
1.3201 |
0.0014 |
0.1% |
1.3187 |
| Range |
0.0091 |
0.0064 |
-0.0027 |
-29.7% |
0.0165 |
| ATR |
0.0083 |
0.0081 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
202,083 |
59,433 |
-142,650 |
-70.6% |
977,279 |
|
| Daily Pivots for day following 24-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3402 |
1.3366 |
1.3236 |
|
| R3 |
1.3338 |
1.3302 |
1.3219 |
|
| R2 |
1.3274 |
1.3274 |
1.3213 |
|
| R1 |
1.3238 |
1.3238 |
1.3207 |
1.3256 |
| PP |
1.3210 |
1.3210 |
1.3210 |
1.3220 |
| S1 |
1.3174 |
1.3174 |
1.3195 |
1.3192 |
| S2 |
1.3146 |
1.3146 |
1.3189 |
|
| S3 |
1.3082 |
1.3110 |
1.3183 |
|
| S4 |
1.3018 |
1.3046 |
1.3166 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3716 |
1.3617 |
1.3278 |
|
| R3 |
1.3551 |
1.3452 |
1.3232 |
|
| R2 |
1.3386 |
1.3386 |
1.3217 |
|
| R1 |
1.3287 |
1.3287 |
1.3202 |
1.3337 |
| PP |
1.3221 |
1.3221 |
1.3221 |
1.3246 |
| S1 |
1.3122 |
1.3122 |
1.3172 |
1.3172 |
| S2 |
1.3056 |
1.3056 |
1.3157 |
|
| S3 |
1.2891 |
1.2957 |
1.3142 |
|
| S4 |
1.2726 |
1.2792 |
1.3096 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3321 |
1.3168 |
0.0153 |
1.2% |
0.0085 |
0.6% |
22% |
False |
False |
175,186 |
| 10 |
1.3321 |
1.2942 |
0.0379 |
2.9% |
0.0083 |
0.6% |
68% |
False |
False |
155,021 |
| 20 |
1.3321 |
1.2892 |
0.0429 |
3.2% |
0.0082 |
0.6% |
72% |
False |
False |
80,756 |
| 40 |
1.3321 |
1.2680 |
0.0641 |
4.9% |
0.0077 |
0.6% |
81% |
False |
False |
40,555 |
| 60 |
1.3321 |
1.2680 |
0.0641 |
4.9% |
0.0077 |
0.6% |
81% |
False |
False |
27,086 |
| 80 |
1.3321 |
1.2588 |
0.0733 |
5.6% |
0.0079 |
0.6% |
84% |
False |
False |
20,340 |
| 100 |
1.3321 |
1.2300 |
0.1021 |
7.7% |
0.0066 |
0.5% |
88% |
False |
False |
16,274 |
| 120 |
1.3321 |
1.2090 |
0.1231 |
9.3% |
0.0064 |
0.5% |
90% |
False |
False |
13,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3519 |
|
2.618 |
1.3415 |
|
1.618 |
1.3351 |
|
1.000 |
1.3311 |
|
0.618 |
1.3287 |
|
HIGH |
1.3247 |
|
0.618 |
1.3223 |
|
0.500 |
1.3215 |
|
0.382 |
1.3207 |
|
LOW |
1.3183 |
|
0.618 |
1.3143 |
|
1.000 |
1.3119 |
|
1.618 |
1.3079 |
|
2.618 |
1.3015 |
|
4.250 |
1.2911 |
|
|
| Fisher Pivots for day following 24-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3215 |
1.3239 |
| PP |
1.3210 |
1.3226 |
| S1 |
1.3206 |
1.3214 |
|