CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 26-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2012 |
26-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3192 |
1.3220 |
0.0028 |
0.2% |
1.3186 |
| High |
1.3247 |
1.3267 |
0.0020 |
0.2% |
1.3321 |
| Low |
1.3183 |
1.3199 |
0.0016 |
0.1% |
1.3156 |
| Close |
1.3201 |
1.3232 |
0.0031 |
0.2% |
1.3187 |
| Range |
0.0064 |
0.0068 |
0.0004 |
6.3% |
0.0165 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
59,433 |
53,665 |
-5,768 |
-9.7% |
977,279 |
|
| Daily Pivots for day following 26-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3437 |
1.3402 |
1.3269 |
|
| R3 |
1.3369 |
1.3334 |
1.3251 |
|
| R2 |
1.3301 |
1.3301 |
1.3244 |
|
| R1 |
1.3266 |
1.3266 |
1.3238 |
1.3284 |
| PP |
1.3233 |
1.3233 |
1.3233 |
1.3241 |
| S1 |
1.3198 |
1.3198 |
1.3226 |
1.3216 |
| S2 |
1.3165 |
1.3165 |
1.3220 |
|
| S3 |
1.3097 |
1.3130 |
1.3213 |
|
| S4 |
1.3029 |
1.3062 |
1.3195 |
|
|
| 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 |
1.3170 |
0.0151 |
1.1% |
0.0082 |
0.6% |
41% |
False |
False |
149,666 |
| 10 |
1.3321 |
1.3008 |
0.0313 |
2.4% |
0.0081 |
0.6% |
72% |
False |
False |
154,165 |
| 20 |
1.3321 |
1.2892 |
0.0429 |
3.2% |
0.0080 |
0.6% |
79% |
False |
False |
83,381 |
| 40 |
1.3321 |
1.2680 |
0.0641 |
4.8% |
0.0078 |
0.6% |
86% |
False |
False |
41,894 |
| 60 |
1.3321 |
1.2680 |
0.0641 |
4.8% |
0.0077 |
0.6% |
86% |
False |
False |
27,978 |
| 80 |
1.3321 |
1.2588 |
0.0733 |
5.5% |
0.0079 |
0.6% |
88% |
False |
False |
21,011 |
| 100 |
1.3321 |
1.2300 |
0.1021 |
7.7% |
0.0067 |
0.5% |
91% |
False |
False |
16,810 |
| 120 |
1.3321 |
1.2090 |
0.1231 |
9.3% |
0.0063 |
0.5% |
93% |
False |
False |
14,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3556 |
|
2.618 |
1.3445 |
|
1.618 |
1.3377 |
|
1.000 |
1.3335 |
|
0.618 |
1.3309 |
|
HIGH |
1.3267 |
|
0.618 |
1.3241 |
|
0.500 |
1.3233 |
|
0.382 |
1.3225 |
|
LOW |
1.3199 |
|
0.618 |
1.3157 |
|
1.000 |
1.3131 |
|
1.618 |
1.3089 |
|
2.618 |
1.3021 |
|
4.250 |
1.2910 |
|
|
| Fisher Pivots for day following 26-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3233 |
1.3228 |
| PP |
1.3233 |
1.3223 |
| S1 |
1.3232 |
1.3219 |
|