CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 31-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
31-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3245 |
1.3227 |
-0.0018 |
-0.1% |
1.3192 |
| High |
1.3266 |
1.3245 |
-0.0021 |
-0.2% |
1.3295 |
| Low |
1.3175 |
1.3181 |
0.0006 |
0.0% |
1.3175 |
| Close |
1.3231 |
1.3208 |
-0.0023 |
-0.2% |
1.3231 |
| Range |
0.0091 |
0.0064 |
-0.0027 |
-29.7% |
0.0120 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
132,099 |
103,044 |
-29,055 |
-22.0% |
399,503 |
|
| Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3403 |
1.3370 |
1.3243 |
|
| R3 |
1.3339 |
1.3306 |
1.3226 |
|
| R2 |
1.3275 |
1.3275 |
1.3220 |
|
| R1 |
1.3242 |
1.3242 |
1.3214 |
1.3227 |
| PP |
1.3211 |
1.3211 |
1.3211 |
1.3204 |
| S1 |
1.3178 |
1.3178 |
1.3202 |
1.3163 |
| S2 |
1.3147 |
1.3147 |
1.3196 |
|
| S3 |
1.3083 |
1.3114 |
1.3190 |
|
| S4 |
1.3019 |
1.3050 |
1.3173 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3594 |
1.3532 |
1.3297 |
|
| R3 |
1.3474 |
1.3412 |
1.3264 |
|
| R2 |
1.3354 |
1.3354 |
1.3253 |
|
| R1 |
1.3292 |
1.3292 |
1.3242 |
1.3323 |
| PP |
1.3234 |
1.3234 |
1.3234 |
1.3249 |
| S1 |
1.3172 |
1.3172 |
1.3220 |
1.3203 |
| S2 |
1.3114 |
1.3114 |
1.3209 |
|
| S3 |
1.2994 |
1.3052 |
1.3198 |
|
| S4 |
1.2874 |
1.2932 |
1.3165 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3295 |
1.3175 |
0.0120 |
0.9% |
0.0074 |
0.6% |
28% |
False |
False |
100,509 |
| 10 |
1.3321 |
1.3156 |
0.0165 |
1.2% |
0.0078 |
0.6% |
32% |
False |
False |
147,982 |
| 20 |
1.3321 |
1.2892 |
0.0429 |
3.2% |
0.0082 |
0.6% |
74% |
False |
False |
102,573 |
| 40 |
1.3321 |
1.2680 |
0.0641 |
4.9% |
0.0079 |
0.6% |
82% |
False |
False |
51,619 |
| 60 |
1.3321 |
1.2680 |
0.0641 |
4.9% |
0.0077 |
0.6% |
82% |
False |
False |
34,464 |
| 80 |
1.3321 |
1.2670 |
0.0651 |
4.9% |
0.0081 |
0.6% |
83% |
False |
False |
25,878 |
| 100 |
1.3321 |
1.2300 |
0.1021 |
7.7% |
0.0069 |
0.5% |
89% |
False |
False |
20,705 |
| 120 |
1.3321 |
1.2090 |
0.1231 |
9.3% |
0.0064 |
0.5% |
91% |
False |
False |
17,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3517 |
|
2.618 |
1.3413 |
|
1.618 |
1.3349 |
|
1.000 |
1.3309 |
|
0.618 |
1.3285 |
|
HIGH |
1.3245 |
|
0.618 |
1.3221 |
|
0.500 |
1.3213 |
|
0.382 |
1.3205 |
|
LOW |
1.3181 |
|
0.618 |
1.3141 |
|
1.000 |
1.3117 |
|
1.618 |
1.3077 |
|
2.618 |
1.3013 |
|
4.250 |
1.2909 |
|
|
| Fisher Pivots for day following 31-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3213 |
1.3235 |
| PP |
1.3211 |
1.3226 |
| S1 |
1.3210 |
1.3217 |
|