CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 11-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2937 |
1.2998 |
0.0061 |
0.5% |
1.3065 |
| High |
1.2964 |
1.3029 |
0.0065 |
0.5% |
1.3142 |
| Low |
1.2935 |
1.2998 |
0.0063 |
0.5% |
1.2951 |
| Close |
1.2964 |
1.3029 |
0.0065 |
0.5% |
1.2954 |
| Range |
0.0029 |
0.0031 |
0.0002 |
6.9% |
0.0191 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
1.5% |
0.0000 |
| Volume |
43 |
16 |
-27 |
-62.8% |
88 |
|
| Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3112 |
1.3101 |
1.3046 |
|
| R3 |
1.3081 |
1.3070 |
1.3038 |
|
| R2 |
1.3050 |
1.3050 |
1.3035 |
|
| R1 |
1.3039 |
1.3039 |
1.3032 |
1.3045 |
| PP |
1.3019 |
1.3019 |
1.3019 |
1.3021 |
| S1 |
1.3008 |
1.3008 |
1.3026 |
1.3014 |
| S2 |
1.2988 |
1.2988 |
1.3023 |
|
| S3 |
1.2957 |
1.2977 |
1.3020 |
|
| S4 |
1.2926 |
1.2946 |
1.3012 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3589 |
1.3462 |
1.3059 |
|
| R3 |
1.3398 |
1.3271 |
1.3007 |
|
| R2 |
1.3207 |
1.3207 |
1.2989 |
|
| R1 |
1.3080 |
1.3080 |
1.2972 |
1.3048 |
| PP |
1.3016 |
1.3016 |
1.3016 |
1.3000 |
| S1 |
1.2889 |
1.2889 |
1.2936 |
1.2857 |
| S2 |
1.2825 |
1.2825 |
1.2919 |
|
| S3 |
1.2634 |
1.2698 |
1.2901 |
|
| S4 |
1.2443 |
1.2507 |
1.2849 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3142 |
1.2935 |
0.0207 |
1.6% |
0.0053 |
0.4% |
45% |
False |
False |
28 |
| 10 |
1.3142 |
1.2913 |
0.0229 |
1.8% |
0.0041 |
0.3% |
51% |
False |
False |
16 |
| 20 |
1.3142 |
1.2711 |
0.0431 |
3.3% |
0.0045 |
0.3% |
74% |
False |
False |
20 |
| 40 |
1.3158 |
1.2711 |
0.0447 |
3.4% |
0.0035 |
0.3% |
71% |
False |
False |
15 |
| 60 |
1.3158 |
1.2711 |
0.0447 |
3.4% |
0.0028 |
0.2% |
71% |
False |
False |
11 |
| 80 |
1.3200 |
1.2403 |
0.0797 |
6.1% |
0.0032 |
0.2% |
79% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3161 |
|
2.618 |
1.3110 |
|
1.618 |
1.3079 |
|
1.000 |
1.3060 |
|
0.618 |
1.3048 |
|
HIGH |
1.3029 |
|
0.618 |
1.3017 |
|
0.500 |
1.3014 |
|
0.382 |
1.3010 |
|
LOW |
1.2998 |
|
0.618 |
1.2979 |
|
1.000 |
1.2967 |
|
1.618 |
1.2948 |
|
2.618 |
1.2917 |
|
4.250 |
1.2866 |
|
|
| Fisher Pivots for day following 11-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3024 |
1.3013 |
| PP |
1.3019 |
1.2998 |
| S1 |
1.3014 |
1.2982 |
|