CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 12-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2998 |
1.3025 |
0.0027 |
0.2% |
1.3065 |
| High |
1.3029 |
1.3116 |
0.0087 |
0.7% |
1.3142 |
| Low |
1.2998 |
1.3025 |
0.0027 |
0.2% |
1.2951 |
| Close |
1.3029 |
1.3105 |
0.0076 |
0.6% |
1.2954 |
| Range |
0.0031 |
0.0091 |
0.0060 |
193.5% |
0.0191 |
| ATR |
0.0055 |
0.0057 |
0.0003 |
4.7% |
0.0000 |
| Volume |
16 |
14 |
-2 |
-12.5% |
88 |
|
| Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3355 |
1.3321 |
1.3155 |
|
| R3 |
1.3264 |
1.3230 |
1.3130 |
|
| R2 |
1.3173 |
1.3173 |
1.3122 |
|
| R1 |
1.3139 |
1.3139 |
1.3113 |
1.3156 |
| PP |
1.3082 |
1.3082 |
1.3082 |
1.3091 |
| S1 |
1.3048 |
1.3048 |
1.3097 |
1.3065 |
| S2 |
1.2991 |
1.2991 |
1.3088 |
|
| S3 |
1.2900 |
1.2957 |
1.3080 |
|
| S4 |
1.2809 |
1.2866 |
1.3055 |
|
|
| 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 |
1.3116 |
1.2935 |
0.0181 |
1.4% |
0.0061 |
0.5% |
94% |
True |
False |
23 |
| 10 |
1.3142 |
1.2935 |
0.0207 |
1.6% |
0.0044 |
0.3% |
82% |
False |
False |
17 |
| 20 |
1.3142 |
1.2737 |
0.0405 |
3.1% |
0.0047 |
0.4% |
91% |
False |
False |
17 |
| 40 |
1.3158 |
1.2711 |
0.0447 |
3.4% |
0.0037 |
0.3% |
88% |
False |
False |
15 |
| 60 |
1.3158 |
1.2711 |
0.0447 |
3.4% |
0.0029 |
0.2% |
88% |
False |
False |
10 |
| 80 |
1.3200 |
1.2460 |
0.0740 |
5.6% |
0.0033 |
0.3% |
87% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3503 |
|
2.618 |
1.3354 |
|
1.618 |
1.3263 |
|
1.000 |
1.3207 |
|
0.618 |
1.3172 |
|
HIGH |
1.3116 |
|
0.618 |
1.3081 |
|
0.500 |
1.3071 |
|
0.382 |
1.3060 |
|
LOW |
1.3025 |
|
0.618 |
1.2969 |
|
1.000 |
1.2934 |
|
1.618 |
1.2878 |
|
2.618 |
1.2787 |
|
4.250 |
1.2638 |
|
|
| Fisher Pivots for day following 12-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3094 |
1.3079 |
| PP |
1.3082 |
1.3052 |
| S1 |
1.3071 |
1.3026 |
|