CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 14-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3105 |
1.3111 |
0.0006 |
0.0% |
1.2937 |
| High |
1.3105 |
1.3194 |
0.0089 |
0.7% |
1.3194 |
| Low |
1.3065 |
1.3111 |
0.0046 |
0.4% |
1.2935 |
| Close |
1.3100 |
1.3184 |
0.0084 |
0.6% |
1.3184 |
| Range |
0.0040 |
0.0083 |
0.0043 |
107.5% |
0.0259 |
| ATR |
0.0056 |
0.0059 |
0.0003 |
4.8% |
0.0000 |
| Volume |
42 |
42 |
0 |
0.0% |
157 |
|
| Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3412 |
1.3381 |
1.3230 |
|
| R3 |
1.3329 |
1.3298 |
1.3207 |
|
| R2 |
1.3246 |
1.3246 |
1.3199 |
|
| R1 |
1.3215 |
1.3215 |
1.3192 |
1.3231 |
| PP |
1.3163 |
1.3163 |
1.3163 |
1.3171 |
| S1 |
1.3132 |
1.3132 |
1.3176 |
1.3148 |
| S2 |
1.3080 |
1.3080 |
1.3169 |
|
| S3 |
1.2997 |
1.3049 |
1.3161 |
|
| S4 |
1.2914 |
1.2966 |
1.3138 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3881 |
1.3792 |
1.3326 |
|
| R3 |
1.3622 |
1.3533 |
1.3255 |
|
| R2 |
1.3363 |
1.3363 |
1.3231 |
|
| R1 |
1.3274 |
1.3274 |
1.3208 |
1.3319 |
| PP |
1.3104 |
1.3104 |
1.3104 |
1.3127 |
| S1 |
1.3015 |
1.3015 |
1.3160 |
1.3060 |
| S2 |
1.2845 |
1.2845 |
1.3137 |
|
| S3 |
1.2586 |
1.2756 |
1.3113 |
|
| S4 |
1.2327 |
1.2497 |
1.3042 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3194 |
1.2935 |
0.0259 |
2.0% |
0.0055 |
0.4% |
96% |
True |
False |
31 |
| 10 |
1.3194 |
1.2935 |
0.0259 |
2.0% |
0.0054 |
0.4% |
96% |
True |
False |
24 |
| 20 |
1.3194 |
1.2737 |
0.0457 |
3.5% |
0.0049 |
0.4% |
98% |
True |
False |
19 |
| 40 |
1.3194 |
1.2711 |
0.0483 |
3.7% |
0.0040 |
0.3% |
98% |
True |
False |
17 |
| 60 |
1.3194 |
1.2711 |
0.0483 |
3.7% |
0.0031 |
0.2% |
98% |
True |
False |
12 |
| 80 |
1.3200 |
1.2554 |
0.0646 |
4.9% |
0.0034 |
0.3% |
98% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3547 |
|
2.618 |
1.3411 |
|
1.618 |
1.3328 |
|
1.000 |
1.3277 |
|
0.618 |
1.3245 |
|
HIGH |
1.3194 |
|
0.618 |
1.3162 |
|
0.500 |
1.3153 |
|
0.382 |
1.3143 |
|
LOW |
1.3111 |
|
0.618 |
1.3060 |
|
1.000 |
1.3028 |
|
1.618 |
1.2977 |
|
2.618 |
1.2894 |
|
4.250 |
1.2758 |
|
|
| Fisher Pivots for day following 14-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3174 |
1.3159 |
| PP |
1.3163 |
1.3134 |
| S1 |
1.3153 |
1.3110 |
|