CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 17-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3111 |
1.3210 |
0.0099 |
0.8% |
1.2937 |
| High |
1.3194 |
1.3210 |
0.0016 |
0.1% |
1.3194 |
| Low |
1.3111 |
1.3163 |
0.0052 |
0.4% |
1.2935 |
| Close |
1.3184 |
1.3184 |
0.0000 |
0.0% |
1.3184 |
| Range |
0.0083 |
0.0047 |
-0.0036 |
-43.4% |
0.0259 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
42 |
205 |
163 |
388.1% |
157 |
|
| Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3327 |
1.3302 |
1.3210 |
|
| R3 |
1.3280 |
1.3255 |
1.3197 |
|
| R2 |
1.3233 |
1.3233 |
1.3193 |
|
| R1 |
1.3208 |
1.3208 |
1.3188 |
1.3197 |
| PP |
1.3186 |
1.3186 |
1.3186 |
1.3180 |
| S1 |
1.3161 |
1.3161 |
1.3180 |
1.3150 |
| S2 |
1.3139 |
1.3139 |
1.3175 |
|
| S3 |
1.3092 |
1.3114 |
1.3171 |
|
| S4 |
1.3045 |
1.3067 |
1.3158 |
|
|
| 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 |
1.3210 |
1.2998 |
0.0212 |
1.6% |
0.0058 |
0.4% |
88% |
True |
False |
63 |
| 10 |
1.3210 |
1.2935 |
0.0275 |
2.1% |
0.0057 |
0.4% |
91% |
True |
False |
44 |
| 20 |
1.3210 |
1.2776 |
0.0434 |
3.3% |
0.0048 |
0.4% |
94% |
True |
False |
26 |
| 40 |
1.3210 |
1.2711 |
0.0499 |
3.8% |
0.0040 |
0.3% |
95% |
True |
False |
22 |
| 60 |
1.3210 |
1.2711 |
0.0499 |
3.8% |
0.0032 |
0.2% |
95% |
True |
False |
15 |
| 80 |
1.3210 |
1.2554 |
0.0656 |
5.0% |
0.0034 |
0.3% |
96% |
True |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3410 |
|
2.618 |
1.3333 |
|
1.618 |
1.3286 |
|
1.000 |
1.3257 |
|
0.618 |
1.3239 |
|
HIGH |
1.3210 |
|
0.618 |
1.3192 |
|
0.500 |
1.3187 |
|
0.382 |
1.3181 |
|
LOW |
1.3163 |
|
0.618 |
1.3134 |
|
1.000 |
1.3116 |
|
1.618 |
1.3087 |
|
2.618 |
1.3040 |
|
4.250 |
1.2963 |
|
|
| Fisher Pivots for day following 17-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3187 |
1.3169 |
| PP |
1.3186 |
1.3153 |
| S1 |
1.3185 |
1.3138 |
|