CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 19-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3199 |
1.3254 |
0.0055 |
0.4% |
1.2937 |
| High |
1.3260 |
1.3326 |
0.0066 |
0.5% |
1.3194 |
| Low |
1.3188 |
1.3250 |
0.0062 |
0.5% |
1.2935 |
| Close |
1.3243 |
1.3271 |
0.0028 |
0.2% |
1.3184 |
| Range |
0.0072 |
0.0076 |
0.0004 |
5.6% |
0.0259 |
| ATR |
0.0059 |
0.0061 |
0.0002 |
2.9% |
0.0000 |
| Volume |
8 |
126 |
118 |
1,475.0% |
157 |
|
| Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3510 |
1.3467 |
1.3313 |
|
| R3 |
1.3434 |
1.3391 |
1.3292 |
|
| R2 |
1.3358 |
1.3358 |
1.3285 |
|
| R1 |
1.3315 |
1.3315 |
1.3278 |
1.3337 |
| PP |
1.3282 |
1.3282 |
1.3282 |
1.3293 |
| S1 |
1.3239 |
1.3239 |
1.3264 |
1.3261 |
| S2 |
1.3206 |
1.3206 |
1.3257 |
|
| S3 |
1.3130 |
1.3163 |
1.3250 |
|
| S4 |
1.3054 |
1.3087 |
1.3229 |
|
|
| 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 |
1.3326 |
1.3065 |
0.0261 |
2.0% |
0.0064 |
0.5% |
79% |
True |
False |
84 |
| 10 |
1.3326 |
1.2935 |
0.0391 |
2.9% |
0.0062 |
0.5% |
86% |
True |
False |
54 |
| 20 |
1.3326 |
1.2814 |
0.0512 |
3.9% |
0.0051 |
0.4% |
89% |
True |
False |
31 |
| 40 |
1.3326 |
1.2711 |
0.0615 |
4.6% |
0.0043 |
0.3% |
91% |
True |
False |
25 |
| 60 |
1.3326 |
1.2711 |
0.0615 |
4.6% |
0.0034 |
0.3% |
91% |
True |
False |
17 |
| 80 |
1.3326 |
1.2557 |
0.0769 |
5.8% |
0.0035 |
0.3% |
93% |
True |
False |
17 |
| 100 |
1.3326 |
1.2232 |
0.1094 |
8.2% |
0.0033 |
0.2% |
95% |
True |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3649 |
|
2.618 |
1.3525 |
|
1.618 |
1.3449 |
|
1.000 |
1.3402 |
|
0.618 |
1.3373 |
|
HIGH |
1.3326 |
|
0.618 |
1.3297 |
|
0.500 |
1.3288 |
|
0.382 |
1.3279 |
|
LOW |
1.3250 |
|
0.618 |
1.3203 |
|
1.000 |
1.3174 |
|
1.618 |
1.3127 |
|
2.618 |
1.3051 |
|
4.250 |
1.2927 |
|
|
| Fisher Pivots for day following 19-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3288 |
1.3262 |
| PP |
1.3282 |
1.3253 |
| S1 |
1.3277 |
1.3245 |
|