CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 26-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2012 |
26-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3200 |
1.3229 |
0.0029 |
0.2% |
1.3210 |
| High |
1.3253 |
1.3268 |
0.0015 |
0.1% |
1.3326 |
| Low |
1.3200 |
1.3225 |
0.0025 |
0.2% |
1.3163 |
| Close |
1.3213 |
1.3243 |
0.0030 |
0.2% |
1.3199 |
| Range |
0.0053 |
0.0043 |
-0.0010 |
-18.9% |
0.0163 |
| ATR |
0.0063 |
0.0063 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
81 |
27 |
-54 |
-66.7% |
803 |
|
| Daily Pivots for day following 26-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3374 |
1.3352 |
1.3267 |
|
| R3 |
1.3331 |
1.3309 |
1.3255 |
|
| R2 |
1.3288 |
1.3288 |
1.3251 |
|
| R1 |
1.3266 |
1.3266 |
1.3247 |
1.3277 |
| PP |
1.3245 |
1.3245 |
1.3245 |
1.3251 |
| S1 |
1.3223 |
1.3223 |
1.3239 |
1.3234 |
| S2 |
1.3202 |
1.3202 |
1.3235 |
|
| S3 |
1.3159 |
1.3180 |
1.3231 |
|
| S4 |
1.3116 |
1.3137 |
1.3219 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3718 |
1.3622 |
1.3289 |
|
| R3 |
1.3555 |
1.3459 |
1.3244 |
|
| R2 |
1.3392 |
1.3392 |
1.3229 |
|
| R1 |
1.3296 |
1.3296 |
1.3214 |
1.3263 |
| PP |
1.3229 |
1.3229 |
1.3229 |
1.3213 |
| S1 |
1.3133 |
1.3133 |
1.3184 |
1.3100 |
| S2 |
1.3066 |
1.3066 |
1.3169 |
|
| S3 |
1.2903 |
1.2970 |
1.3154 |
|
| S4 |
1.2740 |
1.2807 |
1.3109 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3326 |
1.3188 |
0.0138 |
1.0% |
0.0065 |
0.5% |
40% |
False |
False |
139 |
| 10 |
1.3326 |
1.3025 |
0.0301 |
2.3% |
0.0066 |
0.5% |
72% |
False |
False |
100 |
| 20 |
1.3326 |
1.2913 |
0.0413 |
3.1% |
0.0053 |
0.4% |
80% |
False |
False |
58 |
| 40 |
1.3326 |
1.2711 |
0.0615 |
4.6% |
0.0049 |
0.4% |
87% |
False |
False |
39 |
| 60 |
1.3326 |
1.2711 |
0.0615 |
4.6% |
0.0036 |
0.3% |
87% |
False |
False |
27 |
| 80 |
1.3326 |
1.2619 |
0.0707 |
5.3% |
0.0036 |
0.3% |
88% |
False |
False |
24 |
| 100 |
1.3326 |
1.2324 |
0.1002 |
7.6% |
0.0034 |
0.3% |
92% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3451 |
|
2.618 |
1.3381 |
|
1.618 |
1.3338 |
|
1.000 |
1.3311 |
|
0.618 |
1.3295 |
|
HIGH |
1.3268 |
|
0.618 |
1.3252 |
|
0.500 |
1.3247 |
|
0.382 |
1.3241 |
|
LOW |
1.3225 |
|
0.618 |
1.3198 |
|
1.000 |
1.3182 |
|
1.618 |
1.3155 |
|
2.618 |
1.3112 |
|
4.250 |
1.3042 |
|
|
| Fisher Pivots for day following 26-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3247 |
1.3238 |
| PP |
1.3245 |
1.3233 |
| S1 |
1.3244 |
1.3228 |
|