CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 07-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2012 |
07-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2800 |
1.2817 |
0.0017 |
0.1% |
1.2950 |
| High |
1.2832 |
1.2881 |
0.0049 |
0.4% |
1.3027 |
| Low |
1.2767 |
1.2741 |
-0.0026 |
-0.2% |
1.2826 |
| Close |
1.2821 |
1.2773 |
-0.0048 |
-0.4% |
1.2831 |
| Range |
0.0065 |
0.0140 |
0.0075 |
115.4% |
0.0201 |
| ATR |
0.0089 |
0.0093 |
0.0004 |
4.1% |
0.0000 |
| Volume |
234,289 |
361,792 |
127,503 |
54.4% |
920,730 |
|
| Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3218 |
1.3136 |
1.2850 |
|
| R3 |
1.3078 |
1.2996 |
1.2812 |
|
| R2 |
1.2938 |
1.2938 |
1.2799 |
|
| R1 |
1.2856 |
1.2856 |
1.2786 |
1.2827 |
| PP |
1.2798 |
1.2798 |
1.2798 |
1.2784 |
| S1 |
1.2716 |
1.2716 |
1.2760 |
1.2687 |
| S2 |
1.2658 |
1.2658 |
1.2747 |
|
| S3 |
1.2518 |
1.2576 |
1.2735 |
|
| S4 |
1.2378 |
1.2436 |
1.2696 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3498 |
1.3365 |
1.2942 |
|
| R3 |
1.3297 |
1.3164 |
1.2886 |
|
| R2 |
1.3096 |
1.3096 |
1.2868 |
|
| R1 |
1.2963 |
1.2963 |
1.2849 |
1.2929 |
| PP |
1.2895 |
1.2895 |
1.2895 |
1.2878 |
| S1 |
1.2762 |
1.2762 |
1.2813 |
1.2728 |
| S2 |
1.2694 |
1.2694 |
1.2794 |
|
| S3 |
1.2493 |
1.2561 |
1.2776 |
|
| S4 |
1.2292 |
1.2360 |
1.2720 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2988 |
1.2741 |
0.0247 |
1.9% |
0.0094 |
0.7% |
13% |
False |
True |
256,263 |
| 10 |
1.3029 |
1.2741 |
0.0288 |
2.3% |
0.0087 |
0.7% |
11% |
False |
True |
222,462 |
| 20 |
1.3147 |
1.2741 |
0.0406 |
3.2% |
0.0089 |
0.7% |
8% |
False |
True |
224,371 |
| 40 |
1.3183 |
1.2741 |
0.0442 |
3.5% |
0.0099 |
0.8% |
7% |
False |
True |
239,493 |
| 60 |
1.3183 |
1.2284 |
0.0899 |
7.0% |
0.0097 |
0.8% |
54% |
False |
False |
164,004 |
| 80 |
1.3183 |
1.2069 |
0.1114 |
8.7% |
0.0101 |
0.8% |
63% |
False |
False |
123,185 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.7% |
0.0102 |
0.8% |
63% |
False |
False |
98,591 |
| 120 |
1.3183 |
1.2069 |
0.1114 |
8.7% |
0.0101 |
0.8% |
63% |
False |
False |
82,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3476 |
|
2.618 |
1.3248 |
|
1.618 |
1.3108 |
|
1.000 |
1.3021 |
|
0.618 |
1.2968 |
|
HIGH |
1.2881 |
|
0.618 |
1.2828 |
|
0.500 |
1.2811 |
|
0.382 |
1.2794 |
|
LOW |
1.2741 |
|
0.618 |
1.2654 |
|
1.000 |
1.2601 |
|
1.618 |
1.2514 |
|
2.618 |
1.2374 |
|
4.250 |
1.2146 |
|
|
| Fisher Pivots for day following 07-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2811 |
1.2811 |
| PP |
1.2798 |
1.2798 |
| S1 |
1.2786 |
1.2786 |
|