CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 12-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2012 |
12-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2750 |
1.2719 |
-0.0031 |
-0.2% |
1.2826 |
| High |
1.2794 |
1.2743 |
-0.0051 |
-0.4% |
1.2881 |
| Low |
1.2693 |
1.2701 |
0.0008 |
0.1% |
1.2693 |
| Close |
1.2716 |
1.2717 |
0.0001 |
0.0% |
1.2716 |
| Range |
0.0101 |
0.0042 |
-0.0059 |
-58.4% |
0.0188 |
| ATR |
0.0091 |
0.0088 |
-0.0004 |
-3.9% |
0.0000 |
| Volume |
286,917 |
147,452 |
-139,465 |
-48.6% |
1,400,252 |
|
| Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2846 |
1.2824 |
1.2740 |
|
| R3 |
1.2804 |
1.2782 |
1.2729 |
|
| R2 |
1.2762 |
1.2762 |
1.2725 |
|
| R1 |
1.2740 |
1.2740 |
1.2721 |
1.2730 |
| PP |
1.2720 |
1.2720 |
1.2720 |
1.2716 |
| S1 |
1.2698 |
1.2698 |
1.2713 |
1.2688 |
| S2 |
1.2678 |
1.2678 |
1.2709 |
|
| S3 |
1.2636 |
1.2656 |
1.2705 |
|
| S4 |
1.2594 |
1.2614 |
1.2694 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3327 |
1.3210 |
1.2819 |
|
| R3 |
1.3139 |
1.3022 |
1.2768 |
|
| R2 |
1.2951 |
1.2951 |
1.2750 |
|
| R1 |
1.2834 |
1.2834 |
1.2733 |
1.2799 |
| PP |
1.2763 |
1.2763 |
1.2763 |
1.2746 |
| S1 |
1.2646 |
1.2646 |
1.2699 |
1.2611 |
| S2 |
1.2575 |
1.2575 |
1.2682 |
|
| S3 |
1.2387 |
1.2458 |
1.2664 |
|
| S4 |
1.2199 |
1.2270 |
1.2613 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2881 |
1.2693 |
0.0188 |
1.5% |
0.0082 |
0.6% |
13% |
False |
False |
265,649 |
| 10 |
1.3027 |
1.2693 |
0.0334 |
2.6% |
0.0084 |
0.7% |
7% |
False |
False |
234,677 |
| 20 |
1.3147 |
1.2693 |
0.0454 |
3.6% |
0.0085 |
0.7% |
5% |
False |
False |
230,074 |
| 40 |
1.3147 |
1.2693 |
0.0454 |
3.6% |
0.0092 |
0.7% |
5% |
False |
False |
239,062 |
| 60 |
1.3183 |
1.2320 |
0.0863 |
6.8% |
0.0096 |
0.8% |
46% |
False |
False |
176,173 |
| 80 |
1.3183 |
1.2069 |
0.1114 |
8.8% |
0.0100 |
0.8% |
58% |
False |
False |
132,306 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.8% |
0.0100 |
0.8% |
58% |
False |
False |
105,910 |
| 120 |
1.3183 |
1.2069 |
0.1114 |
8.8% |
0.0100 |
0.8% |
58% |
False |
False |
88,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2922 |
|
2.618 |
1.2853 |
|
1.618 |
1.2811 |
|
1.000 |
1.2785 |
|
0.618 |
1.2769 |
|
HIGH |
1.2743 |
|
0.618 |
1.2727 |
|
0.500 |
1.2722 |
|
0.382 |
1.2717 |
|
LOW |
1.2701 |
|
0.618 |
1.2675 |
|
1.000 |
1.2659 |
|
1.618 |
1.2633 |
|
2.618 |
1.2591 |
|
4.250 |
1.2523 |
|
|
| Fisher Pivots for day following 12-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2722 |
1.2744 |
| PP |
1.2720 |
1.2735 |
| S1 |
1.2719 |
1.2726 |
|