CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 16-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2738 |
1.2784 |
0.0046 |
0.4% |
1.2719 |
| High |
1.2807 |
1.2788 |
-0.0019 |
-0.1% |
1.2807 |
| Low |
1.2721 |
1.2693 |
-0.0028 |
-0.2% |
1.2665 |
| Close |
1.2777 |
1.2730 |
-0.0047 |
-0.4% |
1.2730 |
| Range |
0.0086 |
0.0095 |
0.0009 |
10.5% |
0.0142 |
| ATR |
0.0086 |
0.0087 |
0.0001 |
0.8% |
0.0000 |
| Volume |
243,579 |
254,596 |
11,017 |
4.5% |
1,224,713 |
|
| Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3022 |
1.2971 |
1.2782 |
|
| R3 |
1.2927 |
1.2876 |
1.2756 |
|
| R2 |
1.2832 |
1.2832 |
1.2747 |
|
| R1 |
1.2781 |
1.2781 |
1.2739 |
1.2759 |
| PP |
1.2737 |
1.2737 |
1.2737 |
1.2726 |
| S1 |
1.2686 |
1.2686 |
1.2721 |
1.2664 |
| S2 |
1.2642 |
1.2642 |
1.2713 |
|
| S3 |
1.2547 |
1.2591 |
1.2704 |
|
| S4 |
1.2452 |
1.2496 |
1.2678 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3160 |
1.3087 |
1.2808 |
|
| R3 |
1.3018 |
1.2945 |
1.2769 |
|
| R2 |
1.2876 |
1.2876 |
1.2756 |
|
| R1 |
1.2803 |
1.2803 |
1.2743 |
1.2840 |
| PP |
1.2734 |
1.2734 |
1.2734 |
1.2752 |
| S1 |
1.2661 |
1.2661 |
1.2717 |
1.2698 |
| S2 |
1.2592 |
1.2592 |
1.2704 |
|
| S3 |
1.2450 |
1.2519 |
1.2691 |
|
| S4 |
1.2308 |
1.2377 |
1.2652 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2807 |
1.2665 |
0.0142 |
1.1% |
0.0074 |
0.6% |
46% |
False |
False |
244,942 |
| 10 |
1.2881 |
1.2665 |
0.0216 |
1.7% |
0.0081 |
0.6% |
30% |
False |
False |
262,496 |
| 20 |
1.3090 |
1.2665 |
0.0425 |
3.3% |
0.0084 |
0.7% |
15% |
False |
False |
235,668 |
| 40 |
1.3147 |
1.2665 |
0.0482 |
3.8% |
0.0090 |
0.7% |
13% |
False |
False |
239,713 |
| 60 |
1.3183 |
1.2484 |
0.0699 |
5.5% |
0.0096 |
0.8% |
35% |
False |
False |
194,074 |
| 80 |
1.3183 |
1.2160 |
0.1023 |
8.0% |
0.0098 |
0.8% |
56% |
False |
False |
145,729 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.8% |
0.0101 |
0.8% |
59% |
False |
False |
116,676 |
| 120 |
1.3183 |
1.2069 |
0.1114 |
8.8% |
0.0101 |
0.8% |
59% |
False |
False |
97,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3192 |
|
2.618 |
1.3037 |
|
1.618 |
1.2942 |
|
1.000 |
1.2883 |
|
0.618 |
1.2847 |
|
HIGH |
1.2788 |
|
0.618 |
1.2752 |
|
0.500 |
1.2741 |
|
0.382 |
1.2729 |
|
LOW |
1.2693 |
|
0.618 |
1.2634 |
|
1.000 |
1.2598 |
|
1.618 |
1.2539 |
|
2.618 |
1.2444 |
|
4.250 |
1.2289 |
|
|
| Fisher Pivots for day following 16-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2741 |
1.2750 |
| PP |
1.2737 |
1.2743 |
| S1 |
1.2734 |
1.2737 |
|