CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 20-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2746 |
1.2787 |
0.0041 |
0.3% |
1.2719 |
| High |
1.2824 |
1.2832 |
0.0008 |
0.1% |
1.2807 |
| Low |
1.2743 |
1.2768 |
0.0025 |
0.2% |
1.2665 |
| Close |
1.2811 |
1.2809 |
-0.0002 |
0.0% |
1.2730 |
| Range |
0.0081 |
0.0064 |
-0.0017 |
-21.0% |
0.0142 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
215,057 |
238,921 |
23,864 |
11.1% |
1,224,713 |
|
| Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2995 |
1.2966 |
1.2844 |
|
| R3 |
1.2931 |
1.2902 |
1.2827 |
|
| R2 |
1.2867 |
1.2867 |
1.2821 |
|
| R1 |
1.2838 |
1.2838 |
1.2815 |
1.2853 |
| PP |
1.2803 |
1.2803 |
1.2803 |
1.2810 |
| S1 |
1.2774 |
1.2774 |
1.2803 |
1.2789 |
| S2 |
1.2739 |
1.2739 |
1.2797 |
|
| S3 |
1.2675 |
1.2710 |
1.2791 |
|
| S4 |
1.2611 |
1.2646 |
1.2774 |
|
|
| 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 |
1.2832 |
1.2693 |
0.0139 |
1.1% |
0.0081 |
0.6% |
83% |
True |
False |
244,388 |
| 10 |
1.2881 |
1.2665 |
0.0216 |
1.7% |
0.0082 |
0.6% |
67% |
False |
False |
262,519 |
| 20 |
1.3029 |
1.2665 |
0.0364 |
2.8% |
0.0081 |
0.6% |
40% |
False |
False |
235,850 |
| 40 |
1.3147 |
1.2665 |
0.0482 |
3.8% |
0.0089 |
0.7% |
30% |
False |
False |
239,371 |
| 60 |
1.3183 |
1.2484 |
0.0699 |
5.5% |
0.0096 |
0.7% |
46% |
False |
False |
201,597 |
| 80 |
1.3183 |
1.2160 |
0.1023 |
8.0% |
0.0097 |
0.8% |
63% |
False |
False |
151,380 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.7% |
0.0099 |
0.8% |
66% |
False |
False |
121,212 |
| 120 |
1.3183 |
1.2069 |
0.1114 |
8.7% |
0.0100 |
0.8% |
66% |
False |
False |
101,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3104 |
|
2.618 |
1.3000 |
|
1.618 |
1.2936 |
|
1.000 |
1.2896 |
|
0.618 |
1.2872 |
|
HIGH |
1.2832 |
|
0.618 |
1.2808 |
|
0.500 |
1.2800 |
|
0.382 |
1.2792 |
|
LOW |
1.2768 |
|
0.618 |
1.2728 |
|
1.000 |
1.2704 |
|
1.618 |
1.2664 |
|
2.618 |
1.2600 |
|
4.250 |
1.2496 |
|
|
| Fisher Pivots for day following 20-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2806 |
1.2794 |
| PP |
1.2803 |
1.2778 |
| S1 |
1.2800 |
1.2763 |
|