CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 21-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2787 |
1.2818 |
0.0031 |
0.2% |
1.2719 |
| High |
1.2832 |
1.2836 |
0.0004 |
0.0% |
1.2807 |
| Low |
1.2768 |
1.2739 |
-0.0029 |
-0.2% |
1.2665 |
| Close |
1.2809 |
1.2828 |
0.0019 |
0.1% |
1.2730 |
| Range |
0.0064 |
0.0097 |
0.0033 |
51.6% |
0.0142 |
| ATR |
0.0085 |
0.0086 |
0.0001 |
1.0% |
0.0000 |
| Volume |
238,921 |
238,434 |
-487 |
-0.2% |
1,224,713 |
|
| Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3092 |
1.3057 |
1.2881 |
|
| R3 |
1.2995 |
1.2960 |
1.2855 |
|
| R2 |
1.2898 |
1.2898 |
1.2846 |
|
| R1 |
1.2863 |
1.2863 |
1.2837 |
1.2881 |
| PP |
1.2801 |
1.2801 |
1.2801 |
1.2810 |
| S1 |
1.2766 |
1.2766 |
1.2819 |
1.2784 |
| S2 |
1.2704 |
1.2704 |
1.2810 |
|
| S3 |
1.2607 |
1.2669 |
1.2801 |
|
| S4 |
1.2510 |
1.2572 |
1.2775 |
|
|
| 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 |
1.2836 |
1.2693 |
0.0143 |
1.1% |
0.0085 |
0.7% |
94% |
True |
False |
238,117 |
| 10 |
1.2836 |
1.2665 |
0.0171 |
1.3% |
0.0078 |
0.6% |
95% |
True |
False |
250,183 |
| 20 |
1.3029 |
1.2665 |
0.0364 |
2.8% |
0.0082 |
0.6% |
45% |
False |
False |
236,322 |
| 40 |
1.3147 |
1.2665 |
0.0482 |
3.8% |
0.0090 |
0.7% |
34% |
False |
False |
239,266 |
| 60 |
1.3183 |
1.2506 |
0.0677 |
5.3% |
0.0096 |
0.7% |
48% |
False |
False |
205,560 |
| 80 |
1.3183 |
1.2160 |
0.1023 |
8.0% |
0.0097 |
0.8% |
65% |
False |
False |
154,354 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.7% |
0.0099 |
0.8% |
68% |
False |
False |
123,595 |
| 120 |
1.3183 |
1.2069 |
0.1114 |
8.7% |
0.0100 |
0.8% |
68% |
False |
False |
103,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3248 |
|
2.618 |
1.3090 |
|
1.618 |
1.2993 |
|
1.000 |
1.2933 |
|
0.618 |
1.2896 |
|
HIGH |
1.2836 |
|
0.618 |
1.2799 |
|
0.500 |
1.2788 |
|
0.382 |
1.2776 |
|
LOW |
1.2739 |
|
0.618 |
1.2679 |
|
1.000 |
1.2642 |
|
1.618 |
1.2582 |
|
2.618 |
1.2485 |
|
4.250 |
1.2327 |
|
|
| Fisher Pivots for day following 21-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2815 |
1.2815 |
| PP |
1.2801 |
1.2801 |
| S1 |
1.2788 |
1.2788 |
|