CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 27-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2012 |
27-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2974 |
1.2993 |
0.0019 |
0.1% |
1.2746 |
| High |
1.2987 |
1.3012 |
0.0025 |
0.2% |
1.2994 |
| Low |
1.2946 |
1.2917 |
-0.0029 |
-0.2% |
1.2739 |
| Close |
1.2965 |
1.2936 |
-0.0029 |
-0.2% |
1.2988 |
| Range |
0.0041 |
0.0095 |
0.0054 |
131.7% |
0.0255 |
| ATR |
0.0088 |
0.0089 |
0.0000 |
0.5% |
0.0000 |
| Volume |
180,265 |
243,441 |
63,176 |
35.0% |
1,000,706 |
|
| Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3240 |
1.3183 |
1.2988 |
|
| R3 |
1.3145 |
1.3088 |
1.2962 |
|
| R2 |
1.3050 |
1.3050 |
1.2953 |
|
| R1 |
1.2993 |
1.2993 |
1.2945 |
1.2974 |
| PP |
1.2955 |
1.2955 |
1.2955 |
1.2946 |
| S1 |
1.2898 |
1.2898 |
1.2927 |
1.2879 |
| S2 |
1.2860 |
1.2860 |
1.2919 |
|
| S3 |
1.2765 |
1.2803 |
1.2910 |
|
| S4 |
1.2670 |
1.2708 |
1.2884 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3672 |
1.3585 |
1.3128 |
|
| R3 |
1.3417 |
1.3330 |
1.3058 |
|
| R2 |
1.3162 |
1.3162 |
1.3035 |
|
| R1 |
1.3075 |
1.3075 |
1.3011 |
1.3119 |
| PP |
1.2907 |
1.2907 |
1.2907 |
1.2929 |
| S1 |
1.2820 |
1.2820 |
1.2965 |
1.2864 |
| S2 |
1.2652 |
1.2652 |
1.2941 |
|
| S3 |
1.2397 |
1.2565 |
1.2918 |
|
| S4 |
1.2142 |
1.2310 |
1.2848 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3012 |
1.2739 |
0.0273 |
2.1% |
0.0092 |
0.7% |
72% |
True |
False |
241,871 |
| 10 |
1.3012 |
1.2665 |
0.0347 |
2.7% |
0.0087 |
0.7% |
78% |
True |
False |
250,167 |
| 20 |
1.3027 |
1.2665 |
0.0362 |
2.8% |
0.0086 |
0.7% |
75% |
False |
False |
242,422 |
| 40 |
1.3147 |
1.2665 |
0.0482 |
3.7% |
0.0088 |
0.7% |
56% |
False |
False |
235,663 |
| 60 |
1.3183 |
1.2520 |
0.0663 |
5.1% |
0.0096 |
0.7% |
63% |
False |
False |
217,654 |
| 80 |
1.3183 |
1.2270 |
0.0913 |
7.1% |
0.0093 |
0.7% |
73% |
False |
False |
163,482 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0097 |
0.8% |
78% |
False |
False |
130,908 |
| 120 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0100 |
0.8% |
78% |
False |
False |
109,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3416 |
|
2.618 |
1.3261 |
|
1.618 |
1.3166 |
|
1.000 |
1.3107 |
|
0.618 |
1.3071 |
|
HIGH |
1.3012 |
|
0.618 |
1.2976 |
|
0.500 |
1.2965 |
|
0.382 |
1.2953 |
|
LOW |
1.2917 |
|
0.618 |
1.2858 |
|
1.000 |
1.2822 |
|
1.618 |
1.2763 |
|
2.618 |
1.2668 |
|
4.250 |
1.2513 |
|
|
| Fisher Pivots for day following 27-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2965 |
1.2931 |
| PP |
1.2955 |
1.2926 |
| S1 |
1.2946 |
1.2921 |
|