CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 03-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2979 |
1.2995 |
0.0016 |
0.1% |
1.2974 |
| High |
1.3031 |
1.3078 |
0.0047 |
0.4% |
1.3031 |
| Low |
1.2969 |
1.2990 |
0.0021 |
0.2% |
1.2881 |
| Close |
1.3000 |
1.3059 |
0.0059 |
0.5% |
1.3000 |
| Range |
0.0062 |
0.0088 |
0.0026 |
41.9% |
0.0150 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
0.2% |
0.0000 |
| Volume |
268,334 |
273,625 |
5,291 |
2.0% |
1,172,755 |
|
| Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3306 |
1.3271 |
1.3107 |
|
| R3 |
1.3218 |
1.3183 |
1.3083 |
|
| R2 |
1.3130 |
1.3130 |
1.3075 |
|
| R1 |
1.3095 |
1.3095 |
1.3067 |
1.3113 |
| PP |
1.3042 |
1.3042 |
1.3042 |
1.3051 |
| S1 |
1.3007 |
1.3007 |
1.3051 |
1.3025 |
| S2 |
1.2954 |
1.2954 |
1.3043 |
|
| S3 |
1.2866 |
1.2919 |
1.3035 |
|
| S4 |
1.2778 |
1.2831 |
1.3011 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3421 |
1.3360 |
1.3083 |
|
| R3 |
1.3271 |
1.3210 |
1.3041 |
|
| R2 |
1.3121 |
1.3121 |
1.3028 |
|
| R1 |
1.3060 |
1.3060 |
1.3014 |
1.3091 |
| PP |
1.2971 |
1.2971 |
1.2971 |
1.2986 |
| S1 |
1.2910 |
1.2910 |
1.2986 |
1.2941 |
| S2 |
1.2821 |
1.2821 |
1.2973 |
|
| S3 |
1.2671 |
1.2760 |
1.2959 |
|
| S4 |
1.2521 |
1.2610 |
1.2918 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3078 |
1.2881 |
0.0197 |
1.5% |
0.0081 |
0.6% |
90% |
True |
False |
253,223 |
| 10 |
1.3078 |
1.2739 |
0.0339 |
2.6% |
0.0085 |
0.7% |
94% |
True |
False |
244,708 |
| 20 |
1.3078 |
1.2665 |
0.0413 |
3.2% |
0.0083 |
0.6% |
95% |
True |
False |
253,602 |
| 40 |
1.3147 |
1.2665 |
0.0482 |
3.7% |
0.0087 |
0.7% |
82% |
False |
False |
235,805 |
| 60 |
1.3183 |
1.2665 |
0.0518 |
4.0% |
0.0094 |
0.7% |
76% |
False |
False |
234,134 |
| 80 |
1.3183 |
1.2270 |
0.0913 |
7.0% |
0.0093 |
0.7% |
86% |
False |
False |
176,235 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.5% |
0.0098 |
0.7% |
89% |
False |
False |
141,122 |
| 120 |
1.3183 |
1.2069 |
0.1114 |
8.5% |
0.0099 |
0.8% |
89% |
False |
False |
117,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3452 |
|
2.618 |
1.3308 |
|
1.618 |
1.3220 |
|
1.000 |
1.3166 |
|
0.618 |
1.3132 |
|
HIGH |
1.3078 |
|
0.618 |
1.3044 |
|
0.500 |
1.3034 |
|
0.382 |
1.3024 |
|
LOW |
1.2990 |
|
0.618 |
1.2936 |
|
1.000 |
1.2902 |
|
1.618 |
1.2848 |
|
2.618 |
1.2760 |
|
4.250 |
1.2616 |
|
|
| Fisher Pivots for day following 03-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3051 |
1.3041 |
| PP |
1.3042 |
1.3024 |
| S1 |
1.3034 |
1.3006 |
|