CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 04-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2995 |
1.3059 |
0.0064 |
0.5% |
1.2974 |
| High |
1.3078 |
1.3110 |
0.0032 |
0.2% |
1.3031 |
| Low |
1.2990 |
1.3047 |
0.0057 |
0.4% |
1.2881 |
| Close |
1.3059 |
1.3101 |
0.0042 |
0.3% |
1.3000 |
| Range |
0.0088 |
0.0063 |
-0.0025 |
-28.4% |
0.0150 |
| ATR |
0.0086 |
0.0084 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
273,625 |
253,280 |
-20,345 |
-7.4% |
1,172,755 |
|
| Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3275 |
1.3251 |
1.3136 |
|
| R3 |
1.3212 |
1.3188 |
1.3118 |
|
| R2 |
1.3149 |
1.3149 |
1.3113 |
|
| R1 |
1.3125 |
1.3125 |
1.3107 |
1.3137 |
| PP |
1.3086 |
1.3086 |
1.3086 |
1.3092 |
| S1 |
1.3062 |
1.3062 |
1.3095 |
1.3074 |
| S2 |
1.3023 |
1.3023 |
1.3089 |
|
| S3 |
1.2960 |
1.2999 |
1.3084 |
|
| S4 |
1.2897 |
1.2936 |
1.3066 |
|
|
| 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 |
1.3110 |
1.2881 |
0.0229 |
1.7% |
0.0074 |
0.6% |
96% |
True |
False |
255,190 |
| 10 |
1.3110 |
1.2739 |
0.0371 |
2.8% |
0.0083 |
0.6% |
98% |
True |
False |
248,530 |
| 20 |
1.3110 |
1.2665 |
0.0445 |
3.4% |
0.0083 |
0.6% |
98% |
True |
False |
255,293 |
| 40 |
1.3147 |
1.2665 |
0.0482 |
3.7% |
0.0086 |
0.7% |
90% |
False |
False |
238,079 |
| 60 |
1.3183 |
1.2665 |
0.0518 |
4.0% |
0.0094 |
0.7% |
84% |
False |
False |
237,804 |
| 80 |
1.3183 |
1.2284 |
0.0899 |
6.9% |
0.0093 |
0.7% |
91% |
False |
False |
179,392 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.5% |
0.0098 |
0.7% |
93% |
False |
False |
143,653 |
| 120 |
1.3183 |
1.2069 |
0.1114 |
8.5% |
0.0099 |
0.8% |
93% |
False |
False |
119,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3378 |
|
2.618 |
1.3275 |
|
1.618 |
1.3212 |
|
1.000 |
1.3173 |
|
0.618 |
1.3149 |
|
HIGH |
1.3110 |
|
0.618 |
1.3086 |
|
0.500 |
1.3079 |
|
0.382 |
1.3071 |
|
LOW |
1.3047 |
|
0.618 |
1.3008 |
|
1.000 |
1.2984 |
|
1.618 |
1.2945 |
|
2.618 |
1.2882 |
|
4.250 |
1.2779 |
|
|
| Fisher Pivots for day following 04-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3094 |
1.3081 |
| PP |
1.3086 |
1.3060 |
| S1 |
1.3079 |
1.3040 |
|