CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 06-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3097 |
1.3072 |
-0.0025 |
-0.2% |
1.2974 |
| High |
1.3130 |
1.3088 |
-0.0042 |
-0.3% |
1.3031 |
| Low |
1.3061 |
1.2951 |
-0.0110 |
-0.8% |
1.2881 |
| Close |
1.3080 |
1.2964 |
-0.0116 |
-0.9% |
1.3000 |
| Range |
0.0069 |
0.0137 |
0.0068 |
98.6% |
0.0150 |
| ATR |
0.0083 |
0.0087 |
0.0004 |
4.6% |
0.0000 |
| Volume |
253,686 |
319,195 |
65,509 |
25.8% |
1,172,755 |
|
| Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3412 |
1.3325 |
1.3039 |
|
| R3 |
1.3275 |
1.3188 |
1.3002 |
|
| R2 |
1.3138 |
1.3138 |
1.2989 |
|
| R1 |
1.3051 |
1.3051 |
1.2977 |
1.3026 |
| PP |
1.3001 |
1.3001 |
1.3001 |
1.2989 |
| S1 |
1.2914 |
1.2914 |
1.2951 |
1.2889 |
| S2 |
1.2864 |
1.2864 |
1.2939 |
|
| S3 |
1.2727 |
1.2777 |
1.2926 |
|
| S4 |
1.2590 |
1.2640 |
1.2889 |
|
|
| 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 |
1.3130 |
1.2951 |
0.0179 |
1.4% |
0.0084 |
0.6% |
7% |
False |
True |
273,624 |
| 10 |
1.3130 |
1.2830 |
0.0300 |
2.3% |
0.0088 |
0.7% |
45% |
False |
False |
258,083 |
| 20 |
1.3130 |
1.2665 |
0.0465 |
3.6% |
0.0083 |
0.6% |
64% |
False |
False |
254,133 |
| 40 |
1.3147 |
1.2665 |
0.0482 |
3.7% |
0.0086 |
0.7% |
62% |
False |
False |
239,252 |
| 60 |
1.3183 |
1.2665 |
0.0518 |
4.0% |
0.0093 |
0.7% |
58% |
False |
False |
244,373 |
| 80 |
1.3183 |
1.2284 |
0.0899 |
6.9% |
0.0094 |
0.7% |
76% |
False |
False |
186,536 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0097 |
0.7% |
80% |
False |
False |
149,374 |
| 120 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0098 |
0.8% |
80% |
False |
False |
124,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3670 |
|
2.618 |
1.3447 |
|
1.618 |
1.3310 |
|
1.000 |
1.3225 |
|
0.618 |
1.3173 |
|
HIGH |
1.3088 |
|
0.618 |
1.3036 |
|
0.500 |
1.3020 |
|
0.382 |
1.3003 |
|
LOW |
1.2951 |
|
0.618 |
1.2866 |
|
1.000 |
1.2814 |
|
1.618 |
1.2729 |
|
2.618 |
1.2592 |
|
4.250 |
1.2369 |
|
|
| Fisher Pivots for day following 06-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3020 |
1.3041 |
| PP |
1.3001 |
1.3015 |
| S1 |
1.2983 |
1.2990 |
|