CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 05-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3068 |
1.3108 |
0.0040 |
0.3% |
1.2990 |
| High |
1.3121 |
1.3142 |
0.0021 |
0.2% |
1.3043 |
| Low |
1.3059 |
1.3074 |
0.0015 |
0.1% |
1.2899 |
| Close |
1.3114 |
1.3092 |
-0.0022 |
-0.2% |
1.3013 |
| Range |
0.0062 |
0.0068 |
0.0006 |
9.7% |
0.0144 |
| ATR |
0.0077 |
0.0077 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
5,133 |
6,383 |
1,250 |
24.4% |
8,219 |
|
| Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3307 |
1.3267 |
1.3129 |
|
| R3 |
1.3239 |
1.3199 |
1.3111 |
|
| R2 |
1.3171 |
1.3171 |
1.3104 |
|
| R1 |
1.3131 |
1.3131 |
1.3098 |
1.3117 |
| PP |
1.3103 |
1.3103 |
1.3103 |
1.3096 |
| S1 |
1.3063 |
1.3063 |
1.3086 |
1.3049 |
| S2 |
1.3035 |
1.3035 |
1.3080 |
|
| S3 |
1.2967 |
1.2995 |
1.3073 |
|
| S4 |
1.2899 |
1.2927 |
1.3055 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3417 |
1.3359 |
1.3092 |
|
| R3 |
1.3273 |
1.3215 |
1.3053 |
|
| R2 |
1.3129 |
1.3129 |
1.3039 |
|
| R1 |
1.3071 |
1.3071 |
1.3026 |
1.3100 |
| PP |
1.2985 |
1.2985 |
1.2985 |
1.3000 |
| S1 |
1.2927 |
1.2927 |
1.3000 |
1.2956 |
| S2 |
1.2841 |
1.2841 |
1.2987 |
|
| S3 |
1.2697 |
1.2783 |
1.2973 |
|
| S4 |
1.2553 |
1.2639 |
1.2934 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3142 |
1.2955 |
0.0187 |
1.4% |
0.0070 |
0.5% |
73% |
True |
False |
3,783 |
| 10 |
1.3142 |
1.2760 |
0.0382 |
2.9% |
0.0079 |
0.6% |
87% |
True |
False |
2,413 |
| 20 |
1.3142 |
1.2680 |
0.0462 |
3.5% |
0.0076 |
0.6% |
89% |
True |
False |
1,369 |
| 40 |
1.3155 |
1.2680 |
0.0475 |
3.6% |
0.0073 |
0.6% |
87% |
False |
False |
763 |
| 60 |
1.3188 |
1.2680 |
0.0508 |
3.9% |
0.0079 |
0.6% |
81% |
False |
False |
555 |
| 80 |
1.3188 |
1.2318 |
0.0870 |
6.6% |
0.0068 |
0.5% |
89% |
False |
False |
420 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0063 |
0.5% |
91% |
False |
False |
338 |
| 120 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0061 |
0.5% |
91% |
False |
False |
283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3431 |
|
2.618 |
1.3320 |
|
1.618 |
1.3252 |
|
1.000 |
1.3210 |
|
0.618 |
1.3184 |
|
HIGH |
1.3142 |
|
0.618 |
1.3116 |
|
0.500 |
1.3108 |
|
0.382 |
1.3100 |
|
LOW |
1.3074 |
|
0.618 |
1.3032 |
|
1.000 |
1.3006 |
|
1.618 |
1.2964 |
|
2.618 |
1.2896 |
|
4.250 |
1.2785 |
|
|
| Fisher Pivots for day following 05-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3108 |
1.3086 |
| PP |
1.3103 |
1.3079 |
| S1 |
1.3097 |
1.3073 |
|