CME Euro FX (E) Future June 2013
| 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 |
1.3065 |
1.3085 |
0.0020 |
0.2% |
1.2983 |
| High |
1.3084 |
1.3128 |
0.0044 |
0.3% |
1.3025 |
| Low |
1.3065 |
1.3085 |
0.0020 |
0.2% |
1.2913 |
| Close |
1.3084 |
1.3126 |
0.0042 |
0.3% |
1.3025 |
| Range |
0.0019 |
0.0043 |
0.0024 |
126.3% |
0.0112 |
| ATR |
0.0053 |
0.0053 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
3 |
2 |
-1 |
-33.3% |
29 |
|
| Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3242 |
1.3227 |
1.3150 |
|
| R3 |
1.3199 |
1.3184 |
1.3138 |
|
| R2 |
1.3156 |
1.3156 |
1.3134 |
|
| R1 |
1.3141 |
1.3141 |
1.3130 |
1.3149 |
| PP |
1.3113 |
1.3113 |
1.3113 |
1.3117 |
| S1 |
1.3098 |
1.3098 |
1.3122 |
1.3106 |
| S2 |
1.3070 |
1.3070 |
1.3118 |
|
| S3 |
1.3027 |
1.3055 |
1.3114 |
|
| S4 |
1.2984 |
1.3012 |
1.3102 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3324 |
1.3286 |
1.3087 |
|
| R3 |
1.3212 |
1.3174 |
1.3056 |
|
| R2 |
1.3100 |
1.3100 |
1.3046 |
|
| R1 |
1.3062 |
1.3062 |
1.3035 |
1.3081 |
| PP |
1.2988 |
1.2988 |
1.2988 |
1.2997 |
| S1 |
1.2950 |
1.2950 |
1.3015 |
1.2969 |
| S2 |
1.2876 |
1.2876 |
1.3004 |
|
| S3 |
1.2764 |
1.2838 |
1.2994 |
|
| S4 |
1.2652 |
1.2726 |
1.2963 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3128 |
1.2913 |
0.0215 |
1.6% |
0.0029 |
0.2% |
99% |
True |
False |
3 |
| 10 |
1.3128 |
1.2814 |
0.0314 |
2.4% |
0.0036 |
0.3% |
99% |
True |
False |
6 |
| 20 |
1.3128 |
1.2711 |
0.0417 |
3.2% |
0.0045 |
0.3% |
100% |
True |
False |
20 |
| 40 |
1.3158 |
1.2711 |
0.0447 |
3.4% |
0.0030 |
0.2% |
93% |
False |
False |
11 |
| 60 |
1.3200 |
1.2711 |
0.0489 |
3.7% |
0.0029 |
0.2% |
85% |
False |
False |
11 |
| 80 |
1.3200 |
1.2324 |
0.0876 |
6.7% |
0.0030 |
0.2% |
92% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3311 |
|
2.618 |
1.3241 |
|
1.618 |
1.3198 |
|
1.000 |
1.3171 |
|
0.618 |
1.3155 |
|
HIGH |
1.3128 |
|
0.618 |
1.3112 |
|
0.500 |
1.3107 |
|
0.382 |
1.3101 |
|
LOW |
1.3085 |
|
0.618 |
1.3058 |
|
1.000 |
1.3042 |
|
1.618 |
1.3015 |
|
2.618 |
1.2972 |
|
4.250 |
1.2902 |
|
|
| Fisher Pivots for day following 04-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3120 |
1.3106 |
| PP |
1.3113 |
1.3086 |
| S1 |
1.3107 |
1.3066 |
|