CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 06-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2826 |
1.2800 |
-0.0026 |
-0.2% |
1.2950 |
| High |
1.2847 |
1.2832 |
-0.0015 |
-0.1% |
1.3027 |
| Low |
1.2772 |
1.2767 |
-0.0005 |
0.0% |
1.2826 |
| Close |
1.2793 |
1.2821 |
0.0028 |
0.2% |
1.2831 |
| Range |
0.0075 |
0.0065 |
-0.0010 |
-13.3% |
0.0201 |
| ATR |
0.0091 |
0.0089 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
219,459 |
234,289 |
14,830 |
6.8% |
920,730 |
|
| Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3002 |
1.2976 |
1.2857 |
|
| R3 |
1.2937 |
1.2911 |
1.2839 |
|
| R2 |
1.2872 |
1.2872 |
1.2833 |
|
| R1 |
1.2846 |
1.2846 |
1.2827 |
1.2859 |
| PP |
1.2807 |
1.2807 |
1.2807 |
1.2813 |
| S1 |
1.2781 |
1.2781 |
1.2815 |
1.2794 |
| S2 |
1.2742 |
1.2742 |
1.2809 |
|
| S3 |
1.2677 |
1.2716 |
1.2803 |
|
| S4 |
1.2612 |
1.2651 |
1.2785 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3498 |
1.3365 |
1.2942 |
|
| R3 |
1.3297 |
1.3164 |
1.2886 |
|
| R2 |
1.3096 |
1.3096 |
1.2868 |
|
| R1 |
1.2963 |
1.2963 |
1.2849 |
1.2929 |
| PP |
1.2895 |
1.2895 |
1.2895 |
1.2878 |
| S1 |
1.2762 |
1.2762 |
1.2813 |
1.2728 |
| S2 |
1.2694 |
1.2694 |
1.2794 |
|
| S3 |
1.2493 |
1.2561 |
1.2776 |
|
| S4 |
1.2292 |
1.2360 |
1.2720 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3027 |
1.2767 |
0.0260 |
2.0% |
0.0081 |
0.6% |
21% |
False |
True |
226,510 |
| 10 |
1.3029 |
1.2767 |
0.0262 |
2.0% |
0.0081 |
0.6% |
21% |
False |
True |
209,180 |
| 20 |
1.3147 |
1.2767 |
0.0380 |
3.0% |
0.0086 |
0.7% |
14% |
False |
True |
217,165 |
| 40 |
1.3183 |
1.2767 |
0.0416 |
3.2% |
0.0098 |
0.8% |
13% |
False |
True |
233,415 |
| 60 |
1.3183 |
1.2284 |
0.0899 |
7.0% |
0.0096 |
0.7% |
60% |
False |
False |
157,985 |
| 80 |
1.3183 |
1.2069 |
0.1114 |
8.7% |
0.0101 |
0.8% |
68% |
False |
False |
118,669 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.7% |
0.0102 |
0.8% |
68% |
False |
False |
94,974 |
| 120 |
1.3183 |
1.2069 |
0.1114 |
8.7% |
0.0101 |
0.8% |
68% |
False |
False |
79,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3108 |
|
2.618 |
1.3002 |
|
1.618 |
1.2937 |
|
1.000 |
1.2897 |
|
0.618 |
1.2872 |
|
HIGH |
1.2832 |
|
0.618 |
1.2807 |
|
0.500 |
1.2800 |
|
0.382 |
1.2792 |
|
LOW |
1.2767 |
|
0.618 |
1.2727 |
|
1.000 |
1.2702 |
|
1.618 |
1.2662 |
|
2.618 |
1.2597 |
|
4.250 |
1.2491 |
|
|
| Fisher Pivots for day following 06-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2814 |
1.2862 |
| PP |
1.2807 |
1.2848 |
| S1 |
1.2800 |
1.2835 |
|