CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 08-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2817 |
1.2775 |
-0.0042 |
-0.3% |
1.2950 |
| High |
1.2881 |
1.2781 |
-0.0100 |
-0.8% |
1.3027 |
| Low |
1.2741 |
1.2721 |
-0.0020 |
-0.2% |
1.2826 |
| Close |
1.2773 |
1.2752 |
-0.0021 |
-0.2% |
1.2831 |
| Range |
0.0140 |
0.0060 |
-0.0080 |
-57.1% |
0.0201 |
| ATR |
0.0093 |
0.0090 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
361,792 |
297,795 |
-63,997 |
-17.7% |
920,730 |
|
| Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2931 |
1.2902 |
1.2785 |
|
| R3 |
1.2871 |
1.2842 |
1.2769 |
|
| R2 |
1.2811 |
1.2811 |
1.2763 |
|
| R1 |
1.2782 |
1.2782 |
1.2758 |
1.2767 |
| PP |
1.2751 |
1.2751 |
1.2751 |
1.2744 |
| S1 |
1.2722 |
1.2722 |
1.2747 |
1.2707 |
| S2 |
1.2691 |
1.2691 |
1.2741 |
|
| S3 |
1.2631 |
1.2662 |
1.2736 |
|
| S4 |
1.2571 |
1.2602 |
1.2719 |
|
|
| 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 |
1.2956 |
1.2721 |
0.0235 |
1.8% |
0.0094 |
0.7% |
13% |
False |
True |
277,976 |
| 10 |
1.3027 |
1.2721 |
0.0306 |
2.4% |
0.0084 |
0.7% |
10% |
False |
True |
229,588 |
| 20 |
1.3147 |
1.2721 |
0.0426 |
3.3% |
0.0086 |
0.7% |
7% |
False |
True |
228,075 |
| 40 |
1.3183 |
1.2721 |
0.0462 |
3.6% |
0.0096 |
0.8% |
7% |
False |
True |
242,333 |
| 60 |
1.3183 |
1.2284 |
0.0899 |
7.0% |
0.0097 |
0.8% |
52% |
False |
False |
168,958 |
| 80 |
1.3183 |
1.2069 |
0.1114 |
8.7% |
0.0100 |
0.8% |
61% |
False |
False |
126,902 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.7% |
0.0101 |
0.8% |
61% |
False |
False |
101,569 |
| 120 |
1.3183 |
1.2069 |
0.1114 |
8.7% |
0.0101 |
0.8% |
61% |
False |
False |
84,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3036 |
|
2.618 |
1.2938 |
|
1.618 |
1.2878 |
|
1.000 |
1.2841 |
|
0.618 |
1.2818 |
|
HIGH |
1.2781 |
|
0.618 |
1.2758 |
|
0.500 |
1.2751 |
|
0.382 |
1.2744 |
|
LOW |
1.2721 |
|
0.618 |
1.2684 |
|
1.000 |
1.2661 |
|
1.618 |
1.2624 |
|
2.618 |
1.2564 |
|
4.250 |
1.2466 |
|
|
| Fisher Pivots for day following 08-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2752 |
1.2801 |
| PP |
1.2751 |
1.2785 |
| S1 |
1.2751 |
1.2768 |
|