CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 09-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2012 |
09-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2775 |
1.2750 |
-0.0025 |
-0.2% |
1.2826 |
| High |
1.2781 |
1.2794 |
0.0013 |
0.1% |
1.2881 |
| Low |
1.2721 |
1.2693 |
-0.0028 |
-0.2% |
1.2693 |
| Close |
1.2752 |
1.2716 |
-0.0036 |
-0.3% |
1.2716 |
| Range |
0.0060 |
0.0101 |
0.0041 |
68.3% |
0.0188 |
| ATR |
0.0090 |
0.0091 |
0.0001 |
0.8% |
0.0000 |
| Volume |
297,795 |
286,917 |
-10,878 |
-3.7% |
1,400,252 |
|
| Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3037 |
1.2978 |
1.2772 |
|
| R3 |
1.2936 |
1.2877 |
1.2744 |
|
| R2 |
1.2835 |
1.2835 |
1.2735 |
|
| R1 |
1.2776 |
1.2776 |
1.2725 |
1.2755 |
| PP |
1.2734 |
1.2734 |
1.2734 |
1.2724 |
| S1 |
1.2675 |
1.2675 |
1.2707 |
1.2654 |
| S2 |
1.2633 |
1.2633 |
1.2697 |
|
| S3 |
1.2532 |
1.2574 |
1.2688 |
|
| S4 |
1.2431 |
1.2473 |
1.2660 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3327 |
1.3210 |
1.2819 |
|
| R3 |
1.3139 |
1.3022 |
1.2768 |
|
| R2 |
1.2951 |
1.2951 |
1.2750 |
|
| R1 |
1.2834 |
1.2834 |
1.2733 |
1.2799 |
| PP |
1.2763 |
1.2763 |
1.2763 |
1.2746 |
| S1 |
1.2646 |
1.2646 |
1.2699 |
1.2611 |
| S2 |
1.2575 |
1.2575 |
1.2682 |
|
| S3 |
1.2387 |
1.2458 |
1.2664 |
|
| S4 |
1.2199 |
1.2270 |
1.2613 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2881 |
1.2693 |
0.0188 |
1.5% |
0.0088 |
0.7% |
12% |
False |
True |
280,050 |
| 10 |
1.3027 |
1.2693 |
0.0334 |
2.6% |
0.0086 |
0.7% |
7% |
False |
True |
232,098 |
| 20 |
1.3147 |
1.2693 |
0.0454 |
3.6% |
0.0087 |
0.7% |
5% |
False |
True |
232,426 |
| 40 |
1.3183 |
1.2693 |
0.0490 |
3.9% |
0.0093 |
0.7% |
5% |
False |
True |
241,264 |
| 60 |
1.3183 |
1.2309 |
0.0874 |
6.9% |
0.0097 |
0.8% |
47% |
False |
False |
173,734 |
| 80 |
1.3183 |
1.2069 |
0.1114 |
8.8% |
0.0101 |
0.8% |
58% |
False |
False |
130,474 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.8% |
0.0101 |
0.8% |
58% |
False |
False |
104,437 |
| 120 |
1.3183 |
1.2069 |
0.1114 |
8.8% |
0.0101 |
0.8% |
58% |
False |
False |
87,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3223 |
|
2.618 |
1.3058 |
|
1.618 |
1.2957 |
|
1.000 |
1.2895 |
|
0.618 |
1.2856 |
|
HIGH |
1.2794 |
|
0.618 |
1.2755 |
|
0.500 |
1.2744 |
|
0.382 |
1.2732 |
|
LOW |
1.2693 |
|
0.618 |
1.2631 |
|
1.000 |
1.2592 |
|
1.618 |
1.2530 |
|
2.618 |
1.2429 |
|
4.250 |
1.2264 |
|
|
| Fisher Pivots for day following 09-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2744 |
1.2787 |
| PP |
1.2734 |
1.2763 |
| S1 |
1.2725 |
1.2740 |
|