CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 13-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2719 |
1.2712 |
-0.0007 |
-0.1% |
1.2826 |
| High |
1.2743 |
1.2733 |
-0.0010 |
-0.1% |
1.2881 |
| Low |
1.2701 |
1.2665 |
-0.0036 |
-0.3% |
1.2693 |
| Close |
1.2717 |
1.2709 |
-0.0008 |
-0.1% |
1.2716 |
| Range |
0.0042 |
0.0068 |
0.0026 |
61.9% |
0.0188 |
| ATR |
0.0088 |
0.0086 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
147,452 |
309,295 |
161,843 |
109.8% |
1,400,252 |
|
| Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2906 |
1.2876 |
1.2746 |
|
| R3 |
1.2838 |
1.2808 |
1.2728 |
|
| R2 |
1.2770 |
1.2770 |
1.2721 |
|
| R1 |
1.2740 |
1.2740 |
1.2715 |
1.2721 |
| PP |
1.2702 |
1.2702 |
1.2702 |
1.2693 |
| S1 |
1.2672 |
1.2672 |
1.2703 |
1.2653 |
| S2 |
1.2634 |
1.2634 |
1.2697 |
|
| S3 |
1.2566 |
1.2604 |
1.2690 |
|
| S4 |
1.2498 |
1.2536 |
1.2672 |
|
|
| 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 |
1.2665 |
0.0216 |
1.7% |
0.0082 |
0.6% |
20% |
False |
True |
280,650 |
| 10 |
1.3027 |
1.2665 |
0.0362 |
2.8% |
0.0081 |
0.6% |
12% |
False |
True |
253,580 |
| 20 |
1.3147 |
1.2665 |
0.0482 |
3.8% |
0.0083 |
0.6% |
9% |
False |
True |
231,872 |
| 40 |
1.3147 |
1.2665 |
0.0482 |
3.8% |
0.0092 |
0.7% |
9% |
False |
True |
241,100 |
| 60 |
1.3183 |
1.2366 |
0.0817 |
6.4% |
0.0096 |
0.8% |
42% |
False |
False |
181,323 |
| 80 |
1.3183 |
1.2069 |
0.1114 |
8.8% |
0.0100 |
0.8% |
57% |
False |
False |
136,166 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.8% |
0.0100 |
0.8% |
57% |
False |
False |
109,002 |
| 120 |
1.3183 |
1.2069 |
0.1114 |
8.8% |
0.0100 |
0.8% |
57% |
False |
False |
90,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3022 |
|
2.618 |
1.2911 |
|
1.618 |
1.2843 |
|
1.000 |
1.2801 |
|
0.618 |
1.2775 |
|
HIGH |
1.2733 |
|
0.618 |
1.2707 |
|
0.500 |
1.2699 |
|
0.382 |
1.2691 |
|
LOW |
1.2665 |
|
0.618 |
1.2623 |
|
1.000 |
1.2597 |
|
1.618 |
1.2555 |
|
2.618 |
1.2487 |
|
4.250 |
1.2376 |
|
|
| Fisher Pivots for day following 13-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2706 |
1.2730 |
| PP |
1.2702 |
1.2723 |
| S1 |
1.2699 |
1.2716 |
|