CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 14-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2712 |
1.2707 |
-0.0005 |
0.0% |
1.2826 |
| High |
1.2733 |
1.2787 |
0.0054 |
0.4% |
1.2881 |
| Low |
1.2665 |
1.2706 |
0.0041 |
0.3% |
1.2693 |
| Close |
1.2709 |
1.2750 |
0.0041 |
0.3% |
1.2716 |
| Range |
0.0068 |
0.0081 |
0.0013 |
19.1% |
0.0188 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
309,295 |
269,791 |
-39,504 |
-12.8% |
1,400,252 |
|
| Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2991 |
1.2951 |
1.2795 |
|
| R3 |
1.2910 |
1.2870 |
1.2772 |
|
| R2 |
1.2829 |
1.2829 |
1.2765 |
|
| R1 |
1.2789 |
1.2789 |
1.2757 |
1.2809 |
| PP |
1.2748 |
1.2748 |
1.2748 |
1.2758 |
| S1 |
1.2708 |
1.2708 |
1.2743 |
1.2728 |
| S2 |
1.2667 |
1.2667 |
1.2735 |
|
| S3 |
1.2586 |
1.2627 |
1.2728 |
|
| S4 |
1.2505 |
1.2546 |
1.2705 |
|
|
| 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 |
1.2794 |
1.2665 |
0.0129 |
1.0% |
0.0070 |
0.6% |
66% |
False |
False |
262,250 |
| 10 |
1.2988 |
1.2665 |
0.0323 |
2.5% |
0.0082 |
0.6% |
26% |
False |
False |
259,256 |
| 20 |
1.3136 |
1.2665 |
0.0471 |
3.7% |
0.0082 |
0.6% |
18% |
False |
False |
233,483 |
| 40 |
1.3147 |
1.2665 |
0.0482 |
3.8% |
0.0091 |
0.7% |
18% |
False |
False |
241,225 |
| 60 |
1.3183 |
1.2453 |
0.0730 |
5.7% |
0.0095 |
0.7% |
41% |
False |
False |
185,813 |
| 80 |
1.3183 |
1.2088 |
0.1095 |
8.6% |
0.0099 |
0.8% |
60% |
False |
False |
139,523 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.7% |
0.0100 |
0.8% |
61% |
False |
False |
111,697 |
| 120 |
1.3183 |
1.2069 |
0.1114 |
8.7% |
0.0101 |
0.8% |
61% |
False |
False |
93,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3131 |
|
2.618 |
1.2999 |
|
1.618 |
1.2918 |
|
1.000 |
1.2868 |
|
0.618 |
1.2837 |
|
HIGH |
1.2787 |
|
0.618 |
1.2756 |
|
0.500 |
1.2747 |
|
0.382 |
1.2737 |
|
LOW |
1.2706 |
|
0.618 |
1.2656 |
|
1.000 |
1.2625 |
|
1.618 |
1.2575 |
|
2.618 |
1.2494 |
|
4.250 |
1.2362 |
|
|
| Fisher Pivots for day following 14-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2749 |
1.2742 |
| PP |
1.2748 |
1.2734 |
| S1 |
1.2747 |
1.2726 |
|