CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 15-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2707 |
1.2738 |
0.0031 |
0.2% |
1.2826 |
| High |
1.2787 |
1.2807 |
0.0020 |
0.2% |
1.2881 |
| Low |
1.2706 |
1.2721 |
0.0015 |
0.1% |
1.2693 |
| Close |
1.2750 |
1.2777 |
0.0027 |
0.2% |
1.2716 |
| Range |
0.0081 |
0.0086 |
0.0005 |
6.2% |
0.0188 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
0.0% |
0.0000 |
| Volume |
269,791 |
243,579 |
-26,212 |
-9.7% |
1,400,252 |
|
| Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3026 |
1.2988 |
1.2824 |
|
| R3 |
1.2940 |
1.2902 |
1.2801 |
|
| R2 |
1.2854 |
1.2854 |
1.2793 |
|
| R1 |
1.2816 |
1.2816 |
1.2785 |
1.2835 |
| PP |
1.2768 |
1.2768 |
1.2768 |
1.2778 |
| S1 |
1.2730 |
1.2730 |
1.2769 |
1.2749 |
| S2 |
1.2682 |
1.2682 |
1.2761 |
|
| S3 |
1.2596 |
1.2644 |
1.2753 |
|
| S4 |
1.2510 |
1.2558 |
1.2730 |
|
|
| 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 |
1.2807 |
1.2665 |
0.0142 |
1.1% |
0.0076 |
0.6% |
79% |
True |
False |
251,406 |
| 10 |
1.2956 |
1.2665 |
0.0291 |
2.3% |
0.0085 |
0.7% |
38% |
False |
False |
264,691 |
| 20 |
1.3090 |
1.2665 |
0.0425 |
3.3% |
0.0082 |
0.6% |
26% |
False |
False |
233,801 |
| 40 |
1.3147 |
1.2665 |
0.0482 |
3.8% |
0.0090 |
0.7% |
23% |
False |
False |
240,375 |
| 60 |
1.3183 |
1.2484 |
0.0699 |
5.5% |
0.0095 |
0.7% |
42% |
False |
False |
189,846 |
| 80 |
1.3183 |
1.2144 |
0.1039 |
8.1% |
0.0099 |
0.8% |
61% |
False |
False |
142,558 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.7% |
0.0100 |
0.8% |
64% |
False |
False |
114,131 |
| 120 |
1.3183 |
1.2069 |
0.1114 |
8.7% |
0.0101 |
0.8% |
64% |
False |
False |
95,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3173 |
|
2.618 |
1.3032 |
|
1.618 |
1.2946 |
|
1.000 |
1.2893 |
|
0.618 |
1.2860 |
|
HIGH |
1.2807 |
|
0.618 |
1.2774 |
|
0.500 |
1.2764 |
|
0.382 |
1.2754 |
|
LOW |
1.2721 |
|
0.618 |
1.2668 |
|
1.000 |
1.2635 |
|
1.618 |
1.2582 |
|
2.618 |
1.2496 |
|
4.250 |
1.2356 |
|
|
| Fisher Pivots for day following 15-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2773 |
1.2763 |
| PP |
1.2768 |
1.2750 |
| S1 |
1.2764 |
1.2736 |
|