CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 19-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2784 |
1.2746 |
-0.0038 |
-0.3% |
1.2719 |
| High |
1.2788 |
1.2824 |
0.0036 |
0.3% |
1.2807 |
| Low |
1.2693 |
1.2743 |
0.0050 |
0.4% |
1.2665 |
| Close |
1.2730 |
1.2811 |
0.0081 |
0.6% |
1.2730 |
| Range |
0.0095 |
0.0081 |
-0.0014 |
-14.7% |
0.0142 |
| ATR |
0.0087 |
0.0087 |
0.0001 |
0.6% |
0.0000 |
| Volume |
254,596 |
215,057 |
-39,539 |
-15.5% |
1,224,713 |
|
| Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3036 |
1.3004 |
1.2856 |
|
| R3 |
1.2955 |
1.2923 |
1.2833 |
|
| R2 |
1.2874 |
1.2874 |
1.2826 |
|
| R1 |
1.2842 |
1.2842 |
1.2818 |
1.2858 |
| PP |
1.2793 |
1.2793 |
1.2793 |
1.2801 |
| S1 |
1.2761 |
1.2761 |
1.2804 |
1.2777 |
| S2 |
1.2712 |
1.2712 |
1.2796 |
|
| S3 |
1.2631 |
1.2680 |
1.2789 |
|
| S4 |
1.2550 |
1.2599 |
1.2766 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3160 |
1.3087 |
1.2808 |
|
| R3 |
1.3018 |
1.2945 |
1.2769 |
|
| R2 |
1.2876 |
1.2876 |
1.2756 |
|
| R1 |
1.2803 |
1.2803 |
1.2743 |
1.2840 |
| PP |
1.2734 |
1.2734 |
1.2734 |
1.2752 |
| S1 |
1.2661 |
1.2661 |
1.2717 |
1.2698 |
| S2 |
1.2592 |
1.2592 |
1.2704 |
|
| S3 |
1.2450 |
1.2519 |
1.2691 |
|
| S4 |
1.2308 |
1.2377 |
1.2652 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2824 |
1.2665 |
0.0159 |
1.2% |
0.0082 |
0.6% |
92% |
True |
False |
258,463 |
| 10 |
1.2881 |
1.2665 |
0.0216 |
1.7% |
0.0082 |
0.6% |
68% |
False |
False |
262,056 |
| 20 |
1.3082 |
1.2665 |
0.0417 |
3.3% |
0.0084 |
0.7% |
35% |
False |
False |
236,165 |
| 40 |
1.3147 |
1.2665 |
0.0482 |
3.8% |
0.0090 |
0.7% |
30% |
False |
False |
239,817 |
| 60 |
1.3183 |
1.2484 |
0.0699 |
5.5% |
0.0095 |
0.7% |
47% |
False |
False |
197,633 |
| 80 |
1.3183 |
1.2160 |
0.1023 |
8.0% |
0.0097 |
0.8% |
64% |
False |
False |
148,414 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.7% |
0.0100 |
0.8% |
67% |
False |
False |
118,824 |
| 120 |
1.3183 |
1.2069 |
0.1114 |
8.7% |
0.0101 |
0.8% |
67% |
False |
False |
99,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3168 |
|
2.618 |
1.3036 |
|
1.618 |
1.2955 |
|
1.000 |
1.2905 |
|
0.618 |
1.2874 |
|
HIGH |
1.2824 |
|
0.618 |
1.2793 |
|
0.500 |
1.2784 |
|
0.382 |
1.2774 |
|
LOW |
1.2743 |
|
0.618 |
1.2693 |
|
1.000 |
1.2662 |
|
1.618 |
1.2612 |
|
2.618 |
1.2531 |
|
4.250 |
1.2399 |
|
|
| Fisher Pivots for day following 19-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2802 |
1.2794 |
| PP |
1.2793 |
1.2776 |
| S1 |
1.2784 |
1.2759 |
|