CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 23-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2818 |
1.2851 |
0.0033 |
0.3% |
1.2746 |
| High |
1.2836 |
1.2994 |
0.0158 |
1.2% |
1.2994 |
| Low |
1.2739 |
1.2830 |
0.0091 |
0.7% |
1.2739 |
| Close |
1.2828 |
1.2988 |
0.0160 |
1.2% |
1.2988 |
| Range |
0.0097 |
0.0164 |
0.0067 |
69.1% |
0.0255 |
| ATR |
0.0086 |
0.0092 |
0.0006 |
6.6% |
0.0000 |
| Volume |
238,434 |
308,294 |
69,860 |
29.3% |
1,000,706 |
|
| Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3429 |
1.3373 |
1.3078 |
|
| R3 |
1.3265 |
1.3209 |
1.3033 |
|
| R2 |
1.3101 |
1.3101 |
1.3018 |
|
| R1 |
1.3045 |
1.3045 |
1.3003 |
1.3073 |
| PP |
1.2937 |
1.2937 |
1.2937 |
1.2952 |
| S1 |
1.2881 |
1.2881 |
1.2973 |
1.2909 |
| S2 |
1.2773 |
1.2773 |
1.2958 |
|
| S3 |
1.2609 |
1.2717 |
1.2943 |
|
| S4 |
1.2445 |
1.2553 |
1.2898 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3672 |
1.3585 |
1.3128 |
|
| R3 |
1.3417 |
1.3330 |
1.3058 |
|
| R2 |
1.3162 |
1.3162 |
1.3035 |
|
| R1 |
1.3075 |
1.3075 |
1.3011 |
1.3119 |
| PP |
1.2907 |
1.2907 |
1.2907 |
1.2929 |
| S1 |
1.2820 |
1.2820 |
1.2965 |
1.2864 |
| S2 |
1.2652 |
1.2652 |
1.2941 |
|
| S3 |
1.2397 |
1.2565 |
1.2918 |
|
| S4 |
1.2142 |
1.2310 |
1.2848 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2994 |
1.2693 |
0.0301 |
2.3% |
0.0100 |
0.8% |
98% |
True |
False |
251,060 |
| 10 |
1.2994 |
1.2665 |
0.0329 |
2.5% |
0.0088 |
0.7% |
98% |
True |
False |
251,233 |
| 20 |
1.3027 |
1.2665 |
0.0362 |
2.8% |
0.0086 |
0.7% |
89% |
False |
False |
240,410 |
| 40 |
1.3147 |
1.2665 |
0.0482 |
3.7% |
0.0091 |
0.7% |
67% |
False |
False |
239,770 |
| 60 |
1.3183 |
1.2506 |
0.0677 |
5.2% |
0.0098 |
0.8% |
71% |
False |
False |
210,662 |
| 80 |
1.3183 |
1.2160 |
0.1023 |
7.9% |
0.0098 |
0.8% |
81% |
False |
False |
158,203 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0100 |
0.8% |
82% |
False |
False |
126,677 |
| 120 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0100 |
0.8% |
82% |
False |
False |
105,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3691 |
|
2.618 |
1.3423 |
|
1.618 |
1.3259 |
|
1.000 |
1.3158 |
|
0.618 |
1.3095 |
|
HIGH |
1.2994 |
|
0.618 |
1.2931 |
|
0.500 |
1.2912 |
|
0.382 |
1.2893 |
|
LOW |
1.2830 |
|
0.618 |
1.2729 |
|
1.000 |
1.2666 |
|
1.618 |
1.2565 |
|
2.618 |
1.2401 |
|
4.250 |
1.2133 |
|
|
| Fisher Pivots for day following 23-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2963 |
1.2948 |
| PP |
1.2937 |
1.2907 |
| S1 |
1.2912 |
1.2867 |
|