CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 26-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2851 |
1.2974 |
0.0123 |
1.0% |
1.2746 |
| High |
1.2994 |
1.2987 |
-0.0007 |
-0.1% |
1.2994 |
| Low |
1.2830 |
1.2946 |
0.0116 |
0.9% |
1.2739 |
| Close |
1.2988 |
1.2965 |
-0.0023 |
-0.2% |
1.2988 |
| Range |
0.0164 |
0.0041 |
-0.0123 |
-75.0% |
0.0255 |
| ATR |
0.0092 |
0.0088 |
-0.0004 |
-3.9% |
0.0000 |
| Volume |
308,294 |
180,265 |
-128,029 |
-41.5% |
1,000,706 |
|
| Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3089 |
1.3068 |
1.2988 |
|
| R3 |
1.3048 |
1.3027 |
1.2976 |
|
| R2 |
1.3007 |
1.3007 |
1.2973 |
|
| R1 |
1.2986 |
1.2986 |
1.2969 |
1.2976 |
| PP |
1.2966 |
1.2966 |
1.2966 |
1.2961 |
| S1 |
1.2945 |
1.2945 |
1.2961 |
1.2935 |
| S2 |
1.2925 |
1.2925 |
1.2957 |
|
| S3 |
1.2884 |
1.2904 |
1.2954 |
|
| S4 |
1.2843 |
1.2863 |
1.2942 |
|
|
| 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 |
1.2739 |
0.0255 |
2.0% |
0.0089 |
0.7% |
89% |
False |
False |
236,194 |
| 10 |
1.2994 |
1.2665 |
0.0329 |
2.5% |
0.0082 |
0.6% |
91% |
False |
False |
240,568 |
| 20 |
1.3027 |
1.2665 |
0.0362 |
2.8% |
0.0084 |
0.6% |
83% |
False |
False |
236,333 |
| 40 |
1.3147 |
1.2665 |
0.0482 |
3.7% |
0.0089 |
0.7% |
62% |
False |
False |
236,629 |
| 60 |
1.3183 |
1.2512 |
0.0671 |
5.2% |
0.0097 |
0.7% |
68% |
False |
False |
213,654 |
| 80 |
1.3183 |
1.2191 |
0.0992 |
7.7% |
0.0095 |
0.7% |
78% |
False |
False |
160,453 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0098 |
0.8% |
80% |
False |
False |
128,479 |
| 120 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0100 |
0.8% |
80% |
False |
False |
107,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3161 |
|
2.618 |
1.3094 |
|
1.618 |
1.3053 |
|
1.000 |
1.3028 |
|
0.618 |
1.3012 |
|
HIGH |
1.2987 |
|
0.618 |
1.2971 |
|
0.500 |
1.2967 |
|
0.382 |
1.2962 |
|
LOW |
1.2946 |
|
0.618 |
1.2921 |
|
1.000 |
1.2905 |
|
1.618 |
1.2880 |
|
2.618 |
1.2839 |
|
4.250 |
1.2772 |
|
|
| Fisher Pivots for day following 26-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2967 |
1.2932 |
| PP |
1.2966 |
1.2899 |
| S1 |
1.2966 |
1.2867 |
|