CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 28-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2993 |
1.2941 |
-0.0052 |
-0.4% |
1.2746 |
| High |
1.3012 |
1.2957 |
-0.0055 |
-0.4% |
1.2994 |
| Low |
1.2917 |
1.2881 |
-0.0036 |
-0.3% |
1.2739 |
| Close |
1.2936 |
1.2934 |
-0.0002 |
0.0% |
1.2988 |
| Range |
0.0095 |
0.0076 |
-0.0019 |
-20.0% |
0.0255 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
243,441 |
233,723 |
-9,718 |
-4.0% |
1,000,706 |
|
| Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3152 |
1.3119 |
1.2976 |
|
| R3 |
1.3076 |
1.3043 |
1.2955 |
|
| R2 |
1.3000 |
1.3000 |
1.2948 |
|
| R1 |
1.2967 |
1.2967 |
1.2941 |
1.2946 |
| PP |
1.2924 |
1.2924 |
1.2924 |
1.2913 |
| S1 |
1.2891 |
1.2891 |
1.2927 |
1.2870 |
| S2 |
1.2848 |
1.2848 |
1.2920 |
|
| S3 |
1.2772 |
1.2815 |
1.2913 |
|
| S4 |
1.2696 |
1.2739 |
1.2892 |
|
|
| 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 |
1.3012 |
1.2739 |
0.0273 |
2.1% |
0.0095 |
0.7% |
71% |
False |
False |
240,831 |
| 10 |
1.3012 |
1.2693 |
0.0319 |
2.5% |
0.0088 |
0.7% |
76% |
False |
False |
242,610 |
| 20 |
1.3027 |
1.2665 |
0.0362 |
2.8% |
0.0085 |
0.7% |
74% |
False |
False |
248,095 |
| 40 |
1.3147 |
1.2665 |
0.0482 |
3.7% |
0.0088 |
0.7% |
56% |
False |
False |
235,644 |
| 60 |
1.3183 |
1.2520 |
0.0663 |
5.1% |
0.0096 |
0.7% |
62% |
False |
False |
221,504 |
| 80 |
1.3183 |
1.2270 |
0.0913 |
7.1% |
0.0093 |
0.7% |
73% |
False |
False |
166,391 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0098 |
0.8% |
78% |
False |
False |
133,241 |
| 120 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0100 |
0.8% |
78% |
False |
False |
111,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3280 |
|
2.618 |
1.3156 |
|
1.618 |
1.3080 |
|
1.000 |
1.3033 |
|
0.618 |
1.3004 |
|
HIGH |
1.2957 |
|
0.618 |
1.2928 |
|
0.500 |
1.2919 |
|
0.382 |
1.2910 |
|
LOW |
1.2881 |
|
0.618 |
1.2834 |
|
1.000 |
1.2805 |
|
1.618 |
1.2758 |
|
2.618 |
1.2682 |
|
4.250 |
1.2558 |
|
|
| Fisher Pivots for day following 28-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2929 |
1.2947 |
| PP |
1.2924 |
1.2942 |
| S1 |
1.2919 |
1.2938 |
|