CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 29-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2012 |
29-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2941 |
1.2953 |
0.0012 |
0.1% |
1.2746 |
| High |
1.2957 |
1.3017 |
0.0060 |
0.5% |
1.2994 |
| Low |
1.2881 |
1.2934 |
0.0053 |
0.4% |
1.2739 |
| Close |
1.2934 |
1.2976 |
0.0042 |
0.3% |
1.2988 |
| Range |
0.0076 |
0.0083 |
0.0007 |
9.2% |
0.0255 |
| ATR |
0.0088 |
0.0088 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
233,723 |
246,992 |
13,269 |
5.7% |
1,000,706 |
|
| Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3225 |
1.3183 |
1.3022 |
|
| R3 |
1.3142 |
1.3100 |
1.2999 |
|
| R2 |
1.3059 |
1.3059 |
1.2991 |
|
| R1 |
1.3017 |
1.3017 |
1.2984 |
1.3038 |
| PP |
1.2976 |
1.2976 |
1.2976 |
1.2986 |
| S1 |
1.2934 |
1.2934 |
1.2968 |
1.2955 |
| S2 |
1.2893 |
1.2893 |
1.2961 |
|
| S3 |
1.2810 |
1.2851 |
1.2953 |
|
| S4 |
1.2727 |
1.2768 |
1.2930 |
|
|
| 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 |
1.3017 |
1.2830 |
0.0187 |
1.4% |
0.0092 |
0.7% |
78% |
True |
False |
242,543 |
| 10 |
1.3017 |
1.2693 |
0.0324 |
2.5% |
0.0088 |
0.7% |
87% |
True |
False |
240,330 |
| 20 |
1.3017 |
1.2665 |
0.0352 |
2.7% |
0.0085 |
0.7% |
88% |
True |
False |
249,793 |
| 40 |
1.3147 |
1.2665 |
0.0482 |
3.7% |
0.0088 |
0.7% |
65% |
False |
False |
236,147 |
| 60 |
1.3183 |
1.2576 |
0.0607 |
4.7% |
0.0096 |
0.7% |
66% |
False |
False |
225,513 |
| 80 |
1.3183 |
1.2270 |
0.0913 |
7.0% |
0.0094 |
0.7% |
77% |
False |
False |
169,471 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0098 |
0.8% |
81% |
False |
False |
135,709 |
| 120 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0099 |
0.8% |
81% |
False |
False |
113,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3370 |
|
2.618 |
1.3234 |
|
1.618 |
1.3151 |
|
1.000 |
1.3100 |
|
0.618 |
1.3068 |
|
HIGH |
1.3017 |
|
0.618 |
1.2985 |
|
0.500 |
1.2976 |
|
0.382 |
1.2966 |
|
LOW |
1.2934 |
|
0.618 |
1.2883 |
|
1.000 |
1.2851 |
|
1.618 |
1.2800 |
|
2.618 |
1.2717 |
|
4.250 |
1.2581 |
|
|
| Fisher Pivots for day following 29-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2976 |
1.2967 |
| PP |
1.2976 |
1.2958 |
| S1 |
1.2976 |
1.2949 |
|