CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 30-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2012 |
30-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2953 |
1.2979 |
0.0026 |
0.2% |
1.2974 |
| High |
1.3017 |
1.3031 |
0.0014 |
0.1% |
1.3031 |
| Low |
1.2934 |
1.2969 |
0.0035 |
0.3% |
1.2881 |
| Close |
1.2976 |
1.3000 |
0.0024 |
0.2% |
1.3000 |
| Range |
0.0083 |
0.0062 |
-0.0021 |
-25.3% |
0.0150 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
246,992 |
268,334 |
21,342 |
8.6% |
1,172,755 |
|
| Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3186 |
1.3155 |
1.3034 |
|
| R3 |
1.3124 |
1.3093 |
1.3017 |
|
| R2 |
1.3062 |
1.3062 |
1.3011 |
|
| R1 |
1.3031 |
1.3031 |
1.3006 |
1.3047 |
| PP |
1.3000 |
1.3000 |
1.3000 |
1.3008 |
| S1 |
1.2969 |
1.2969 |
1.2994 |
1.2985 |
| S2 |
1.2938 |
1.2938 |
1.2989 |
|
| S3 |
1.2876 |
1.2907 |
1.2983 |
|
| S4 |
1.2814 |
1.2845 |
1.2966 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3421 |
1.3360 |
1.3083 |
|
| R3 |
1.3271 |
1.3210 |
1.3041 |
|
| R2 |
1.3121 |
1.3121 |
1.3028 |
|
| R1 |
1.3060 |
1.3060 |
1.3014 |
1.3091 |
| PP |
1.2971 |
1.2971 |
1.2971 |
1.2986 |
| S1 |
1.2910 |
1.2910 |
1.2986 |
1.2941 |
| S2 |
1.2821 |
1.2821 |
1.2973 |
|
| S3 |
1.2671 |
1.2760 |
1.2959 |
|
| S4 |
1.2521 |
1.2610 |
1.2918 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3031 |
1.2881 |
0.0150 |
1.2% |
0.0071 |
0.5% |
79% |
True |
False |
234,551 |
| 10 |
1.3031 |
1.2693 |
0.0338 |
2.6% |
0.0086 |
0.7% |
91% |
True |
False |
242,805 |
| 20 |
1.3031 |
1.2665 |
0.0366 |
2.8% |
0.0085 |
0.7% |
92% |
True |
False |
253,748 |
| 40 |
1.3147 |
1.2665 |
0.0482 |
3.7% |
0.0087 |
0.7% |
70% |
False |
False |
235,148 |
| 60 |
1.3183 |
1.2641 |
0.0542 |
4.2% |
0.0095 |
0.7% |
66% |
False |
False |
229,779 |
| 80 |
1.3183 |
1.2270 |
0.0913 |
7.0% |
0.0093 |
0.7% |
80% |
False |
False |
172,820 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0098 |
0.8% |
84% |
False |
False |
138,389 |
| 120 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0099 |
0.8% |
84% |
False |
False |
115,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3295 |
|
2.618 |
1.3193 |
|
1.618 |
1.3131 |
|
1.000 |
1.3093 |
|
0.618 |
1.3069 |
|
HIGH |
1.3031 |
|
0.618 |
1.3007 |
|
0.500 |
1.3000 |
|
0.382 |
1.2993 |
|
LOW |
1.2969 |
|
0.618 |
1.2931 |
|
1.000 |
1.2907 |
|
1.618 |
1.2869 |
|
2.618 |
1.2807 |
|
4.250 |
1.2706 |
|
|
| Fisher Pivots for day following 30-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3000 |
1.2985 |
| PP |
1.3000 |
1.2971 |
| S1 |
1.3000 |
1.2956 |
|