CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 05-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3059 |
1.3097 |
0.0038 |
0.3% |
1.2974 |
| High |
1.3110 |
1.3130 |
0.0020 |
0.2% |
1.3031 |
| Low |
1.3047 |
1.3061 |
0.0014 |
0.1% |
1.2881 |
| Close |
1.3101 |
1.3080 |
-0.0021 |
-0.2% |
1.3000 |
| Range |
0.0063 |
0.0069 |
0.0006 |
9.5% |
0.0150 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
253,280 |
253,686 |
406 |
0.2% |
1,172,755 |
|
| Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3297 |
1.3258 |
1.3118 |
|
| R3 |
1.3228 |
1.3189 |
1.3099 |
|
| R2 |
1.3159 |
1.3159 |
1.3093 |
|
| R1 |
1.3120 |
1.3120 |
1.3086 |
1.3105 |
| PP |
1.3090 |
1.3090 |
1.3090 |
1.3083 |
| S1 |
1.3051 |
1.3051 |
1.3074 |
1.3036 |
| S2 |
1.3021 |
1.3021 |
1.3067 |
|
| S3 |
1.2952 |
1.2982 |
1.3061 |
|
| S4 |
1.2883 |
1.2913 |
1.3042 |
|
|
| 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 |
1.3130 |
1.2934 |
0.0196 |
1.5% |
0.0073 |
0.6% |
74% |
True |
False |
259,183 |
| 10 |
1.3130 |
1.2739 |
0.0391 |
3.0% |
0.0084 |
0.6% |
87% |
True |
False |
250,007 |
| 20 |
1.3130 |
1.2665 |
0.0465 |
3.6% |
0.0083 |
0.6% |
89% |
True |
False |
256,263 |
| 40 |
1.3147 |
1.2665 |
0.0482 |
3.7% |
0.0084 |
0.6% |
86% |
False |
False |
236,714 |
| 60 |
1.3183 |
1.2665 |
0.0518 |
4.0% |
0.0093 |
0.7% |
80% |
False |
False |
241,031 |
| 80 |
1.3183 |
1.2284 |
0.0899 |
6.9% |
0.0093 |
0.7% |
89% |
False |
False |
182,554 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.5% |
0.0097 |
0.7% |
91% |
False |
False |
146,188 |
| 120 |
1.3183 |
1.2069 |
0.1114 |
8.5% |
0.0099 |
0.8% |
91% |
False |
False |
121,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3423 |
|
2.618 |
1.3311 |
|
1.618 |
1.3242 |
|
1.000 |
1.3199 |
|
0.618 |
1.3173 |
|
HIGH |
1.3130 |
|
0.618 |
1.3104 |
|
0.500 |
1.3096 |
|
0.382 |
1.3087 |
|
LOW |
1.3061 |
|
0.618 |
1.3018 |
|
1.000 |
1.2992 |
|
1.618 |
1.2949 |
|
2.618 |
1.2880 |
|
4.250 |
1.2768 |
|
|
| Fisher Pivots for day following 05-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3096 |
1.3073 |
| PP |
1.3090 |
1.3067 |
| S1 |
1.3085 |
1.3060 |
|