CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 07-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2012 |
07-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3072 |
1.2960 |
-0.0112 |
-0.9% |
1.2995 |
| High |
1.3088 |
1.2974 |
-0.0114 |
-0.9% |
1.3130 |
| Low |
1.2951 |
1.2877 |
-0.0074 |
-0.6% |
1.2877 |
| Close |
1.2964 |
1.2928 |
-0.0036 |
-0.3% |
1.2928 |
| Range |
0.0137 |
0.0097 |
-0.0040 |
-29.2% |
0.0253 |
| ATR |
0.0087 |
0.0088 |
0.0001 |
0.8% |
0.0000 |
| Volume |
319,195 |
270,296 |
-48,899 |
-15.3% |
1,370,082 |
|
| Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3217 |
1.3170 |
1.2981 |
|
| R3 |
1.3120 |
1.3073 |
1.2955 |
|
| R2 |
1.3023 |
1.3023 |
1.2946 |
|
| R1 |
1.2976 |
1.2976 |
1.2937 |
1.2951 |
| PP |
1.2926 |
1.2926 |
1.2926 |
1.2914 |
| S1 |
1.2879 |
1.2879 |
1.2919 |
1.2854 |
| S2 |
1.2829 |
1.2829 |
1.2910 |
|
| S3 |
1.2732 |
1.2782 |
1.2901 |
|
| S4 |
1.2635 |
1.2685 |
1.2875 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3737 |
1.3586 |
1.3067 |
|
| R3 |
1.3484 |
1.3333 |
1.2998 |
|
| R2 |
1.3231 |
1.3231 |
1.2974 |
|
| R1 |
1.3080 |
1.3080 |
1.2951 |
1.3029 |
| PP |
1.2978 |
1.2978 |
1.2978 |
1.2953 |
| S1 |
1.2827 |
1.2827 |
1.2905 |
1.2776 |
| S2 |
1.2725 |
1.2725 |
1.2882 |
|
| S3 |
1.2472 |
1.2574 |
1.2858 |
|
| S4 |
1.2219 |
1.2321 |
1.2789 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3130 |
1.2877 |
0.0253 |
2.0% |
0.0091 |
0.7% |
20% |
False |
True |
274,016 |
| 10 |
1.3130 |
1.2877 |
0.0253 |
2.0% |
0.0081 |
0.6% |
20% |
False |
True |
254,283 |
| 20 |
1.3130 |
1.2665 |
0.0465 |
3.6% |
0.0085 |
0.7% |
57% |
False |
False |
252,758 |
| 40 |
1.3147 |
1.2665 |
0.0482 |
3.7% |
0.0085 |
0.7% |
55% |
False |
False |
240,417 |
| 60 |
1.3183 |
1.2665 |
0.0518 |
4.0% |
0.0092 |
0.7% |
51% |
False |
False |
245,808 |
| 80 |
1.3183 |
1.2284 |
0.0899 |
7.0% |
0.0094 |
0.7% |
72% |
False |
False |
189,908 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0097 |
0.8% |
77% |
False |
False |
152,073 |
| 120 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0098 |
0.8% |
77% |
False |
False |
126,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3386 |
|
2.618 |
1.3228 |
|
1.618 |
1.3131 |
|
1.000 |
1.3071 |
|
0.618 |
1.3034 |
|
HIGH |
1.2974 |
|
0.618 |
1.2937 |
|
0.500 |
1.2926 |
|
0.382 |
1.2914 |
|
LOW |
1.2877 |
|
0.618 |
1.2817 |
|
1.000 |
1.2780 |
|
1.618 |
1.2720 |
|
2.618 |
1.2623 |
|
4.250 |
1.2465 |
|
|
| Fisher Pivots for day following 07-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2927 |
1.3004 |
| PP |
1.2926 |
1.2978 |
| S1 |
1.2926 |
1.2953 |
|