CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 03-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2984 |
1.3008 |
0.0024 |
0.2% |
1.2990 |
| High |
1.3043 |
1.3089 |
0.0046 |
0.4% |
1.3043 |
| Low |
1.2983 |
1.3003 |
0.0020 |
0.2% |
1.2899 |
| Close |
1.3013 |
1.3071 |
0.0058 |
0.4% |
1.3013 |
| Range |
0.0060 |
0.0086 |
0.0026 |
43.3% |
0.0144 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
0.7% |
0.0000 |
| Volume |
3,136 |
3,111 |
-25 |
-0.8% |
8,219 |
|
| Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3312 |
1.3278 |
1.3118 |
|
| R3 |
1.3226 |
1.3192 |
1.3095 |
|
| R2 |
1.3140 |
1.3140 |
1.3087 |
|
| R1 |
1.3106 |
1.3106 |
1.3079 |
1.3123 |
| PP |
1.3054 |
1.3054 |
1.3054 |
1.3063 |
| S1 |
1.3020 |
1.3020 |
1.3063 |
1.3037 |
| S2 |
1.2968 |
1.2968 |
1.3055 |
|
| S3 |
1.2882 |
1.2934 |
1.3047 |
|
| S4 |
1.2796 |
1.2848 |
1.3024 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3417 |
1.3359 |
1.3092 |
|
| R3 |
1.3273 |
1.3215 |
1.3053 |
|
| R2 |
1.3129 |
1.3129 |
1.3039 |
|
| R1 |
1.3071 |
1.3071 |
1.3026 |
1.3100 |
| PP |
1.2985 |
1.2985 |
1.2985 |
1.3000 |
| S1 |
1.2927 |
1.2927 |
1.3000 |
1.2956 |
| S2 |
1.2841 |
1.2841 |
1.2987 |
|
| S3 |
1.2697 |
1.2783 |
1.2973 |
|
| S4 |
1.2553 |
1.2639 |
1.2934 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3089 |
1.2899 |
0.0190 |
1.5% |
0.0077 |
0.6% |
91% |
True |
False |
1,975 |
| 10 |
1.3089 |
1.2760 |
0.0329 |
2.5% |
0.0079 |
0.6% |
95% |
True |
False |
1,320 |
| 20 |
1.3089 |
1.2680 |
0.0409 |
3.1% |
0.0075 |
0.6% |
96% |
True |
False |
814 |
| 40 |
1.3155 |
1.2680 |
0.0475 |
3.6% |
0.0075 |
0.6% |
82% |
False |
False |
480 |
| 60 |
1.3188 |
1.2680 |
0.0508 |
3.9% |
0.0079 |
0.6% |
77% |
False |
False |
365 |
| 80 |
1.3188 |
1.2300 |
0.0888 |
6.8% |
0.0067 |
0.5% |
87% |
False |
False |
276 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0061 |
0.5% |
89% |
False |
False |
223 |
| 120 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0060 |
0.5% |
89% |
False |
False |
187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3455 |
|
2.618 |
1.3314 |
|
1.618 |
1.3228 |
|
1.000 |
1.3175 |
|
0.618 |
1.3142 |
|
HIGH |
1.3089 |
|
0.618 |
1.3056 |
|
0.500 |
1.3046 |
|
0.382 |
1.3036 |
|
LOW |
1.3003 |
|
0.618 |
1.2950 |
|
1.000 |
1.2917 |
|
1.618 |
1.2864 |
|
2.618 |
1.2778 |
|
4.250 |
1.2638 |
|
|
| Fisher Pivots for day following 03-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3063 |
1.3055 |
| PP |
1.3054 |
1.3038 |
| S1 |
1.3046 |
1.3022 |
|