CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 04-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3008 |
1.3068 |
0.0060 |
0.5% |
1.2990 |
| High |
1.3089 |
1.3121 |
0.0032 |
0.2% |
1.3043 |
| Low |
1.3003 |
1.3059 |
0.0056 |
0.4% |
1.2899 |
| Close |
1.3071 |
1.3114 |
0.0043 |
0.3% |
1.3013 |
| Range |
0.0086 |
0.0062 |
-0.0024 |
-27.9% |
0.0144 |
| ATR |
0.0079 |
0.0077 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
3,111 |
5,133 |
2,022 |
65.0% |
8,219 |
|
| Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3284 |
1.3261 |
1.3148 |
|
| R3 |
1.3222 |
1.3199 |
1.3131 |
|
| R2 |
1.3160 |
1.3160 |
1.3125 |
|
| R1 |
1.3137 |
1.3137 |
1.3120 |
1.3149 |
| PP |
1.3098 |
1.3098 |
1.3098 |
1.3104 |
| S1 |
1.3075 |
1.3075 |
1.3108 |
1.3087 |
| S2 |
1.3036 |
1.3036 |
1.3103 |
|
| S3 |
1.2974 |
1.3013 |
1.3097 |
|
| S4 |
1.2912 |
1.2951 |
1.3080 |
|
|
| 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 |
1.3121 |
1.2899 |
0.0222 |
1.7% |
0.0071 |
0.5% |
97% |
True |
False |
2,770 |
| 10 |
1.3121 |
1.2760 |
0.0361 |
2.8% |
0.0078 |
0.6% |
98% |
True |
False |
1,800 |
| 20 |
1.3121 |
1.2680 |
0.0441 |
3.4% |
0.0075 |
0.6% |
98% |
True |
False |
1,063 |
| 40 |
1.3155 |
1.2680 |
0.0475 |
3.6% |
0.0075 |
0.6% |
91% |
False |
False |
605 |
| 60 |
1.3188 |
1.2680 |
0.0508 |
3.9% |
0.0080 |
0.6% |
85% |
False |
False |
450 |
| 80 |
1.3188 |
1.2310 |
0.0878 |
6.7% |
0.0067 |
0.5% |
92% |
False |
False |
341 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0062 |
0.5% |
93% |
False |
False |
274 |
| 120 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0060 |
0.5% |
93% |
False |
False |
230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3385 |
|
2.618 |
1.3283 |
|
1.618 |
1.3221 |
|
1.000 |
1.3183 |
|
0.618 |
1.3159 |
|
HIGH |
1.3121 |
|
0.618 |
1.3097 |
|
0.500 |
1.3090 |
|
0.382 |
1.3083 |
|
LOW |
1.3059 |
|
0.618 |
1.3021 |
|
1.000 |
1.2997 |
|
1.618 |
1.2959 |
|
2.618 |
1.2897 |
|
4.250 |
1.2796 |
|
|
| Fisher Pivots for day following 04-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3106 |
1.3093 |
| PP |
1.3098 |
1.3073 |
| S1 |
1.3090 |
1.3052 |
|