CME Euro FX (E) Future June 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 |
1.3024 |
1.3065 |
0.0041 |
0.3% |
1.2983 |
| High |
1.3025 |
1.3084 |
0.0059 |
0.5% |
1.3025 |
| Low |
1.3003 |
1.3065 |
0.0062 |
0.5% |
1.2913 |
| Close |
1.3025 |
1.3084 |
0.0059 |
0.5% |
1.3025 |
| Range |
0.0022 |
0.0019 |
-0.0003 |
-13.6% |
0.0112 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.8% |
0.0000 |
| Volume |
1 |
3 |
2 |
200.0% |
29 |
|
| Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3135 |
1.3128 |
1.3094 |
|
| R3 |
1.3116 |
1.3109 |
1.3089 |
|
| R2 |
1.3097 |
1.3097 |
1.3087 |
|
| R1 |
1.3090 |
1.3090 |
1.3086 |
1.3094 |
| PP |
1.3078 |
1.3078 |
1.3078 |
1.3079 |
| S1 |
1.3071 |
1.3071 |
1.3082 |
1.3075 |
| S2 |
1.3059 |
1.3059 |
1.3081 |
|
| S3 |
1.3040 |
1.3052 |
1.3079 |
|
| S4 |
1.3021 |
1.3033 |
1.3074 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3324 |
1.3286 |
1.3087 |
|
| R3 |
1.3212 |
1.3174 |
1.3056 |
|
| R2 |
1.3100 |
1.3100 |
1.3046 |
|
| R1 |
1.3062 |
1.3062 |
1.3035 |
1.3081 |
| PP |
1.2988 |
1.2988 |
1.2988 |
1.2997 |
| S1 |
1.2950 |
1.2950 |
1.3015 |
1.2969 |
| S2 |
1.2876 |
1.2876 |
1.3004 |
|
| S3 |
1.2764 |
1.2838 |
1.2994 |
|
| S4 |
1.2652 |
1.2726 |
1.2963 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3084 |
1.2913 |
0.0171 |
1.3% |
0.0021 |
0.2% |
100% |
True |
False |
3 |
| 10 |
1.3084 |
1.2776 |
0.0308 |
2.4% |
0.0039 |
0.3% |
100% |
True |
False |
7 |
| 20 |
1.3084 |
1.2711 |
0.0373 |
2.9% |
0.0042 |
0.3% |
100% |
True |
False |
20 |
| 40 |
1.3158 |
1.2711 |
0.0447 |
3.4% |
0.0029 |
0.2% |
83% |
False |
False |
11 |
| 60 |
1.3200 |
1.2711 |
0.0489 |
3.7% |
0.0029 |
0.2% |
76% |
False |
False |
12 |
| 80 |
1.3200 |
1.2324 |
0.0876 |
6.7% |
0.0030 |
0.2% |
87% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3165 |
|
2.618 |
1.3134 |
|
1.618 |
1.3115 |
|
1.000 |
1.3103 |
|
0.618 |
1.3096 |
|
HIGH |
1.3084 |
|
0.618 |
1.3077 |
|
0.500 |
1.3075 |
|
0.382 |
1.3072 |
|
LOW |
1.3065 |
|
0.618 |
1.3053 |
|
1.000 |
1.3046 |
|
1.618 |
1.3034 |
|
2.618 |
1.3015 |
|
4.250 |
1.2984 |
|
|
| Fisher Pivots for day following 03-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3081 |
1.3070 |
| PP |
1.3078 |
1.3057 |
| S1 |
1.3075 |
1.3043 |
|