CME Euro FX (E) Future June 2013
| 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 |
1.3085 |
1.3139 |
0.0054 |
0.4% |
1.2983 |
| High |
1.3128 |
1.3142 |
0.0014 |
0.1% |
1.3025 |
| Low |
1.3085 |
1.3093 |
0.0008 |
0.1% |
1.2913 |
| Close |
1.3126 |
1.3103 |
-0.0023 |
-0.2% |
1.3025 |
| Range |
0.0043 |
0.0049 |
0.0006 |
14.0% |
0.0112 |
| ATR |
0.0053 |
0.0052 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
2 |
38 |
36 |
1,800.0% |
29 |
|
| Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3260 |
1.3230 |
1.3130 |
|
| R3 |
1.3211 |
1.3181 |
1.3116 |
|
| R2 |
1.3162 |
1.3162 |
1.3112 |
|
| R1 |
1.3132 |
1.3132 |
1.3107 |
1.3123 |
| PP |
1.3113 |
1.3113 |
1.3113 |
1.3108 |
| S1 |
1.3083 |
1.3083 |
1.3099 |
1.3074 |
| S2 |
1.3064 |
1.3064 |
1.3094 |
|
| S3 |
1.3015 |
1.3034 |
1.3090 |
|
| S4 |
1.2966 |
1.2985 |
1.3076 |
|
|
| 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 |
1.3142 |
1.3002 |
0.0140 |
1.1% |
0.0027 |
0.2% |
72% |
True |
False |
11 |
| 10 |
1.3142 |
1.2814 |
0.0328 |
2.5% |
0.0040 |
0.3% |
88% |
True |
False |
8 |
| 20 |
1.3142 |
1.2711 |
0.0431 |
3.3% |
0.0045 |
0.3% |
91% |
True |
False |
22 |
| 40 |
1.3158 |
1.2711 |
0.0447 |
3.4% |
0.0031 |
0.2% |
88% |
False |
False |
12 |
| 60 |
1.3200 |
1.2711 |
0.0489 |
3.7% |
0.0030 |
0.2% |
80% |
False |
False |
11 |
| 80 |
1.3200 |
1.2330 |
0.0870 |
6.6% |
0.0030 |
0.2% |
89% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3350 |
|
2.618 |
1.3270 |
|
1.618 |
1.3221 |
|
1.000 |
1.3191 |
|
0.618 |
1.3172 |
|
HIGH |
1.3142 |
|
0.618 |
1.3123 |
|
0.500 |
1.3118 |
|
0.382 |
1.3112 |
|
LOW |
1.3093 |
|
0.618 |
1.3063 |
|
1.000 |
1.3044 |
|
1.618 |
1.3014 |
|
2.618 |
1.2965 |
|
4.250 |
1.2885 |
|
|
| Fisher Pivots for day following 05-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3118 |
1.3104 |
| PP |
1.3113 |
1.3103 |
| S1 |
1.3108 |
1.3103 |
|