CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 09-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2012 |
09-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2785 |
1.2762 |
-0.0023 |
-0.2% |
1.2842 |
| High |
1.2785 |
1.2800 |
0.0015 |
0.1% |
1.2889 |
| Low |
1.2742 |
1.2709 |
-0.0033 |
-0.3% |
1.2709 |
| Close |
1.2764 |
1.2729 |
-0.0035 |
-0.3% |
1.2729 |
| Range |
0.0043 |
0.0091 |
0.0048 |
111.6% |
0.0180 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
1.2% |
0.0000 |
| Volume |
266 |
232 |
-34 |
-12.8% |
1,082 |
|
| Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3019 |
1.2965 |
1.2779 |
|
| R3 |
1.2928 |
1.2874 |
1.2754 |
|
| R2 |
1.2837 |
1.2837 |
1.2746 |
|
| R1 |
1.2783 |
1.2783 |
1.2737 |
1.2765 |
| PP |
1.2746 |
1.2746 |
1.2746 |
1.2737 |
| S1 |
1.2692 |
1.2692 |
1.2721 |
1.2674 |
| S2 |
1.2655 |
1.2655 |
1.2712 |
|
| S3 |
1.2564 |
1.2601 |
1.2704 |
|
| S4 |
1.2473 |
1.2510 |
1.2679 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3316 |
1.3202 |
1.2828 |
|
| R3 |
1.3136 |
1.3022 |
1.2779 |
|
| R2 |
1.2956 |
1.2956 |
1.2762 |
|
| R1 |
1.2842 |
1.2842 |
1.2746 |
1.2809 |
| PP |
1.2776 |
1.2776 |
1.2776 |
1.2759 |
| S1 |
1.2662 |
1.2662 |
1.2713 |
1.2629 |
| S2 |
1.2596 |
1.2596 |
1.2696 |
|
| S3 |
1.2416 |
1.2482 |
1.2680 |
|
| S4 |
1.2236 |
1.2302 |
1.2630 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2889 |
1.2709 |
0.0180 |
1.4% |
0.0078 |
0.6% |
11% |
False |
True |
216 |
| 10 |
1.3031 |
1.2709 |
0.0322 |
2.5% |
0.0072 |
0.6% |
6% |
False |
True |
178 |
| 20 |
1.3155 |
1.2709 |
0.0446 |
3.5% |
0.0073 |
0.6% |
4% |
False |
True |
172 |
| 40 |
1.3188 |
1.2709 |
0.0479 |
3.8% |
0.0078 |
0.6% |
4% |
False |
True |
156 |
| 60 |
1.3188 |
1.2350 |
0.0838 |
6.6% |
0.0069 |
0.5% |
45% |
False |
False |
115 |
| 80 |
1.3188 |
1.2090 |
0.1098 |
8.6% |
0.0061 |
0.5% |
58% |
False |
False |
88 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.6% |
0.0058 |
0.5% |
58% |
False |
False |
72 |
| 120 |
1.3188 |
1.2090 |
0.1098 |
8.6% |
0.0056 |
0.4% |
58% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3187 |
|
2.618 |
1.3038 |
|
1.618 |
1.2947 |
|
1.000 |
1.2891 |
|
0.618 |
1.2856 |
|
HIGH |
1.2800 |
|
0.618 |
1.2765 |
|
0.500 |
1.2755 |
|
0.382 |
1.2744 |
|
LOW |
1.2709 |
|
0.618 |
1.2653 |
|
1.000 |
1.2618 |
|
1.618 |
1.2562 |
|
2.618 |
1.2471 |
|
4.250 |
1.2322 |
|
|
| Fisher Pivots for day following 09-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2755 |
1.2799 |
| PP |
1.2746 |
1.2776 |
| S1 |
1.2738 |
1.2752 |
|