CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 13-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2735 |
1.2721 |
-0.0014 |
-0.1% |
1.2842 |
| High |
1.2756 |
1.2746 |
-0.0010 |
-0.1% |
1.2889 |
| Low |
1.2714 |
1.2680 |
-0.0034 |
-0.3% |
1.2709 |
| Close |
1.2730 |
1.2722 |
-0.0008 |
-0.1% |
1.2729 |
| Range |
0.0042 |
0.0066 |
0.0024 |
57.1% |
0.0180 |
| ATR |
0.0076 |
0.0076 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
377 |
583 |
206 |
54.6% |
1,082 |
|
| Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2914 |
1.2884 |
1.2758 |
|
| R3 |
1.2848 |
1.2818 |
1.2740 |
|
| R2 |
1.2782 |
1.2782 |
1.2734 |
|
| R1 |
1.2752 |
1.2752 |
1.2728 |
1.2767 |
| PP |
1.2716 |
1.2716 |
1.2716 |
1.2724 |
| S1 |
1.2686 |
1.2686 |
1.2716 |
1.2701 |
| S2 |
1.2650 |
1.2650 |
1.2710 |
|
| S3 |
1.2584 |
1.2620 |
1.2704 |
|
| S4 |
1.2518 |
1.2554 |
1.2686 |
|
|
| 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 |
1.2680 |
0.0209 |
1.6% |
0.0075 |
0.6% |
20% |
False |
True |
327 |
| 10 |
1.3031 |
1.2680 |
0.0351 |
2.8% |
0.0071 |
0.6% |
12% |
False |
True |
249 |
| 20 |
1.3155 |
1.2680 |
0.0475 |
3.7% |
0.0070 |
0.5% |
9% |
False |
True |
212 |
| 40 |
1.3155 |
1.2680 |
0.0475 |
3.7% |
0.0076 |
0.6% |
9% |
False |
True |
176 |
| 60 |
1.3188 |
1.2484 |
0.0704 |
5.5% |
0.0070 |
0.5% |
34% |
False |
False |
131 |
| 80 |
1.3188 |
1.2090 |
0.1098 |
8.6% |
0.0060 |
0.5% |
58% |
False |
False |
100 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.6% |
0.0059 |
0.5% |
58% |
False |
False |
82 |
| 120 |
1.3188 |
1.2090 |
0.1098 |
8.6% |
0.0056 |
0.4% |
58% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3027 |
|
2.618 |
1.2919 |
|
1.618 |
1.2853 |
|
1.000 |
1.2812 |
|
0.618 |
1.2787 |
|
HIGH |
1.2746 |
|
0.618 |
1.2721 |
|
0.500 |
1.2713 |
|
0.382 |
1.2705 |
|
LOW |
1.2680 |
|
0.618 |
1.2639 |
|
1.000 |
1.2614 |
|
1.618 |
1.2573 |
|
2.618 |
1.2507 |
|
4.250 |
1.2400 |
|
|
| Fisher Pivots for day following 13-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2719 |
1.2740 |
| PP |
1.2716 |
1.2734 |
| S1 |
1.2713 |
1.2728 |
|