CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 14-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2721 |
1.2727 |
0.0006 |
0.0% |
1.2842 |
| High |
1.2746 |
1.2795 |
0.0049 |
0.4% |
1.2889 |
| Low |
1.2680 |
1.2727 |
0.0047 |
0.4% |
1.2709 |
| Close |
1.2722 |
1.2763 |
0.0041 |
0.3% |
1.2729 |
| Range |
0.0066 |
0.0068 |
0.0002 |
3.0% |
0.0180 |
| ATR |
0.0076 |
0.0075 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
583 |
375 |
-208 |
-35.7% |
1,082 |
|
| Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2966 |
1.2932 |
1.2800 |
|
| R3 |
1.2898 |
1.2864 |
1.2782 |
|
| R2 |
1.2830 |
1.2830 |
1.2775 |
|
| R1 |
1.2796 |
1.2796 |
1.2769 |
1.2813 |
| PP |
1.2762 |
1.2762 |
1.2762 |
1.2770 |
| S1 |
1.2728 |
1.2728 |
1.2757 |
1.2745 |
| S2 |
1.2694 |
1.2694 |
1.2751 |
|
| S3 |
1.2626 |
1.2660 |
1.2744 |
|
| S4 |
1.2558 |
1.2592 |
1.2726 |
|
|
| 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 |
1.2800 |
1.2680 |
0.0120 |
0.9% |
0.0062 |
0.5% |
69% |
False |
False |
366 |
| 10 |
1.2995 |
1.2680 |
0.0315 |
2.5% |
0.0072 |
0.6% |
26% |
False |
False |
280 |
| 20 |
1.3147 |
1.2680 |
0.0467 |
3.7% |
0.0070 |
0.6% |
18% |
False |
False |
213 |
| 40 |
1.3155 |
1.2680 |
0.0475 |
3.7% |
0.0076 |
0.6% |
17% |
False |
False |
182 |
| 60 |
1.3188 |
1.2507 |
0.0681 |
5.3% |
0.0070 |
0.6% |
38% |
False |
False |
137 |
| 80 |
1.3188 |
1.2143 |
0.1045 |
8.2% |
0.0060 |
0.5% |
59% |
False |
False |
104 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.6% |
0.0060 |
0.5% |
61% |
False |
False |
85 |
| 120 |
1.3188 |
1.2090 |
0.1098 |
8.6% |
0.0057 |
0.4% |
61% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3084 |
|
2.618 |
1.2973 |
|
1.618 |
1.2905 |
|
1.000 |
1.2863 |
|
0.618 |
1.2837 |
|
HIGH |
1.2795 |
|
0.618 |
1.2769 |
|
0.500 |
1.2761 |
|
0.382 |
1.2753 |
|
LOW |
1.2727 |
|
0.618 |
1.2685 |
|
1.000 |
1.2659 |
|
1.618 |
1.2617 |
|
2.618 |
1.2549 |
|
4.250 |
1.2438 |
|
|
| Fisher Pivots for day following 14-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2762 |
1.2755 |
| PP |
1.2762 |
1.2746 |
| S1 |
1.2761 |
1.2738 |
|