CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 16-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2752 |
1.2792 |
0.0040 |
0.3% |
1.2735 |
| High |
1.2819 |
1.2792 |
-0.0027 |
-0.2% |
1.2819 |
| Low |
1.2745 |
1.2713 |
-0.0032 |
-0.3% |
1.2680 |
| Close |
1.2791 |
1.2744 |
-0.0047 |
-0.4% |
1.2744 |
| Range |
0.0074 |
0.0079 |
0.0005 |
6.8% |
0.0139 |
| ATR |
0.0075 |
0.0076 |
0.0000 |
0.3% |
0.0000 |
| Volume |
318 |
348 |
30 |
9.4% |
2,001 |
|
| Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2987 |
1.2944 |
1.2787 |
|
| R3 |
1.2908 |
1.2865 |
1.2766 |
|
| R2 |
1.2829 |
1.2829 |
1.2758 |
|
| R1 |
1.2786 |
1.2786 |
1.2751 |
1.2768 |
| PP |
1.2750 |
1.2750 |
1.2750 |
1.2741 |
| S1 |
1.2707 |
1.2707 |
1.2737 |
1.2689 |
| S2 |
1.2671 |
1.2671 |
1.2730 |
|
| S3 |
1.2592 |
1.2628 |
1.2722 |
|
| S4 |
1.2513 |
1.2549 |
1.2701 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3165 |
1.3093 |
1.2820 |
|
| R3 |
1.3026 |
1.2954 |
1.2782 |
|
| R2 |
1.2887 |
1.2887 |
1.2769 |
|
| R1 |
1.2815 |
1.2815 |
1.2757 |
1.2851 |
| PP |
1.2748 |
1.2748 |
1.2748 |
1.2766 |
| S1 |
1.2676 |
1.2676 |
1.2731 |
1.2712 |
| S2 |
1.2609 |
1.2609 |
1.2719 |
|
| S3 |
1.2470 |
1.2537 |
1.2706 |
|
| S4 |
1.2331 |
1.2398 |
1.2668 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2819 |
1.2680 |
0.0139 |
1.1% |
0.0066 |
0.5% |
46% |
False |
False |
400 |
| 10 |
1.2889 |
1.2680 |
0.0209 |
1.6% |
0.0072 |
0.6% |
31% |
False |
False |
308 |
| 20 |
1.3096 |
1.2680 |
0.0416 |
3.3% |
0.0072 |
0.6% |
15% |
False |
False |
225 |
| 40 |
1.3155 |
1.2680 |
0.0475 |
3.7% |
0.0074 |
0.6% |
13% |
False |
False |
192 |
| 60 |
1.3188 |
1.2537 |
0.0651 |
5.1% |
0.0072 |
0.6% |
32% |
False |
False |
148 |
| 80 |
1.3188 |
1.2204 |
0.0984 |
7.7% |
0.0061 |
0.5% |
55% |
False |
False |
112 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.6% |
0.0060 |
0.5% |
60% |
False |
False |
92 |
| 120 |
1.3188 |
1.2090 |
0.1098 |
8.6% |
0.0057 |
0.4% |
60% |
False |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3128 |
|
2.618 |
1.2999 |
|
1.618 |
1.2920 |
|
1.000 |
1.2871 |
|
0.618 |
1.2841 |
|
HIGH |
1.2792 |
|
0.618 |
1.2762 |
|
0.500 |
1.2753 |
|
0.382 |
1.2743 |
|
LOW |
1.2713 |
|
0.618 |
1.2664 |
|
1.000 |
1.2634 |
|
1.618 |
1.2585 |
|
2.618 |
1.2506 |
|
4.250 |
1.2377 |
|
|
| Fisher Pivots for day following 16-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2753 |
1.2766 |
| PP |
1.2750 |
1.2759 |
| S1 |
1.2747 |
1.2751 |
|