CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 19-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2792 |
1.2763 |
-0.0029 |
-0.2% |
1.2735 |
| High |
1.2792 |
1.2836 |
0.0044 |
0.3% |
1.2819 |
| Low |
1.2713 |
1.2763 |
0.0050 |
0.4% |
1.2680 |
| Close |
1.2744 |
1.2825 |
0.0081 |
0.6% |
1.2744 |
| Range |
0.0079 |
0.0073 |
-0.0006 |
-7.6% |
0.0139 |
| ATR |
0.0076 |
0.0077 |
0.0001 |
1.6% |
0.0000 |
| Volume |
348 |
335 |
-13 |
-3.7% |
2,001 |
|
| Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3027 |
1.2999 |
1.2865 |
|
| R3 |
1.2954 |
1.2926 |
1.2845 |
|
| R2 |
1.2881 |
1.2881 |
1.2838 |
|
| R1 |
1.2853 |
1.2853 |
1.2832 |
1.2867 |
| PP |
1.2808 |
1.2808 |
1.2808 |
1.2815 |
| S1 |
1.2780 |
1.2780 |
1.2818 |
1.2794 |
| S2 |
1.2735 |
1.2735 |
1.2812 |
|
| S3 |
1.2662 |
1.2707 |
1.2805 |
|
| S4 |
1.2589 |
1.2634 |
1.2785 |
|
|
| 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 |
1.2836 |
1.2680 |
0.0156 |
1.2% |
0.0072 |
0.6% |
93% |
True |
False |
391 |
| 10 |
1.2889 |
1.2680 |
0.0209 |
1.6% |
0.0073 |
0.6% |
69% |
False |
False |
327 |
| 20 |
1.3080 |
1.2680 |
0.0400 |
3.1% |
0.0073 |
0.6% |
36% |
False |
False |
235 |
| 40 |
1.3155 |
1.2680 |
0.0475 |
3.7% |
0.0074 |
0.6% |
31% |
False |
False |
195 |
| 60 |
1.3188 |
1.2537 |
0.0651 |
5.1% |
0.0073 |
0.6% |
44% |
False |
False |
153 |
| 80 |
1.3188 |
1.2204 |
0.0984 |
7.7% |
0.0061 |
0.5% |
63% |
False |
False |
116 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.6% |
0.0061 |
0.5% |
67% |
False |
False |
95 |
| 120 |
1.3188 |
1.2090 |
0.1098 |
8.6% |
0.0057 |
0.4% |
67% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3146 |
|
2.618 |
1.3027 |
|
1.618 |
1.2954 |
|
1.000 |
1.2909 |
|
0.618 |
1.2881 |
|
HIGH |
1.2836 |
|
0.618 |
1.2808 |
|
0.500 |
1.2800 |
|
0.382 |
1.2791 |
|
LOW |
1.2763 |
|
0.618 |
1.2718 |
|
1.000 |
1.2690 |
|
1.618 |
1.2645 |
|
2.618 |
1.2572 |
|
4.250 |
1.2453 |
|
|
| Fisher Pivots for day following 19-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2817 |
1.2808 |
| PP |
1.2808 |
1.2791 |
| S1 |
1.2800 |
1.2775 |
|