CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 27-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2012 |
27-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2990 |
1.3007 |
0.0017 |
0.1% |
1.2763 |
| High |
1.3000 |
1.3024 |
0.0024 |
0.2% |
1.3006 |
| Low |
1.2963 |
1.2932 |
-0.0031 |
-0.2% |
1.2760 |
| Close |
1.2978 |
1.2950 |
-0.0028 |
-0.2% |
1.3001 |
| Range |
0.0037 |
0.0092 |
0.0055 |
148.6% |
0.0246 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
1.2% |
0.0000 |
| Volume |
1,452 |
1,157 |
-295 |
-20.3% |
1,872 |
|
| Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3245 |
1.3189 |
1.3001 |
|
| R3 |
1.3153 |
1.3097 |
1.2975 |
|
| R2 |
1.3061 |
1.3061 |
1.2967 |
|
| R1 |
1.3005 |
1.3005 |
1.2958 |
1.2987 |
| PP |
1.2969 |
1.2969 |
1.2969 |
1.2960 |
| S1 |
1.2913 |
1.2913 |
1.2942 |
1.2895 |
| S2 |
1.2877 |
1.2877 |
1.2933 |
|
| S3 |
1.2785 |
1.2821 |
1.2925 |
|
| S4 |
1.2693 |
1.2729 |
1.2899 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3660 |
1.3577 |
1.3136 |
|
| R3 |
1.3414 |
1.3331 |
1.3069 |
|
| R2 |
1.3168 |
1.3168 |
1.3046 |
|
| R1 |
1.3085 |
1.3085 |
1.3024 |
1.3127 |
| PP |
1.2922 |
1.2922 |
1.2922 |
1.2943 |
| S1 |
1.2839 |
1.2839 |
1.2978 |
1.2881 |
| S2 |
1.2676 |
1.2676 |
1.2956 |
|
| S3 |
1.2430 |
1.2593 |
1.2933 |
|
| S4 |
1.2184 |
1.2347 |
1.2866 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3024 |
1.2760 |
0.0264 |
2.0% |
0.0084 |
0.7% |
72% |
True |
False |
829 |
| 10 |
1.3024 |
1.2680 |
0.0344 |
2.7% |
0.0078 |
0.6% |
78% |
True |
False |
610 |
| 20 |
1.3031 |
1.2680 |
0.0351 |
2.7% |
0.0076 |
0.6% |
77% |
False |
False |
406 |
| 40 |
1.3155 |
1.2680 |
0.0475 |
3.7% |
0.0075 |
0.6% |
57% |
False |
False |
277 |
| 60 |
1.3188 |
1.2588 |
0.0600 |
4.6% |
0.0079 |
0.6% |
60% |
False |
False |
220 |
| 80 |
1.3188 |
1.2300 |
0.0888 |
6.9% |
0.0064 |
0.5% |
73% |
False |
False |
167 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0060 |
0.5% |
78% |
False |
False |
136 |
| 120 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0060 |
0.5% |
78% |
False |
False |
114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3415 |
|
2.618 |
1.3265 |
|
1.618 |
1.3173 |
|
1.000 |
1.3116 |
|
0.618 |
1.3081 |
|
HIGH |
1.3024 |
|
0.618 |
1.2989 |
|
0.500 |
1.2978 |
|
0.382 |
1.2967 |
|
LOW |
1.2932 |
|
0.618 |
1.2875 |
|
1.000 |
1.2840 |
|
1.618 |
1.2783 |
|
2.618 |
1.2691 |
|
4.250 |
1.2541 |
|
|
| Fisher Pivots for day following 27-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2978 |
1.2946 |
| PP |
1.2969 |
1.2941 |
| S1 |
1.2959 |
1.2937 |
|