CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 29-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2012 |
29-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2954 |
1.2968 |
0.0014 |
0.1% |
1.2763 |
| High |
1.2972 |
1.3028 |
0.0056 |
0.4% |
1.3006 |
| Low |
1.2899 |
1.2955 |
0.0056 |
0.4% |
1.2760 |
| Close |
1.2948 |
1.2989 |
0.0041 |
0.3% |
1.3001 |
| Range |
0.0073 |
0.0073 |
0.0000 |
0.0% |
0.0246 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
0.1% |
0.0000 |
| Volume |
1,318 |
1,156 |
-162 |
-12.3% |
1,872 |
|
| Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3210 |
1.3172 |
1.3029 |
|
| R3 |
1.3137 |
1.3099 |
1.3009 |
|
| R2 |
1.3064 |
1.3064 |
1.3002 |
|
| R1 |
1.3026 |
1.3026 |
1.2996 |
1.3045 |
| PP |
1.2991 |
1.2991 |
1.2991 |
1.3000 |
| S1 |
1.2953 |
1.2953 |
1.2982 |
1.2972 |
| S2 |
1.2918 |
1.2918 |
1.2976 |
|
| S3 |
1.2845 |
1.2880 |
1.2969 |
|
| S4 |
1.2772 |
1.2807 |
1.2949 |
|
|
| 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 |
1.3028 |
1.2850 |
0.0178 |
1.4% |
0.0086 |
0.7% |
78% |
True |
False |
1,106 |
| 10 |
1.3028 |
1.2713 |
0.0315 |
2.4% |
0.0079 |
0.6% |
88% |
True |
False |
762 |
| 20 |
1.3028 |
1.2680 |
0.0348 |
2.7% |
0.0076 |
0.6% |
89% |
True |
False |
521 |
| 40 |
1.3155 |
1.2680 |
0.0475 |
3.7% |
0.0075 |
0.6% |
65% |
False |
False |
334 |
| 60 |
1.3188 |
1.2670 |
0.0518 |
4.0% |
0.0080 |
0.6% |
62% |
False |
False |
261 |
| 80 |
1.3188 |
1.2300 |
0.0888 |
6.8% |
0.0065 |
0.5% |
78% |
False |
False |
198 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0060 |
0.5% |
82% |
False |
False |
160 |
| 120 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0059 |
0.5% |
82% |
False |
False |
135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3338 |
|
2.618 |
1.3219 |
|
1.618 |
1.3146 |
|
1.000 |
1.3101 |
|
0.618 |
1.3073 |
|
HIGH |
1.3028 |
|
0.618 |
1.3000 |
|
0.500 |
1.2992 |
|
0.382 |
1.2983 |
|
LOW |
1.2955 |
|
0.618 |
1.2910 |
|
1.000 |
1.2882 |
|
1.618 |
1.2837 |
|
2.618 |
1.2764 |
|
4.250 |
1.2645 |
|
|
| Fisher Pivots for day following 29-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2992 |
1.2981 |
| PP |
1.2991 |
1.2972 |
| S1 |
1.2990 |
1.2964 |
|