CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 30-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2012 |
30-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2968 |
1.2984 |
0.0016 |
0.1% |
1.2990 |
| High |
1.3028 |
1.3043 |
0.0015 |
0.1% |
1.3043 |
| Low |
1.2955 |
1.2983 |
0.0028 |
0.2% |
1.2899 |
| Close |
1.2989 |
1.3013 |
0.0024 |
0.2% |
1.3013 |
| Range |
0.0073 |
0.0060 |
-0.0013 |
-17.8% |
0.0144 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
1,156 |
3,136 |
1,980 |
171.3% |
8,219 |
|
| Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3193 |
1.3163 |
1.3046 |
|
| R3 |
1.3133 |
1.3103 |
1.3030 |
|
| R2 |
1.3073 |
1.3073 |
1.3024 |
|
| R1 |
1.3043 |
1.3043 |
1.3019 |
1.3058 |
| PP |
1.3013 |
1.3013 |
1.3013 |
1.3021 |
| S1 |
1.2983 |
1.2983 |
1.3008 |
1.2998 |
| S2 |
1.2953 |
1.2953 |
1.3002 |
|
| S3 |
1.2893 |
1.2923 |
1.2997 |
|
| S4 |
1.2833 |
1.2863 |
1.2980 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3417 |
1.3359 |
1.3092 |
|
| R3 |
1.3273 |
1.3215 |
1.3053 |
|
| R2 |
1.3129 |
1.3129 |
1.3039 |
|
| R1 |
1.3071 |
1.3071 |
1.3026 |
1.3100 |
| PP |
1.2985 |
1.2985 |
1.2985 |
1.3000 |
| S1 |
1.2927 |
1.2927 |
1.3000 |
1.2956 |
| S2 |
1.2841 |
1.2841 |
1.2987 |
|
| S3 |
1.2697 |
1.2783 |
1.2973 |
|
| S4 |
1.2553 |
1.2639 |
1.2934 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3043 |
1.2899 |
0.0144 |
1.1% |
0.0067 |
0.5% |
79% |
True |
False |
1,643 |
| 10 |
1.3043 |
1.2713 |
0.0330 |
2.5% |
0.0078 |
0.6% |
91% |
True |
False |
1,043 |
| 20 |
1.3043 |
1.2680 |
0.0363 |
2.8% |
0.0076 |
0.6% |
92% |
True |
False |
665 |
| 40 |
1.3155 |
1.2680 |
0.0475 |
3.7% |
0.0074 |
0.6% |
70% |
False |
False |
409 |
| 60 |
1.3188 |
1.2670 |
0.0518 |
4.0% |
0.0081 |
0.6% |
66% |
False |
False |
313 |
| 80 |
1.3188 |
1.2300 |
0.0888 |
6.8% |
0.0066 |
0.5% |
80% |
False |
False |
238 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0061 |
0.5% |
84% |
False |
False |
192 |
| 120 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0059 |
0.5% |
84% |
False |
False |
161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3298 |
|
2.618 |
1.3200 |
|
1.618 |
1.3140 |
|
1.000 |
1.3103 |
|
0.618 |
1.3080 |
|
HIGH |
1.3043 |
|
0.618 |
1.3020 |
|
0.500 |
1.3013 |
|
0.382 |
1.3006 |
|
LOW |
1.2983 |
|
0.618 |
1.2946 |
|
1.000 |
1.2923 |
|
1.618 |
1.2886 |
|
2.618 |
1.2826 |
|
4.250 |
1.2728 |
|
|
| Fisher Pivots for day following 30-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3013 |
1.2999 |
| PP |
1.3013 |
1.2985 |
| S1 |
1.3013 |
1.2971 |
|