CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 26-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2865 |
1.2983 |
0.0118 |
0.9% |
1.2776 |
| High |
1.3015 |
1.2991 |
-0.0024 |
-0.2% |
1.3015 |
| Low |
1.2865 |
1.2983 |
0.0118 |
0.9% |
1.2776 |
| Close |
1.3015 |
1.2991 |
-0.0024 |
-0.2% |
1.3015 |
| Range |
0.0150 |
0.0008 |
-0.0142 |
-94.7% |
0.0239 |
| ATR |
0.0060 |
0.0058 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
7 |
15 |
8 |
114.3% |
44 |
|
| Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3012 |
1.3010 |
1.2995 |
|
| R3 |
1.3004 |
1.3002 |
1.2993 |
|
| R2 |
1.2996 |
1.2996 |
1.2992 |
|
| R1 |
1.2994 |
1.2994 |
1.2992 |
1.2995 |
| PP |
1.2988 |
1.2988 |
1.2988 |
1.2989 |
| S1 |
1.2986 |
1.2986 |
1.2990 |
1.2987 |
| S2 |
1.2980 |
1.2980 |
1.2990 |
|
| S3 |
1.2972 |
1.2978 |
1.2989 |
|
| S4 |
1.2964 |
1.2970 |
1.2987 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3652 |
1.3573 |
1.3146 |
|
| R3 |
1.3413 |
1.3334 |
1.3081 |
|
| R2 |
1.3174 |
1.3174 |
1.3059 |
|
| R1 |
1.3095 |
1.3095 |
1.3037 |
1.3135 |
| PP |
1.2935 |
1.2935 |
1.2935 |
1.2955 |
| S1 |
1.2856 |
1.2856 |
1.2993 |
1.2896 |
| S2 |
1.2696 |
1.2696 |
1.2971 |
|
| S3 |
1.2457 |
1.2617 |
1.2949 |
|
| S4 |
1.2218 |
1.2378 |
1.2884 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3015 |
1.2776 |
0.0239 |
1.8% |
0.0058 |
0.4% |
90% |
False |
False |
11 |
| 10 |
1.3015 |
1.2711 |
0.0304 |
2.3% |
0.0051 |
0.4% |
92% |
False |
False |
26 |
| 20 |
1.3022 |
1.2711 |
0.0311 |
2.4% |
0.0046 |
0.4% |
90% |
False |
False |
21 |
| 40 |
1.3158 |
1.2711 |
0.0447 |
3.4% |
0.0027 |
0.2% |
63% |
False |
False |
11 |
| 60 |
1.3200 |
1.2572 |
0.0628 |
4.8% |
0.0032 |
0.2% |
67% |
False |
False |
12 |
| 80 |
1.3200 |
1.2295 |
0.0905 |
7.0% |
0.0031 |
0.2% |
77% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3025 |
|
2.618 |
1.3012 |
|
1.618 |
1.3004 |
|
1.000 |
1.2999 |
|
0.618 |
1.2996 |
|
HIGH |
1.2991 |
|
0.618 |
1.2988 |
|
0.500 |
1.2987 |
|
0.382 |
1.2986 |
|
LOW |
1.2983 |
|
0.618 |
1.2978 |
|
1.000 |
1.2975 |
|
1.618 |
1.2970 |
|
2.618 |
1.2962 |
|
4.250 |
1.2949 |
|
|
| Fisher Pivots for day following 26-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2990 |
1.2966 |
| PP |
1.2988 |
1.2940 |
| S1 |
1.2987 |
1.2915 |
|