CME Euro FX (E) Future June 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 |
1.2983 |
1.2963 |
-0.0020 |
-0.2% |
1.2776 |
High |
1.2991 |
1.2963 |
-0.0028 |
-0.2% |
1.3015 |
Low |
1.2983 |
1.2963 |
-0.0020 |
-0.2% |
1.2776 |
Close |
1.2991 |
1.2963 |
-0.0028 |
-0.2% |
1.3015 |
Range |
0.0008 |
0.0000 |
-0.0008 |
-100.0% |
0.0239 |
ATR |
0.0058 |
0.0056 |
-0.0002 |
-3.7% |
0.0000 |
Volume |
15 |
1 |
-14 |
-93.3% |
44 |
|
Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2963 |
1.2963 |
1.2963 |
|
R3 |
1.2963 |
1.2963 |
1.2963 |
|
R2 |
1.2963 |
1.2963 |
1.2963 |
|
R1 |
1.2963 |
1.2963 |
1.2963 |
1.2963 |
PP |
1.2963 |
1.2963 |
1.2963 |
1.2963 |
S1 |
1.2963 |
1.2963 |
1.2963 |
1.2963 |
S2 |
1.2963 |
1.2963 |
1.2963 |
|
S3 |
1.2963 |
1.2963 |
1.2963 |
|
S4 |
1.2963 |
1.2963 |
1.2963 |
|
|
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 |
1.2814 |
0.0201 |
1.6% |
0.0043 |
0.3% |
74% |
False |
False |
9 |
10 |
1.3015 |
1.2711 |
0.0304 |
2.3% |
0.0049 |
0.4% |
83% |
False |
False |
25 |
20 |
1.3022 |
1.2711 |
0.0311 |
2.4% |
0.0045 |
0.3% |
81% |
False |
False |
21 |
40 |
1.3158 |
1.2711 |
0.0447 |
3.4% |
0.0027 |
0.2% |
56% |
False |
False |
11 |
60 |
1.3200 |
1.2619 |
0.0581 |
4.5% |
0.0030 |
0.2% |
59% |
False |
False |
12 |
80 |
1.3200 |
1.2324 |
0.0876 |
6.8% |
0.0029 |
0.2% |
73% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2963 |
2.618 |
1.2963 |
1.618 |
1.2963 |
1.000 |
1.2963 |
0.618 |
1.2963 |
HIGH |
1.2963 |
0.618 |
1.2963 |
0.500 |
1.2963 |
0.382 |
1.2963 |
LOW |
1.2963 |
0.618 |
1.2963 |
1.000 |
1.2963 |
1.618 |
1.2963 |
2.618 |
1.2963 |
4.250 |
1.2963 |
|
|
Fisher Pivots for day following 27-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2963 |
1.2955 |
PP |
1.2963 |
1.2948 |
S1 |
1.2963 |
1.2940 |
|