CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 28-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2963 |
1.2960 |
-0.0003 |
0.0% |
1.2776 |
| High |
1.2963 |
1.2975 |
0.0012 |
0.1% |
1.3015 |
| Low |
1.2963 |
1.2913 |
-0.0050 |
-0.4% |
1.2776 |
| Close |
1.2963 |
1.2961 |
-0.0002 |
0.0% |
1.3015 |
| Range |
0.0000 |
0.0062 |
0.0062 |
|
0.0239 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
0.8% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
44 |
|
| Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3136 |
1.3110 |
1.2995 |
|
| R3 |
1.3074 |
1.3048 |
1.2978 |
|
| R2 |
1.3012 |
1.3012 |
1.2972 |
|
| R1 |
1.2986 |
1.2986 |
1.2967 |
1.2999 |
| PP |
1.2950 |
1.2950 |
1.2950 |
1.2956 |
| S1 |
1.2924 |
1.2924 |
1.2955 |
1.2937 |
| S2 |
1.2888 |
1.2888 |
1.2950 |
|
| S3 |
1.2826 |
1.2862 |
1.2944 |
|
| S4 |
1.2764 |
1.2800 |
1.2927 |
|
|
| 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% |
0.0052 |
0.4% |
73% |
False |
False |
6 |
| 10 |
1.3015 |
1.2737 |
0.0278 |
2.1% |
0.0051 |
0.4% |
81% |
False |
False |
18 |
| 20 |
1.3022 |
1.2711 |
0.0311 |
2.4% |
0.0046 |
0.4% |
80% |
False |
False |
21 |
| 40 |
1.3158 |
1.2711 |
0.0447 |
3.4% |
0.0029 |
0.2% |
56% |
False |
False |
11 |
| 60 |
1.3200 |
1.2646 |
0.0554 |
4.3% |
0.0030 |
0.2% |
57% |
False |
False |
12 |
| 80 |
1.3200 |
1.2324 |
0.0876 |
6.8% |
0.0030 |
0.2% |
73% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3239 |
|
2.618 |
1.3137 |
|
1.618 |
1.3075 |
|
1.000 |
1.3037 |
|
0.618 |
1.3013 |
|
HIGH |
1.2975 |
|
0.618 |
1.2951 |
|
0.500 |
1.2944 |
|
0.382 |
1.2937 |
|
LOW |
1.2913 |
|
0.618 |
1.2875 |
|
1.000 |
1.2851 |
|
1.618 |
1.2813 |
|
2.618 |
1.2751 |
|
4.250 |
1.2650 |
|
|
| Fisher Pivots for day following 28-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2955 |
1.2958 |
| PP |
1.2950 |
1.2955 |
| S1 |
1.2944 |
1.2952 |
|