CME Euro FX (E) Future June 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 |
1.3002 |
1.3024 |
0.0022 |
0.2% |
1.2983 |
| High |
1.3002 |
1.3025 |
0.0023 |
0.2% |
1.3025 |
| Low |
1.3002 |
1.3003 |
0.0001 |
0.0% |
1.2913 |
| Close |
1.3002 |
1.3025 |
0.0023 |
0.2% |
1.3025 |
| Range |
0.0000 |
0.0022 |
0.0022 |
|
0.0112 |
| ATR |
0.0055 |
0.0053 |
-0.0002 |
-4.2% |
0.0000 |
| Volume |
11 |
1 |
-10 |
-90.9% |
29 |
|
| Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3084 |
1.3076 |
1.3037 |
|
| R3 |
1.3062 |
1.3054 |
1.3031 |
|
| R2 |
1.3040 |
1.3040 |
1.3029 |
|
| R1 |
1.3032 |
1.3032 |
1.3027 |
1.3036 |
| PP |
1.3018 |
1.3018 |
1.3018 |
1.3020 |
| S1 |
1.3010 |
1.3010 |
1.3023 |
1.3014 |
| S2 |
1.2996 |
1.2996 |
1.3021 |
|
| S3 |
1.2974 |
1.2988 |
1.3019 |
|
| S4 |
1.2952 |
1.2966 |
1.3013 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3324 |
1.3286 |
1.3087 |
|
| R3 |
1.3212 |
1.3174 |
1.3056 |
|
| R2 |
1.3100 |
1.3100 |
1.3046 |
|
| R1 |
1.3062 |
1.3062 |
1.3035 |
1.3081 |
| PP |
1.2988 |
1.2988 |
1.2988 |
1.2997 |
| S1 |
1.2950 |
1.2950 |
1.3015 |
1.2969 |
| S2 |
1.2876 |
1.2876 |
1.3004 |
|
| S3 |
1.2764 |
1.2838 |
1.2994 |
|
| S4 |
1.2652 |
1.2726 |
1.2963 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3025 |
1.2913 |
0.0112 |
0.9% |
0.0018 |
0.1% |
100% |
True |
False |
5 |
| 10 |
1.3025 |
1.2737 |
0.0288 |
2.2% |
0.0044 |
0.3% |
100% |
True |
False |
13 |
| 20 |
1.3025 |
1.2711 |
0.0314 |
2.4% |
0.0044 |
0.3% |
100% |
True |
False |
20 |
| 40 |
1.3158 |
1.2711 |
0.0447 |
3.4% |
0.0029 |
0.2% |
70% |
False |
False |
11 |
| 60 |
1.3200 |
1.2709 |
0.0491 |
3.8% |
0.0031 |
0.2% |
64% |
False |
False |
12 |
| 80 |
1.3200 |
1.2324 |
0.0876 |
6.7% |
0.0030 |
0.2% |
80% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3119 |
|
2.618 |
1.3083 |
|
1.618 |
1.3061 |
|
1.000 |
1.3047 |
|
0.618 |
1.3039 |
|
HIGH |
1.3025 |
|
0.618 |
1.3017 |
|
0.500 |
1.3014 |
|
0.382 |
1.3011 |
|
LOW |
1.3003 |
|
0.618 |
1.2989 |
|
1.000 |
1.2981 |
|
1.618 |
1.2967 |
|
2.618 |
1.2945 |
|
4.250 |
1.2910 |
|
|
| Fisher Pivots for day following 30-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3021 |
1.3006 |
| PP |
1.3018 |
1.2988 |
| S1 |
1.3014 |
1.2969 |
|