CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 19-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2776 |
1.2812 |
0.0036 |
0.3% |
1.2757 |
| High |
1.2776 |
1.2856 |
0.0080 |
0.6% |
1.2822 |
| Low |
1.2776 |
1.2812 |
0.0036 |
0.3% |
1.2751 |
| Close |
1.2776 |
1.2856 |
0.0080 |
0.6% |
1.2776 |
| Range |
0.0000 |
0.0044 |
0.0044 |
|
0.0071 |
| ATR |
0.0033 |
0.0036 |
0.0003 |
10.1% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2973 |
1.2959 |
1.2880 |
|
| R3 |
1.2929 |
1.2915 |
1.2868 |
|
| R2 |
1.2885 |
1.2885 |
1.2864 |
|
| R1 |
1.2871 |
1.2871 |
1.2860 |
1.2878 |
| PP |
1.2841 |
1.2841 |
1.2841 |
1.2845 |
| S1 |
1.2827 |
1.2827 |
1.2852 |
1.2834 |
| S2 |
1.2797 |
1.2797 |
1.2848 |
|
| S3 |
1.2753 |
1.2783 |
1.2844 |
|
| S4 |
1.2709 |
1.2739 |
1.2832 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2996 |
1.2957 |
1.2815 |
|
| R3 |
1.2925 |
1.2886 |
1.2796 |
|
| R2 |
1.2854 |
1.2854 |
1.2789 |
|
| R1 |
1.2815 |
1.2815 |
1.2783 |
1.2835 |
| PP |
1.2783 |
1.2783 |
1.2783 |
1.2793 |
| S1 |
1.2744 |
1.2744 |
1.2769 |
1.2764 |
| S2 |
1.2712 |
1.2712 |
1.2763 |
|
| S3 |
1.2641 |
1.2673 |
1.2756 |
|
| S4 |
1.2570 |
1.2602 |
1.2737 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3043 |
|
2.618 |
1.2971 |
|
1.618 |
1.2927 |
|
1.000 |
1.2900 |
|
0.618 |
1.2883 |
|
HIGH |
1.2856 |
|
0.618 |
1.2839 |
|
0.500 |
1.2834 |
|
0.382 |
1.2829 |
|
LOW |
1.2812 |
|
0.618 |
1.2785 |
|
1.000 |
1.2768 |
|
1.618 |
1.2741 |
|
2.618 |
1.2697 |
|
4.250 |
1.2625 |
|
|
| Fisher Pivots for day following 19-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2849 |
1.2843 |
| PP |
1.2841 |
1.2829 |
| S1 |
1.2834 |
1.2816 |
|