CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 23-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2800 |
1.2940 |
0.0140 |
1.1% |
1.2812 |
| High |
1.2875 |
1.3031 |
0.0156 |
1.2% |
1.3031 |
| Low |
1.2800 |
1.2940 |
0.0140 |
1.1% |
1.2800 |
| Close |
1.2872 |
1.3031 |
0.0159 |
1.2% |
1.3031 |
| Range |
0.0075 |
0.0091 |
0.0016 |
21.3% |
0.0231 |
| ATR |
0.0037 |
0.0046 |
0.0009 |
23.6% |
0.0000 |
| Volume |
2 |
3 |
1 |
50.0% |
9 |
|
| Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3274 |
1.3243 |
1.3081 |
|
| R3 |
1.3183 |
1.3152 |
1.3056 |
|
| R2 |
1.3092 |
1.3092 |
1.3048 |
|
| R1 |
1.3061 |
1.3061 |
1.3039 |
1.3077 |
| PP |
1.3001 |
1.3001 |
1.3001 |
1.3008 |
| S1 |
1.2970 |
1.2970 |
1.3023 |
1.2986 |
| S2 |
1.2910 |
1.2910 |
1.3014 |
|
| S3 |
1.2819 |
1.2879 |
1.3006 |
|
| S4 |
1.2728 |
1.2788 |
1.2981 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3647 |
1.3570 |
1.3158 |
|
| R3 |
1.3416 |
1.3339 |
1.3095 |
|
| R2 |
1.3185 |
1.3185 |
1.3073 |
|
| R1 |
1.3108 |
1.3108 |
1.3052 |
1.3147 |
| PP |
1.2954 |
1.2954 |
1.2954 |
1.2973 |
| S1 |
1.2877 |
1.2877 |
1.3010 |
1.2916 |
| S2 |
1.2723 |
1.2723 |
1.2989 |
|
| S3 |
1.2492 |
1.2646 |
1.2967 |
|
| S4 |
1.2261 |
1.2415 |
1.2904 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3418 |
|
2.618 |
1.3269 |
|
1.618 |
1.3178 |
|
1.000 |
1.3122 |
|
0.618 |
1.3087 |
|
HIGH |
1.3031 |
|
0.618 |
1.2996 |
|
0.500 |
1.2986 |
|
0.382 |
1.2975 |
|
LOW |
1.2940 |
|
0.618 |
1.2884 |
|
1.000 |
1.2849 |
|
1.618 |
1.2793 |
|
2.618 |
1.2702 |
|
4.250 |
1.2553 |
|
|
| Fisher Pivots for day following 23-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3016 |
1.2993 |
| PP |
1.3001 |
1.2954 |
| S1 |
1.2986 |
1.2916 |
|