CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 12-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2012 |
12-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2762 |
1.2735 |
-0.0027 |
-0.2% |
1.2842 |
| High |
1.2800 |
1.2756 |
-0.0044 |
-0.3% |
1.2889 |
| Low |
1.2709 |
1.2714 |
0.0005 |
0.0% |
1.2709 |
| Close |
1.2729 |
1.2730 |
0.0001 |
0.0% |
1.2729 |
| Range |
0.0091 |
0.0042 |
-0.0049 |
-53.8% |
0.0180 |
| ATR |
0.0079 |
0.0076 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
232 |
377 |
145 |
62.5% |
1,082 |
|
| Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2859 |
1.2837 |
1.2753 |
|
| R3 |
1.2817 |
1.2795 |
1.2742 |
|
| R2 |
1.2775 |
1.2775 |
1.2738 |
|
| R1 |
1.2753 |
1.2753 |
1.2734 |
1.2743 |
| PP |
1.2733 |
1.2733 |
1.2733 |
1.2729 |
| S1 |
1.2711 |
1.2711 |
1.2726 |
1.2701 |
| S2 |
1.2691 |
1.2691 |
1.2722 |
|
| S3 |
1.2649 |
1.2669 |
1.2718 |
|
| S4 |
1.2607 |
1.2627 |
1.2707 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3316 |
1.3202 |
1.2828 |
|
| R3 |
1.3136 |
1.3022 |
1.2779 |
|
| R2 |
1.2956 |
1.2956 |
1.2762 |
|
| R1 |
1.2842 |
1.2842 |
1.2746 |
1.2809 |
| PP |
1.2776 |
1.2776 |
1.2776 |
1.2759 |
| S1 |
1.2662 |
1.2662 |
1.2713 |
1.2629 |
| S2 |
1.2596 |
1.2596 |
1.2696 |
|
| S3 |
1.2416 |
1.2482 |
1.2680 |
|
| S4 |
1.2236 |
1.2302 |
1.2630 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2889 |
1.2709 |
0.0180 |
1.4% |
0.0073 |
0.6% |
12% |
False |
False |
263 |
| 10 |
1.3031 |
1.2709 |
0.0322 |
2.5% |
0.0073 |
0.6% |
7% |
False |
False |
202 |
| 20 |
1.3155 |
1.2709 |
0.0446 |
3.5% |
0.0071 |
0.6% |
5% |
False |
False |
186 |
| 40 |
1.3155 |
1.2709 |
0.0446 |
3.5% |
0.0076 |
0.6% |
5% |
False |
False |
163 |
| 60 |
1.3188 |
1.2384 |
0.0804 |
6.3% |
0.0069 |
0.5% |
43% |
False |
False |
121 |
| 80 |
1.3188 |
1.2090 |
0.1098 |
8.6% |
0.0060 |
0.5% |
58% |
False |
False |
93 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.6% |
0.0058 |
0.5% |
58% |
False |
False |
76 |
| 120 |
1.3188 |
1.2090 |
0.1098 |
8.6% |
0.0056 |
0.4% |
58% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2935 |
|
2.618 |
1.2866 |
|
1.618 |
1.2824 |
|
1.000 |
1.2798 |
|
0.618 |
1.2782 |
|
HIGH |
1.2756 |
|
0.618 |
1.2740 |
|
0.500 |
1.2735 |
|
0.382 |
1.2730 |
|
LOW |
1.2714 |
|
0.618 |
1.2688 |
|
1.000 |
1.2672 |
|
1.618 |
1.2646 |
|
2.618 |
1.2604 |
|
4.250 |
1.2536 |
|
|
| Fisher Pivots for day following 12-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2735 |
1.2755 |
| PP |
1.2733 |
1.2746 |
| S1 |
1.2732 |
1.2738 |
|