CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 15-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2727 |
1.2752 |
0.0025 |
0.2% |
1.2842 |
| High |
1.2795 |
1.2819 |
0.0024 |
0.2% |
1.2889 |
| Low |
1.2727 |
1.2745 |
0.0018 |
0.1% |
1.2709 |
| Close |
1.2763 |
1.2791 |
0.0028 |
0.2% |
1.2729 |
| Range |
0.0068 |
0.0074 |
0.0006 |
8.8% |
0.0180 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
375 |
318 |
-57 |
-15.2% |
1,082 |
|
| Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3007 |
1.2973 |
1.2832 |
|
| R3 |
1.2933 |
1.2899 |
1.2811 |
|
| R2 |
1.2859 |
1.2859 |
1.2805 |
|
| R1 |
1.2825 |
1.2825 |
1.2798 |
1.2842 |
| PP |
1.2785 |
1.2785 |
1.2785 |
1.2794 |
| S1 |
1.2751 |
1.2751 |
1.2784 |
1.2768 |
| S2 |
1.2711 |
1.2711 |
1.2777 |
|
| S3 |
1.2637 |
1.2677 |
1.2771 |
|
| S4 |
1.2563 |
1.2603 |
1.2750 |
|
|
| 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 |
1.2819 |
1.2680 |
0.0139 |
1.1% |
0.0068 |
0.5% |
80% |
True |
False |
377 |
| 10 |
1.2948 |
1.2680 |
0.0268 |
2.1% |
0.0075 |
0.6% |
41% |
False |
False |
286 |
| 20 |
1.3096 |
1.2680 |
0.0416 |
3.3% |
0.0070 |
0.5% |
27% |
False |
False |
216 |
| 40 |
1.3155 |
1.2680 |
0.0475 |
3.7% |
0.0074 |
0.6% |
23% |
False |
False |
187 |
| 60 |
1.3188 |
1.2537 |
0.0651 |
5.1% |
0.0071 |
0.6% |
39% |
False |
False |
142 |
| 80 |
1.3188 |
1.2204 |
0.0984 |
7.7% |
0.0060 |
0.5% |
60% |
False |
False |
108 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.6% |
0.0060 |
0.5% |
64% |
False |
False |
88 |
| 120 |
1.3188 |
1.2090 |
0.1098 |
8.6% |
0.0057 |
0.4% |
64% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3134 |
|
2.618 |
1.3013 |
|
1.618 |
1.2939 |
|
1.000 |
1.2893 |
|
0.618 |
1.2865 |
|
HIGH |
1.2819 |
|
0.618 |
1.2791 |
|
0.500 |
1.2782 |
|
0.382 |
1.2773 |
|
LOW |
1.2745 |
|
0.618 |
1.2699 |
|
1.000 |
1.2671 |
|
1.618 |
1.2625 |
|
2.618 |
1.2551 |
|
4.250 |
1.2431 |
|
|
| Fisher Pivots for day following 15-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2788 |
1.2777 |
| PP |
1.2785 |
1.2763 |
| S1 |
1.2782 |
1.2750 |
|