CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 20-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2763 |
1.2802 |
0.0039 |
0.3% |
1.2735 |
| High |
1.2836 |
1.2842 |
0.0006 |
0.0% |
1.2819 |
| Low |
1.2763 |
1.2792 |
0.0029 |
0.2% |
1.2680 |
| Close |
1.2825 |
1.2823 |
-0.0002 |
0.0% |
1.2744 |
| Range |
0.0073 |
0.0050 |
-0.0023 |
-31.5% |
0.0139 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
335 |
250 |
-85 |
-25.4% |
2,001 |
|
| Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2969 |
1.2946 |
1.2851 |
|
| R3 |
1.2919 |
1.2896 |
1.2837 |
|
| R2 |
1.2869 |
1.2869 |
1.2832 |
|
| R1 |
1.2846 |
1.2846 |
1.2828 |
1.2858 |
| PP |
1.2819 |
1.2819 |
1.2819 |
1.2825 |
| S1 |
1.2796 |
1.2796 |
1.2818 |
1.2808 |
| S2 |
1.2769 |
1.2769 |
1.2814 |
|
| S3 |
1.2719 |
1.2746 |
1.2809 |
|
| S4 |
1.2669 |
1.2696 |
1.2796 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3165 |
1.3093 |
1.2820 |
|
| R3 |
1.3026 |
1.2954 |
1.2782 |
|
| R2 |
1.2887 |
1.2887 |
1.2769 |
|
| R1 |
1.2815 |
1.2815 |
1.2757 |
1.2851 |
| PP |
1.2748 |
1.2748 |
1.2748 |
1.2766 |
| S1 |
1.2676 |
1.2676 |
1.2731 |
1.2712 |
| S2 |
1.2609 |
1.2609 |
1.2719 |
|
| S3 |
1.2470 |
1.2537 |
1.2706 |
|
| S4 |
1.2331 |
1.2398 |
1.2668 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2842 |
1.2713 |
0.0129 |
1.0% |
0.0069 |
0.5% |
85% |
True |
False |
325 |
| 10 |
1.2889 |
1.2680 |
0.0209 |
1.6% |
0.0072 |
0.6% |
68% |
False |
False |
326 |
| 20 |
1.3037 |
1.2680 |
0.0357 |
2.8% |
0.0070 |
0.5% |
40% |
False |
False |
243 |
| 40 |
1.3155 |
1.2680 |
0.0475 |
3.7% |
0.0074 |
0.6% |
30% |
False |
False |
199 |
| 60 |
1.3188 |
1.2541 |
0.0647 |
5.0% |
0.0073 |
0.6% |
44% |
False |
False |
157 |
| 80 |
1.3188 |
1.2204 |
0.0984 |
7.7% |
0.0061 |
0.5% |
63% |
False |
False |
119 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.6% |
0.0060 |
0.5% |
67% |
False |
False |
98 |
| 120 |
1.3188 |
1.2090 |
0.1098 |
8.6% |
0.0057 |
0.4% |
67% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3055 |
|
2.618 |
1.2973 |
|
1.618 |
1.2923 |
|
1.000 |
1.2892 |
|
0.618 |
1.2873 |
|
HIGH |
1.2842 |
|
0.618 |
1.2823 |
|
0.500 |
1.2817 |
|
0.382 |
1.2811 |
|
LOW |
1.2792 |
|
0.618 |
1.2761 |
|
1.000 |
1.2742 |
|
1.618 |
1.2711 |
|
2.618 |
1.2661 |
|
4.250 |
1.2580 |
|
|
| Fisher Pivots for day following 20-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2821 |
1.2808 |
| PP |
1.2819 |
1.2793 |
| S1 |
1.2817 |
1.2778 |
|