CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 21-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2802 |
1.2830 |
0.0028 |
0.2% |
1.2735 |
| High |
1.2842 |
1.2847 |
0.0005 |
0.0% |
1.2819 |
| Low |
1.2792 |
1.2760 |
-0.0032 |
-0.3% |
1.2680 |
| Close |
1.2823 |
1.2842 |
0.0019 |
0.1% |
1.2744 |
| Range |
0.0050 |
0.0087 |
0.0037 |
74.0% |
0.0139 |
| ATR |
0.0075 |
0.0076 |
0.0001 |
1.2% |
0.0000 |
| Volume |
250 |
840 |
590 |
236.0% |
2,001 |
|
| Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3077 |
1.3047 |
1.2890 |
|
| R3 |
1.2990 |
1.2960 |
1.2866 |
|
| R2 |
1.2903 |
1.2903 |
1.2858 |
|
| R1 |
1.2873 |
1.2873 |
1.2850 |
1.2888 |
| PP |
1.2816 |
1.2816 |
1.2816 |
1.2824 |
| S1 |
1.2786 |
1.2786 |
1.2834 |
1.2801 |
| S2 |
1.2729 |
1.2729 |
1.2826 |
|
| S3 |
1.2642 |
1.2699 |
1.2818 |
|
| S4 |
1.2555 |
1.2612 |
1.2794 |
|
|
| 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 |
1.2847 |
1.2713 |
0.0134 |
1.0% |
0.0073 |
0.6% |
96% |
True |
False |
418 |
| 10 |
1.2847 |
1.2680 |
0.0167 |
1.3% |
0.0067 |
0.5% |
97% |
True |
False |
392 |
| 20 |
1.3037 |
1.2680 |
0.0357 |
2.8% |
0.0071 |
0.5% |
45% |
False |
False |
279 |
| 40 |
1.3155 |
1.2680 |
0.0475 |
3.7% |
0.0074 |
0.6% |
34% |
False |
False |
217 |
| 60 |
1.3188 |
1.2541 |
0.0647 |
5.0% |
0.0075 |
0.6% |
47% |
False |
False |
170 |
| 80 |
1.3188 |
1.2204 |
0.0984 |
7.7% |
0.0062 |
0.5% |
65% |
False |
False |
129 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.6% |
0.0060 |
0.5% |
68% |
False |
False |
106 |
| 120 |
1.3188 |
1.2090 |
0.1098 |
8.6% |
0.0057 |
0.4% |
68% |
False |
False |
89 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3217 |
|
2.618 |
1.3075 |
|
1.618 |
1.2988 |
|
1.000 |
1.2934 |
|
0.618 |
1.2901 |
|
HIGH |
1.2847 |
|
0.618 |
1.2814 |
|
0.500 |
1.2804 |
|
0.382 |
1.2793 |
|
LOW |
1.2760 |
|
0.618 |
1.2706 |
|
1.000 |
1.2673 |
|
1.618 |
1.2619 |
|
2.618 |
1.2532 |
|
4.250 |
1.2390 |
|
|
| Fisher Pivots for day following 21-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2829 |
1.2829 |
| PP |
1.2816 |
1.2816 |
| S1 |
1.2804 |
1.2804 |
|