CME Euro FX (E) Future March 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 |
1.2830 |
1.2850 |
0.0020 |
0.2% |
1.2763 |
| High |
1.2847 |
1.3006 |
0.0159 |
1.2% |
1.3006 |
| Low |
1.2760 |
1.2850 |
0.0090 |
0.7% |
1.2760 |
| Close |
1.2842 |
1.3001 |
0.0159 |
1.2% |
1.3001 |
| Range |
0.0087 |
0.0156 |
0.0069 |
79.3% |
0.0246 |
| ATR |
0.0076 |
0.0082 |
0.0006 |
8.3% |
0.0000 |
| Volume |
840 |
447 |
-393 |
-46.8% |
1,872 |
|
| Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3420 |
1.3367 |
1.3087 |
|
| R3 |
1.3264 |
1.3211 |
1.3044 |
|
| R2 |
1.3108 |
1.3108 |
1.3030 |
|
| R1 |
1.3055 |
1.3055 |
1.3015 |
1.3082 |
| PP |
1.2952 |
1.2952 |
1.2952 |
1.2966 |
| S1 |
1.2899 |
1.2899 |
1.2987 |
1.2926 |
| S2 |
1.2796 |
1.2796 |
1.2972 |
|
| S3 |
1.2640 |
1.2743 |
1.2958 |
|
| S4 |
1.2484 |
1.2587 |
1.2915 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3660 |
1.3577 |
1.3136 |
|
| R3 |
1.3414 |
1.3331 |
1.3069 |
|
| R2 |
1.3168 |
1.3168 |
1.3046 |
|
| R1 |
1.3085 |
1.3085 |
1.3024 |
1.3127 |
| PP |
1.2922 |
1.2922 |
1.2922 |
1.2943 |
| S1 |
1.2839 |
1.2839 |
1.2978 |
1.2881 |
| S2 |
1.2676 |
1.2676 |
1.2956 |
|
| S3 |
1.2430 |
1.2593 |
1.2933 |
|
| S4 |
1.2184 |
1.2347 |
1.2866 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3006 |
1.2713 |
0.0293 |
2.3% |
0.0089 |
0.7% |
98% |
True |
False |
444 |
| 10 |
1.3006 |
1.2680 |
0.0326 |
2.5% |
0.0079 |
0.6% |
98% |
True |
False |
410 |
| 20 |
1.3031 |
1.2680 |
0.0351 |
2.7% |
0.0074 |
0.6% |
91% |
False |
False |
292 |
| 40 |
1.3155 |
1.2680 |
0.0475 |
3.7% |
0.0076 |
0.6% |
68% |
False |
False |
225 |
| 60 |
1.3188 |
1.2541 |
0.0647 |
5.0% |
0.0077 |
0.6% |
71% |
False |
False |
177 |
| 80 |
1.3188 |
1.2204 |
0.0984 |
7.6% |
0.0064 |
0.5% |
81% |
False |
False |
135 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0062 |
0.5% |
83% |
False |
False |
110 |
| 120 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0059 |
0.5% |
83% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3669 |
|
2.618 |
1.3414 |
|
1.618 |
1.3258 |
|
1.000 |
1.3162 |
|
0.618 |
1.3102 |
|
HIGH |
1.3006 |
|
0.618 |
1.2946 |
|
0.500 |
1.2928 |
|
0.382 |
1.2910 |
|
LOW |
1.2850 |
|
0.618 |
1.2754 |
|
1.000 |
1.2694 |
|
1.618 |
1.2598 |
|
2.618 |
1.2442 |
|
4.250 |
1.2187 |
|
|
| Fisher Pivots for day following 23-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2977 |
1.2962 |
| PP |
1.2952 |
1.2922 |
| S1 |
1.2928 |
1.2883 |
|