CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 26-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2850 |
1.2990 |
0.0140 |
1.1% |
1.2763 |
| High |
1.3006 |
1.3000 |
-0.0006 |
0.0% |
1.3006 |
| Low |
1.2850 |
1.2963 |
0.0113 |
0.9% |
1.2760 |
| Close |
1.3001 |
1.2978 |
-0.0023 |
-0.2% |
1.3001 |
| Range |
0.0156 |
0.0037 |
-0.0119 |
-76.3% |
0.0246 |
| ATR |
0.0082 |
0.0079 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
447 |
1,452 |
1,005 |
224.8% |
1,872 |
|
| Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3091 |
1.3072 |
1.2998 |
|
| R3 |
1.3054 |
1.3035 |
1.2988 |
|
| R2 |
1.3017 |
1.3017 |
1.2985 |
|
| R1 |
1.2998 |
1.2998 |
1.2981 |
1.2989 |
| PP |
1.2980 |
1.2980 |
1.2980 |
1.2976 |
| S1 |
1.2961 |
1.2961 |
1.2975 |
1.2952 |
| S2 |
1.2943 |
1.2943 |
1.2971 |
|
| S3 |
1.2906 |
1.2924 |
1.2968 |
|
| S4 |
1.2869 |
1.2887 |
1.2958 |
|
|
| 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 |
1.2760 |
0.0246 |
1.9% |
0.0081 |
0.6% |
89% |
False |
False |
664 |
| 10 |
1.3006 |
1.2680 |
0.0326 |
2.5% |
0.0073 |
0.6% |
91% |
False |
False |
532 |
| 20 |
1.3031 |
1.2680 |
0.0351 |
2.7% |
0.0073 |
0.6% |
85% |
False |
False |
355 |
| 40 |
1.3155 |
1.2680 |
0.0475 |
3.7% |
0.0074 |
0.6% |
63% |
False |
False |
251 |
| 60 |
1.3188 |
1.2588 |
0.0600 |
4.6% |
0.0078 |
0.6% |
65% |
False |
False |
201 |
| 80 |
1.3188 |
1.2300 |
0.0888 |
6.8% |
0.0062 |
0.5% |
76% |
False |
False |
153 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0060 |
0.5% |
81% |
False |
False |
125 |
| 120 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0059 |
0.5% |
81% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3157 |
|
2.618 |
1.3097 |
|
1.618 |
1.3060 |
|
1.000 |
1.3037 |
|
0.618 |
1.3023 |
|
HIGH |
1.3000 |
|
0.618 |
1.2986 |
|
0.500 |
1.2982 |
|
0.382 |
1.2977 |
|
LOW |
1.2963 |
|
0.618 |
1.2940 |
|
1.000 |
1.2926 |
|
1.618 |
1.2903 |
|
2.618 |
1.2866 |
|
4.250 |
1.2806 |
|
|
| Fisher Pivots for day following 26-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2982 |
1.2946 |
| PP |
1.2980 |
1.2915 |
| S1 |
1.2979 |
1.2883 |
|