CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 28-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3007 |
1.2954 |
-0.0053 |
-0.4% |
1.2763 |
| High |
1.3024 |
1.2972 |
-0.0052 |
-0.4% |
1.3006 |
| Low |
1.2932 |
1.2899 |
-0.0033 |
-0.3% |
1.2760 |
| Close |
1.2950 |
1.2948 |
-0.0002 |
0.0% |
1.3001 |
| Range |
0.0092 |
0.0073 |
-0.0019 |
-20.7% |
0.0246 |
| ATR |
0.0080 |
0.0079 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
1,157 |
1,318 |
161 |
13.9% |
1,872 |
|
| Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3159 |
1.3126 |
1.2988 |
|
| R3 |
1.3086 |
1.3053 |
1.2968 |
|
| R2 |
1.3013 |
1.3013 |
1.2961 |
|
| R1 |
1.2980 |
1.2980 |
1.2955 |
1.2960 |
| PP |
1.2940 |
1.2940 |
1.2940 |
1.2930 |
| S1 |
1.2907 |
1.2907 |
1.2941 |
1.2887 |
| S2 |
1.2867 |
1.2867 |
1.2935 |
|
| S3 |
1.2794 |
1.2834 |
1.2928 |
|
| S4 |
1.2721 |
1.2761 |
1.2908 |
|
|
| 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 |
1.3024 |
1.2760 |
0.0264 |
2.0% |
0.0089 |
0.7% |
71% |
False |
False |
1,042 |
| 10 |
1.3024 |
1.2713 |
0.0311 |
2.4% |
0.0079 |
0.6% |
76% |
False |
False |
684 |
| 20 |
1.3031 |
1.2680 |
0.0351 |
2.7% |
0.0075 |
0.6% |
76% |
False |
False |
466 |
| 40 |
1.3155 |
1.2680 |
0.0475 |
3.7% |
0.0075 |
0.6% |
56% |
False |
False |
307 |
| 60 |
1.3188 |
1.2620 |
0.0568 |
4.4% |
0.0079 |
0.6% |
58% |
False |
False |
242 |
| 80 |
1.3188 |
1.2300 |
0.0888 |
6.9% |
0.0064 |
0.5% |
73% |
False |
False |
184 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0060 |
0.5% |
78% |
False |
False |
149 |
| 120 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0060 |
0.5% |
78% |
False |
False |
125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3282 |
|
2.618 |
1.3163 |
|
1.618 |
1.3090 |
|
1.000 |
1.3045 |
|
0.618 |
1.3017 |
|
HIGH |
1.2972 |
|
0.618 |
1.2944 |
|
0.500 |
1.2936 |
|
0.382 |
1.2927 |
|
LOW |
1.2899 |
|
0.618 |
1.2854 |
|
1.000 |
1.2826 |
|
1.618 |
1.2781 |
|
2.618 |
1.2708 |
|
4.250 |
1.2589 |
|
|
| Fisher Pivots for day following 28-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2944 |
1.2962 |
| PP |
1.2940 |
1.2957 |
| S1 |
1.2936 |
1.2953 |
|