CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 14-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2719 |
1.2742 |
0.0023 |
0.2% |
1.2816 |
| High |
1.2755 |
1.2810 |
0.0055 |
0.4% |
1.2894 |
| Low |
1.2711 |
1.2739 |
0.0028 |
0.2% |
1.2742 |
| Close |
1.2736 |
1.2777 |
0.0041 |
0.3% |
1.2742 |
| Range |
0.0044 |
0.0071 |
0.0027 |
61.4% |
0.0152 |
| ATR |
0.0051 |
0.0053 |
0.0002 |
3.2% |
0.0000 |
| Volume |
68 |
26 |
-42 |
-61.8% |
131 |
|
| Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2988 |
1.2954 |
1.2816 |
|
| R3 |
1.2917 |
1.2883 |
1.2797 |
|
| R2 |
1.2846 |
1.2846 |
1.2790 |
|
| R1 |
1.2812 |
1.2812 |
1.2784 |
1.2829 |
| PP |
1.2775 |
1.2775 |
1.2775 |
1.2784 |
| S1 |
1.2741 |
1.2741 |
1.2770 |
1.2758 |
| S2 |
1.2704 |
1.2704 |
1.2764 |
|
| S3 |
1.2633 |
1.2670 |
1.2757 |
|
| S4 |
1.2562 |
1.2599 |
1.2738 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3249 |
1.3147 |
1.2826 |
|
| R3 |
1.3097 |
1.2995 |
1.2784 |
|
| R2 |
1.2945 |
1.2945 |
1.2770 |
|
| R1 |
1.2843 |
1.2843 |
1.2756 |
1.2818 |
| PP |
1.2793 |
1.2793 |
1.2793 |
1.2780 |
| S1 |
1.2691 |
1.2691 |
1.2728 |
1.2666 |
| S2 |
1.2641 |
1.2641 |
1.2714 |
|
| S3 |
1.2489 |
1.2539 |
1.2700 |
|
| S4 |
1.2337 |
1.2387 |
1.2658 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2810 |
1.2711 |
0.0099 |
0.8% |
0.0049 |
0.4% |
67% |
True |
False |
44 |
| 10 |
1.2996 |
1.2711 |
0.0285 |
2.2% |
0.0046 |
0.4% |
23% |
False |
False |
24 |
| 20 |
1.3108 |
1.2711 |
0.0397 |
3.1% |
0.0030 |
0.2% |
17% |
False |
False |
14 |
| 40 |
1.3158 |
1.2711 |
0.0447 |
3.5% |
0.0022 |
0.2% |
15% |
False |
False |
7 |
| 60 |
1.3200 |
1.2554 |
0.0646 |
5.1% |
0.0028 |
0.2% |
35% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3112 |
|
2.618 |
1.2996 |
|
1.618 |
1.2925 |
|
1.000 |
1.2881 |
|
0.618 |
1.2854 |
|
HIGH |
1.2810 |
|
0.618 |
1.2783 |
|
0.500 |
1.2775 |
|
0.382 |
1.2766 |
|
LOW |
1.2739 |
|
0.618 |
1.2695 |
|
1.000 |
1.2668 |
|
1.618 |
1.2624 |
|
2.618 |
1.2553 |
|
4.250 |
1.2437 |
|
|
| Fisher Pivots for day following 14-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2776 |
1.2772 |
| PP |
1.2775 |
1.2766 |
| S1 |
1.2775 |
1.2761 |
|