CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 15-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2742 |
1.2808 |
0.0066 |
0.5% |
1.2816 |
| High |
1.2810 |
1.2825 |
0.0015 |
0.1% |
1.2894 |
| Low |
1.2739 |
1.2804 |
0.0065 |
0.5% |
1.2742 |
| Close |
1.2777 |
1.2806 |
0.0029 |
0.2% |
1.2742 |
| Range |
0.0071 |
0.0021 |
-0.0050 |
-70.4% |
0.0152 |
| ATR |
0.0053 |
0.0052 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
26 |
33 |
7 |
26.9% |
131 |
|
| Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2875 |
1.2861 |
1.2818 |
|
| R3 |
1.2854 |
1.2840 |
1.2812 |
|
| R2 |
1.2833 |
1.2833 |
1.2810 |
|
| R1 |
1.2819 |
1.2819 |
1.2808 |
1.2816 |
| PP |
1.2812 |
1.2812 |
1.2812 |
1.2810 |
| S1 |
1.2798 |
1.2798 |
1.2804 |
1.2795 |
| S2 |
1.2791 |
1.2791 |
1.2802 |
|
| S3 |
1.2770 |
1.2777 |
1.2800 |
|
| S4 |
1.2749 |
1.2756 |
1.2794 |
|
|
| 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 |
1.2825 |
1.2711 |
0.0114 |
0.9% |
0.0044 |
0.3% |
83% |
True |
False |
48 |
| 10 |
1.2909 |
1.2711 |
0.0198 |
1.5% |
0.0045 |
0.3% |
48% |
False |
False |
26 |
| 20 |
1.3108 |
1.2711 |
0.0397 |
3.1% |
0.0031 |
0.2% |
24% |
False |
False |
15 |
| 40 |
1.3158 |
1.2711 |
0.0447 |
3.5% |
0.0022 |
0.2% |
21% |
False |
False |
8 |
| 60 |
1.3200 |
1.2554 |
0.0646 |
5.0% |
0.0029 |
0.2% |
39% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2914 |
|
2.618 |
1.2880 |
|
1.618 |
1.2859 |
|
1.000 |
1.2846 |
|
0.618 |
1.2838 |
|
HIGH |
1.2825 |
|
0.618 |
1.2817 |
|
0.500 |
1.2815 |
|
0.382 |
1.2812 |
|
LOW |
1.2804 |
|
0.618 |
1.2791 |
|
1.000 |
1.2783 |
|
1.618 |
1.2770 |
|
2.618 |
1.2749 |
|
4.250 |
1.2715 |
|
|
| Fisher Pivots for day following 15-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2815 |
1.2793 |
| PP |
1.2812 |
1.2781 |
| S1 |
1.2809 |
1.2768 |
|