CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 20-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2776 |
1.2836 |
0.0060 |
0.5% |
1.2755 |
| High |
1.2850 |
1.2850 |
0.0000 |
0.0% |
1.2825 |
| Low |
1.2776 |
1.2836 |
0.0060 |
0.5% |
1.2711 |
| Close |
1.2840 |
1.2837 |
-0.0003 |
0.0% |
1.2760 |
| Range |
0.0074 |
0.0014 |
-0.0060 |
-81.1% |
0.0114 |
| ATR |
0.0056 |
0.0053 |
-0.0003 |
-5.4% |
0.0000 |
| Volume |
13 |
17 |
4 |
30.8% |
201 |
|
| Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2883 |
1.2874 |
1.2845 |
|
| R3 |
1.2869 |
1.2860 |
1.2841 |
|
| R2 |
1.2855 |
1.2855 |
1.2840 |
|
| R1 |
1.2846 |
1.2846 |
1.2838 |
1.2851 |
| PP |
1.2841 |
1.2841 |
1.2841 |
1.2843 |
| S1 |
1.2832 |
1.2832 |
1.2836 |
1.2837 |
| S2 |
1.2827 |
1.2827 |
1.2834 |
|
| S3 |
1.2813 |
1.2818 |
1.2833 |
|
| S4 |
1.2799 |
1.2804 |
1.2829 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3107 |
1.3048 |
1.2823 |
|
| R3 |
1.2993 |
1.2934 |
1.2791 |
|
| R2 |
1.2879 |
1.2879 |
1.2781 |
|
| R1 |
1.2820 |
1.2820 |
1.2770 |
1.2850 |
| PP |
1.2765 |
1.2765 |
1.2765 |
1.2780 |
| S1 |
1.2706 |
1.2706 |
1.2750 |
1.2736 |
| S2 |
1.2651 |
1.2651 |
1.2739 |
|
| S3 |
1.2537 |
1.2592 |
1.2729 |
|
| S4 |
1.2423 |
1.2478 |
1.2697 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2850 |
1.2737 |
0.0113 |
0.9% |
0.0049 |
0.4% |
88% |
True |
False |
30 |
| 10 |
1.2894 |
1.2711 |
0.0183 |
1.4% |
0.0051 |
0.4% |
69% |
False |
False |
35 |
| 20 |
1.3022 |
1.2711 |
0.0311 |
2.4% |
0.0036 |
0.3% |
41% |
False |
False |
19 |
| 40 |
1.3158 |
1.2711 |
0.0447 |
3.5% |
0.0026 |
0.2% |
28% |
False |
False |
10 |
| 60 |
1.3200 |
1.2557 |
0.0643 |
5.0% |
0.0030 |
0.2% |
44% |
False |
False |
12 |
| 80 |
1.3200 |
1.2232 |
0.0968 |
7.5% |
0.0028 |
0.2% |
63% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2910 |
|
2.618 |
1.2887 |
|
1.618 |
1.2873 |
|
1.000 |
1.2864 |
|
0.618 |
1.2859 |
|
HIGH |
1.2850 |
|
0.618 |
1.2845 |
|
0.500 |
1.2843 |
|
0.382 |
1.2841 |
|
LOW |
1.2836 |
|
0.618 |
1.2827 |
|
1.000 |
1.2822 |
|
1.618 |
1.2813 |
|
2.618 |
1.2799 |
|
4.250 |
1.2777 |
|
|
| Fisher Pivots for day following 20-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2843 |
1.2823 |
| PP |
1.2841 |
1.2808 |
| S1 |
1.2839 |
1.2794 |
|