CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 21-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2836 |
1.2814 |
-0.0022 |
-0.2% |
1.2755 |
| High |
1.2850 |
1.2856 |
0.0006 |
0.0% |
1.2825 |
| Low |
1.2836 |
1.2814 |
-0.0022 |
-0.2% |
1.2711 |
| Close |
1.2837 |
1.2856 |
0.0019 |
0.1% |
1.2760 |
| Range |
0.0014 |
0.0042 |
0.0028 |
200.0% |
0.0114 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
17 |
7 |
-10 |
-58.8% |
201 |
|
| Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2968 |
1.2954 |
1.2879 |
|
| R3 |
1.2926 |
1.2912 |
1.2868 |
|
| R2 |
1.2884 |
1.2884 |
1.2864 |
|
| R1 |
1.2870 |
1.2870 |
1.2860 |
1.2877 |
| PP |
1.2842 |
1.2842 |
1.2842 |
1.2846 |
| S1 |
1.2828 |
1.2828 |
1.2852 |
1.2835 |
| S2 |
1.2800 |
1.2800 |
1.2848 |
|
| S3 |
1.2758 |
1.2786 |
1.2844 |
|
| S4 |
1.2716 |
1.2744 |
1.2833 |
|
|
| 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 |
1.2856 |
1.2737 |
0.0119 |
0.9% |
0.0043 |
0.3% |
100% |
True |
False |
27 |
| 10 |
1.2856 |
1.2711 |
0.0145 |
1.1% |
0.0046 |
0.4% |
100% |
True |
False |
35 |
| 20 |
1.3022 |
1.2711 |
0.0311 |
2.4% |
0.0038 |
0.3% |
47% |
False |
False |
20 |
| 40 |
1.3158 |
1.2711 |
0.0447 |
3.5% |
0.0027 |
0.2% |
32% |
False |
False |
10 |
| 60 |
1.3200 |
1.2557 |
0.0643 |
5.0% |
0.0030 |
0.2% |
47% |
False |
False |
12 |
| 80 |
1.3200 |
1.2232 |
0.0968 |
7.5% |
0.0029 |
0.2% |
64% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3035 |
|
2.618 |
1.2966 |
|
1.618 |
1.2924 |
|
1.000 |
1.2898 |
|
0.618 |
1.2882 |
|
HIGH |
1.2856 |
|
0.618 |
1.2840 |
|
0.500 |
1.2835 |
|
0.382 |
1.2830 |
|
LOW |
1.2814 |
|
0.618 |
1.2788 |
|
1.000 |
1.2772 |
|
1.618 |
1.2746 |
|
2.618 |
1.2704 |
|
4.250 |
1.2636 |
|
|
| Fisher Pivots for day following 21-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2849 |
1.2843 |
| PP |
1.2842 |
1.2829 |
| S1 |
1.2835 |
1.2816 |
|