CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 23-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2814 |
1.2865 |
0.0051 |
0.4% |
1.2776 |
| High |
1.2856 |
1.3015 |
0.0159 |
1.2% |
1.3015 |
| Low |
1.2814 |
1.2865 |
0.0051 |
0.4% |
1.2776 |
| Close |
1.2856 |
1.3015 |
0.0159 |
1.2% |
1.3015 |
| Range |
0.0042 |
0.0150 |
0.0108 |
257.1% |
0.0239 |
| ATR |
0.0052 |
0.0060 |
0.0008 |
14.6% |
0.0000 |
| Volume |
7 |
7 |
0 |
0.0% |
44 |
|
| Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3415 |
1.3365 |
1.3098 |
|
| R3 |
1.3265 |
1.3215 |
1.3056 |
|
| R2 |
1.3115 |
1.3115 |
1.3043 |
|
| R1 |
1.3065 |
1.3065 |
1.3029 |
1.3090 |
| PP |
1.2965 |
1.2965 |
1.2965 |
1.2978 |
| S1 |
1.2915 |
1.2915 |
1.3001 |
1.2940 |
| S2 |
1.2815 |
1.2815 |
1.2988 |
|
| S3 |
1.2665 |
1.2765 |
1.2974 |
|
| S4 |
1.2515 |
1.2615 |
1.2933 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3652 |
1.3573 |
1.3146 |
|
| R3 |
1.3413 |
1.3334 |
1.3081 |
|
| R2 |
1.3174 |
1.3174 |
1.3059 |
|
| R1 |
1.3095 |
1.3095 |
1.3037 |
1.3135 |
| PP |
1.2935 |
1.2935 |
1.2935 |
1.2955 |
| S1 |
1.2856 |
1.2856 |
1.2993 |
1.2896 |
| S2 |
1.2696 |
1.2696 |
1.2971 |
|
| S3 |
1.2457 |
1.2617 |
1.2949 |
|
| S4 |
1.2218 |
1.2378 |
1.2884 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3015 |
1.2737 |
0.0278 |
2.1% |
0.0069 |
0.5% |
100% |
True |
False |
21 |
| 10 |
1.3015 |
1.2711 |
0.0304 |
2.3% |
0.0056 |
0.4% |
100% |
True |
False |
35 |
| 20 |
1.3022 |
1.2711 |
0.0311 |
2.4% |
0.0045 |
0.3% |
98% |
False |
False |
20 |
| 40 |
1.3158 |
1.2711 |
0.0447 |
3.4% |
0.0029 |
0.2% |
68% |
False |
False |
11 |
| 60 |
1.3200 |
1.2557 |
0.0643 |
4.9% |
0.0033 |
0.3% |
71% |
False |
False |
12 |
| 80 |
1.3200 |
1.2232 |
0.0968 |
7.4% |
0.0030 |
0.2% |
81% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3653 |
|
2.618 |
1.3408 |
|
1.618 |
1.3258 |
|
1.000 |
1.3165 |
|
0.618 |
1.3108 |
|
HIGH |
1.3015 |
|
0.618 |
1.2958 |
|
0.500 |
1.2940 |
|
0.382 |
1.2922 |
|
LOW |
1.2865 |
|
0.618 |
1.2772 |
|
1.000 |
1.2715 |
|
1.618 |
1.2622 |
|
2.618 |
1.2472 |
|
4.250 |
1.2228 |
|
|
| Fisher Pivots for day following 23-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2990 |
1.2982 |
| PP |
1.2965 |
1.2948 |
| S1 |
1.2940 |
1.2915 |
|