CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 26-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2940 |
1.3001 |
0.0061 |
0.5% |
1.2812 |
| High |
1.3031 |
1.3007 |
-0.0024 |
-0.2% |
1.3031 |
| Low |
1.2940 |
1.3001 |
0.0061 |
0.5% |
1.2800 |
| Close |
1.3031 |
1.3007 |
-0.0024 |
-0.2% |
1.3031 |
| Range |
0.0091 |
0.0006 |
-0.0085 |
-93.4% |
0.0231 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
3 |
2 |
-1 |
-33.3% |
9 |
|
| Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3023 |
1.3021 |
1.3010 |
|
| R3 |
1.3017 |
1.3015 |
1.3009 |
|
| R2 |
1.3011 |
1.3011 |
1.3008 |
|
| R1 |
1.3009 |
1.3009 |
1.3008 |
1.3010 |
| PP |
1.3005 |
1.3005 |
1.3005 |
1.3006 |
| S1 |
1.3003 |
1.3003 |
1.3006 |
1.3004 |
| S2 |
1.2999 |
1.2999 |
1.3006 |
|
| S3 |
1.2993 |
1.2997 |
1.3005 |
|
| S4 |
1.2987 |
1.2991 |
1.3004 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3647 |
1.3570 |
1.3158 |
|
| R3 |
1.3416 |
1.3339 |
1.3095 |
|
| R2 |
1.3185 |
1.3185 |
1.3073 |
|
| R1 |
1.3108 |
1.3108 |
1.3052 |
1.3147 |
| PP |
1.2954 |
1.2954 |
1.2954 |
1.2973 |
| S1 |
1.2877 |
1.2877 |
1.3010 |
1.2916 |
| S2 |
1.2723 |
1.2723 |
1.2989 |
|
| S3 |
1.2492 |
1.2646 |
1.2967 |
|
| S4 |
1.2261 |
1.2415 |
1.2904 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3033 |
|
2.618 |
1.3023 |
|
1.618 |
1.3017 |
|
1.000 |
1.3013 |
|
0.618 |
1.3011 |
|
HIGH |
1.3007 |
|
0.618 |
1.3005 |
|
0.500 |
1.3004 |
|
0.382 |
1.3003 |
|
LOW |
1.3001 |
|
0.618 |
1.2997 |
|
1.000 |
1.2995 |
|
1.618 |
1.2991 |
|
2.618 |
1.2985 |
|
4.250 |
1.2976 |
|
|
| Fisher Pivots for day following 26-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3006 |
1.2977 |
| PP |
1.3005 |
1.2946 |
| S1 |
1.3004 |
1.2916 |
|