CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 29-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2012 |
29-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2945 |
1.2950 |
0.0005 |
0.0% |
1.3034 |
| High |
1.2962 |
1.2950 |
-0.0012 |
-0.1% |
1.3090 |
| Low |
1.2887 |
1.2890 |
0.0003 |
0.0% |
1.2887 |
| Close |
1.2939 |
1.2910 |
-0.0029 |
-0.2% |
1.2939 |
| Range |
0.0075 |
0.0060 |
-0.0015 |
-20.0% |
0.0203 |
| ATR |
0.0095 |
0.0093 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
261,817 |
121,660 |
-140,157 |
-53.5% |
1,167,684 |
|
| Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3097 |
1.3063 |
1.2943 |
|
| R3 |
1.3037 |
1.3003 |
1.2927 |
|
| R2 |
1.2977 |
1.2977 |
1.2921 |
|
| R1 |
1.2943 |
1.2943 |
1.2916 |
1.2930 |
| PP |
1.2917 |
1.2917 |
1.2917 |
1.2910 |
| S1 |
1.2883 |
1.2883 |
1.2905 |
1.2870 |
| S2 |
1.2857 |
1.2857 |
1.2899 |
|
| S3 |
1.2797 |
1.2823 |
1.2894 |
|
| S4 |
1.2737 |
1.2763 |
1.2877 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3581 |
1.3463 |
1.3051 |
|
| R3 |
1.3378 |
1.3260 |
1.2995 |
|
| R2 |
1.3175 |
1.3175 |
1.2976 |
|
| R1 |
1.3057 |
1.3057 |
1.2958 |
1.3015 |
| PP |
1.2972 |
1.2972 |
1.2972 |
1.2951 |
| S1 |
1.2854 |
1.2854 |
1.2920 |
1.2812 |
| S2 |
1.2769 |
1.2769 |
1.2902 |
|
| S3 |
1.2566 |
1.2651 |
1.2883 |
|
| S4 |
1.2363 |
1.2448 |
1.2827 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3082 |
1.2887 |
0.0195 |
1.5% |
0.0087 |
0.7% |
12% |
False |
False |
216,841 |
| 10 |
1.3147 |
1.2887 |
0.0260 |
2.0% |
0.0086 |
0.7% |
9% |
False |
False |
225,471 |
| 20 |
1.3147 |
1.2833 |
0.0314 |
2.4% |
0.0090 |
0.7% |
25% |
False |
False |
228,904 |
| 40 |
1.3183 |
1.2520 |
0.0663 |
5.1% |
0.0102 |
0.8% |
59% |
False |
False |
205,270 |
| 60 |
1.3183 |
1.2270 |
0.0913 |
7.1% |
0.0096 |
0.7% |
70% |
False |
False |
137,169 |
| 80 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0100 |
0.8% |
75% |
False |
False |
103,030 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0103 |
0.8% |
75% |
False |
False |
82,455 |
| 120 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0099 |
0.8% |
75% |
False |
False |
68,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3205 |
|
2.618 |
1.3107 |
|
1.618 |
1.3047 |
|
1.000 |
1.3010 |
|
0.618 |
1.2987 |
|
HIGH |
1.2950 |
|
0.618 |
1.2927 |
|
0.500 |
1.2920 |
|
0.382 |
1.2913 |
|
LOW |
1.2890 |
|
0.618 |
1.2853 |
|
1.000 |
1.2830 |
|
1.618 |
1.2793 |
|
2.618 |
1.2733 |
|
4.250 |
1.2635 |
|
|
| Fisher Pivots for day following 29-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2920 |
1.2958 |
| PP |
1.2917 |
1.2942 |
| S1 |
1.2913 |
1.2926 |
|