CME Euro FX (E) Future December 2012


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Trading Metrics calculated at close of trading on 30-Oct-2012
Day Change Summary
Previous Current
29-Oct-2012 30-Oct-2012 Change Change % Previous Week
Open 1.2950 1.2910 -0.0040 -0.3% 1.3034
High 1.2950 1.2990 0.0040 0.3% 1.3090
Low 1.2890 1.2892 0.0002 0.0% 1.2887
Close 1.2910 1.2969 0.0059 0.5% 1.2939
Range 0.0060 0.0098 0.0038 63.3% 0.0203
ATR 0.0093 0.0093 0.0000 0.4% 0.0000
Volume 121,660 120,267 -1,393 -1.1% 1,167,684
Daily Pivots for day following 30-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3244 1.3205 1.3023
R3 1.3146 1.3107 1.2996
R2 1.3048 1.3048 1.2987
R1 1.3009 1.3009 1.2978 1.3029
PP 1.2950 1.2950 1.2950 1.2960
S1 1.2911 1.2911 1.2960 1.2931
S2 1.2852 1.2852 1.2951
S3 1.2754 1.2813 1.2942
S4 1.2656 1.2715 1.2915
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 1.3029 1.2887 0.0142 1.1% 0.0081 0.6% 58% False False 191,851
10 1.3147 1.2887 0.0260 2.0% 0.0084 0.6% 32% False False 210,165
20 1.3147 1.2833 0.0314 2.4% 0.0091 0.7% 43% False False 223,193
40 1.3183 1.2520 0.0663 5.1% 0.0102 0.8% 68% False False 208,209
60 1.3183 1.2270 0.0913 7.0% 0.0096 0.7% 77% False False 139,156
80 1.3183 1.2069 0.1114 8.6% 0.0101 0.8% 81% False False 104,527
100 1.3183 1.2069 0.1114 8.6% 0.0103 0.8% 81% False False 83,657
120 1.3183 1.2069 0.1114 8.6% 0.0099 0.8% 81% False False 69,726
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3407
2.618 1.3247
1.618 1.3149
1.000 1.3088
0.618 1.3051
HIGH 1.2990
0.618 1.2953
0.500 1.2941
0.382 1.2929
LOW 1.2892
0.618 1.2831
1.000 1.2794
1.618 1.2733
2.618 1.2635
4.250 1.2476
Fisher Pivots for day following 30-Oct-2012
Pivot 1 day 3 day
R1 1.2960 1.2959
PP 1.2950 1.2949
S1 1.2941 1.2939

These figures are updated between 7pm and 10pm EST after a trading day.

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