CME Euro FX (E) Future December 2012


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Trading Metrics calculated at close of trading on 31-Oct-2012
Day Change Summary
Previous Current
30-Oct-2012 31-Oct-2012 Change Change % Previous Week
Open 1.2910 1.2966 0.0056 0.4% 1.3034
High 1.2990 1.3027 0.0037 0.3% 1.3090
Low 1.2892 1.2952 0.0060 0.5% 1.2887
Close 1.2969 1.2967 -0.0002 0.0% 1.2939
Range 0.0098 0.0075 -0.0023 -23.5% 0.0203
ATR 0.0093 0.0092 -0.0001 -1.4% 0.0000
Volume 120,267 213,027 92,760 77.1% 1,167,684
Daily Pivots for day following 31-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3207 1.3162 1.3008
R3 1.3132 1.3087 1.2988
R2 1.3057 1.3057 1.2981
R1 1.3012 1.3012 1.2974 1.3035
PP 1.2982 1.2982 1.2982 1.2993
S1 1.2937 1.2937 1.2960 1.2960
S2 1.2907 1.2907 1.2953
S3 1.2832 1.2862 1.2946
S4 1.2757 1.2787 1.2926
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% 56% False False 188,661
10 1.3136 1.2887 0.0249 1.9% 0.0081 0.6% 32% False False 207,709
20 1.3147 1.2833 0.0314 2.4% 0.0092 0.7% 43% False False 222,501
40 1.3183 1.2576 0.0607 4.7% 0.0101 0.8% 64% False False 213,372
60 1.3183 1.2270 0.0913 7.0% 0.0096 0.7% 76% False False 142,696
80 1.3183 1.2069 0.1114 8.6% 0.0101 0.8% 81% False False 107,188
100 1.3183 1.2069 0.1114 8.6% 0.0102 0.8% 81% False False 85,786
120 1.3183 1.2069 0.1114 8.6% 0.0100 0.8% 81% False False 71,501
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3346
2.618 1.3223
1.618 1.3148
1.000 1.3102
0.618 1.3073
HIGH 1.3027
0.618 1.2998
0.500 1.2990
0.382 1.2981
LOW 1.2952
0.618 1.2906
1.000 1.2877
1.618 1.2831
2.618 1.2756
4.250 1.2633
Fisher Pivots for day following 31-Oct-2012
Pivot 1 day 3 day
R1 1.2990 1.2964
PP 1.2982 1.2961
S1 1.2975 1.2959

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

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