CME Euro FX (E) Future December 2012
| 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 |
|
|
|
| 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 |
|