CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 01-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2012 |
01-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2966 |
1.2961 |
-0.0005 |
0.0% |
1.3034 |
| High |
1.3027 |
1.2988 |
-0.0039 |
-0.3% |
1.3090 |
| Low |
1.2952 |
1.2930 |
-0.0022 |
-0.2% |
1.2887 |
| Close |
1.2967 |
1.2942 |
-0.0025 |
-0.2% |
1.2939 |
| Range |
0.0075 |
0.0058 |
-0.0017 |
-22.7% |
0.0203 |
| ATR |
0.0092 |
0.0089 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
213,027 |
189,227 |
-23,800 |
-11.2% |
1,167,684 |
|
| Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3127 |
1.3093 |
1.2974 |
|
| R3 |
1.3069 |
1.3035 |
1.2958 |
|
| R2 |
1.3011 |
1.3011 |
1.2953 |
|
| R1 |
1.2977 |
1.2977 |
1.2947 |
1.2965 |
| PP |
1.2953 |
1.2953 |
1.2953 |
1.2948 |
| S1 |
1.2919 |
1.2919 |
1.2937 |
1.2907 |
| S2 |
1.2895 |
1.2895 |
1.2931 |
|
| S3 |
1.2837 |
1.2861 |
1.2926 |
|
| S4 |
1.2779 |
1.2803 |
1.2910 |
|
|
| 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 |
1.3027 |
1.2887 |
0.0140 |
1.1% |
0.0073 |
0.6% |
39% |
False |
False |
181,199 |
| 10 |
1.3090 |
1.2887 |
0.0203 |
1.6% |
0.0080 |
0.6% |
27% |
False |
False |
202,910 |
| 20 |
1.3147 |
1.2833 |
0.0314 |
2.4% |
0.0088 |
0.7% |
35% |
False |
False |
216,548 |
| 40 |
1.3183 |
1.2641 |
0.0542 |
4.2% |
0.0100 |
0.8% |
56% |
False |
False |
217,794 |
| 60 |
1.3183 |
1.2270 |
0.0913 |
7.1% |
0.0096 |
0.7% |
74% |
False |
False |
145,843 |
| 80 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0101 |
0.8% |
78% |
False |
False |
109,549 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0102 |
0.8% |
78% |
False |
False |
87,675 |
| 120 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0100 |
0.8% |
78% |
False |
False |
73,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3235 |
|
2.618 |
1.3140 |
|
1.618 |
1.3082 |
|
1.000 |
1.3046 |
|
0.618 |
1.3024 |
|
HIGH |
1.2988 |
|
0.618 |
1.2966 |
|
0.500 |
1.2959 |
|
0.382 |
1.2952 |
|
LOW |
1.2930 |
|
0.618 |
1.2894 |
|
1.000 |
1.2872 |
|
1.618 |
1.2836 |
|
2.618 |
1.2778 |
|
4.250 |
1.2684 |
|
|
| Fisher Pivots for day following 01-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2959 |
1.2960 |
| PP |
1.2953 |
1.2954 |
| S1 |
1.2948 |
1.2948 |
|