CME Euro FX (E) Future December 2012


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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
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0016
Narrowest range in 38 trading days
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

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

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