CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 02-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2012 |
02-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2961 |
1.2948 |
-0.0013 |
-0.1% |
1.2950 |
| High |
1.2988 |
1.2956 |
-0.0032 |
-0.2% |
1.3027 |
| Low |
1.2930 |
1.2826 |
-0.0104 |
-0.8% |
1.2826 |
| Close |
1.2942 |
1.2831 |
-0.0111 |
-0.9% |
1.2831 |
| Range |
0.0058 |
0.0130 |
0.0072 |
124.1% |
0.0201 |
| ATR |
0.0089 |
0.0092 |
0.0003 |
3.3% |
0.0000 |
| Volume |
189,227 |
276,549 |
87,322 |
46.1% |
920,730 |
|
| Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3261 |
1.3176 |
1.2903 |
|
| R3 |
1.3131 |
1.3046 |
1.2867 |
|
| R2 |
1.3001 |
1.3001 |
1.2855 |
|
| R1 |
1.2916 |
1.2916 |
1.2843 |
1.2894 |
| PP |
1.2871 |
1.2871 |
1.2871 |
1.2860 |
| S1 |
1.2786 |
1.2786 |
1.2819 |
1.2764 |
| S2 |
1.2741 |
1.2741 |
1.2807 |
|
| S3 |
1.2611 |
1.2656 |
1.2795 |
|
| S4 |
1.2481 |
1.2526 |
1.2760 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3498 |
1.3365 |
1.2942 |
|
| R3 |
1.3297 |
1.3164 |
1.2886 |
|
| R2 |
1.3096 |
1.3096 |
1.2868 |
|
| R1 |
1.2963 |
1.2963 |
1.2849 |
1.2929 |
| PP |
1.2895 |
1.2895 |
1.2895 |
1.2878 |
| S1 |
1.2762 |
1.2762 |
1.2813 |
1.2728 |
| S2 |
1.2694 |
1.2694 |
1.2794 |
|
| S3 |
1.2493 |
1.2561 |
1.2776 |
|
| S4 |
1.2292 |
1.2360 |
1.2720 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3027 |
1.2826 |
0.0201 |
1.6% |
0.0084 |
0.7% |
2% |
False |
True |
184,146 |
| 10 |
1.3090 |
1.2826 |
0.0264 |
2.1% |
0.0086 |
0.7% |
2% |
False |
True |
208,841 |
| 20 |
1.3147 |
1.2826 |
0.0321 |
2.5% |
0.0090 |
0.7% |
2% |
False |
True |
218,007 |
| 40 |
1.3183 |
1.2768 |
0.0415 |
3.2% |
0.0099 |
0.8% |
15% |
False |
False |
224,400 |
| 60 |
1.3183 |
1.2270 |
0.0913 |
7.1% |
0.0096 |
0.8% |
61% |
False |
False |
150,445 |
| 80 |
1.3183 |
1.2069 |
0.1114 |
8.7% |
0.0101 |
0.8% |
68% |
False |
False |
113,003 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.7% |
0.0102 |
0.8% |
68% |
False |
False |
90,438 |
| 120 |
1.3183 |
1.2069 |
0.1114 |
8.7% |
0.0100 |
0.8% |
68% |
False |
False |
75,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3509 |
|
2.618 |
1.3296 |
|
1.618 |
1.3166 |
|
1.000 |
1.3086 |
|
0.618 |
1.3036 |
|
HIGH |
1.2956 |
|
0.618 |
1.2906 |
|
0.500 |
1.2891 |
|
0.382 |
1.2876 |
|
LOW |
1.2826 |
|
0.618 |
1.2746 |
|
1.000 |
1.2696 |
|
1.618 |
1.2616 |
|
2.618 |
1.2486 |
|
4.250 |
1.2274 |
|
|
| Fisher Pivots for day following 02-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2891 |
1.2927 |
| PP |
1.2871 |
1.2895 |
| S1 |
1.2851 |
1.2863 |
|