CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 05-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2012 |
05-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2948 |
1.2826 |
-0.0122 |
-0.9% |
1.2950 |
| High |
1.2956 |
1.2847 |
-0.0109 |
-0.8% |
1.3027 |
| Low |
1.2826 |
1.2772 |
-0.0054 |
-0.4% |
1.2826 |
| Close |
1.2831 |
1.2793 |
-0.0038 |
-0.3% |
1.2831 |
| Range |
0.0130 |
0.0075 |
-0.0055 |
-42.3% |
0.0201 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
276,549 |
219,459 |
-57,090 |
-20.6% |
920,730 |
|
| Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3029 |
1.2986 |
1.2834 |
|
| R3 |
1.2954 |
1.2911 |
1.2814 |
|
| R2 |
1.2879 |
1.2879 |
1.2807 |
|
| R1 |
1.2836 |
1.2836 |
1.2800 |
1.2820 |
| PP |
1.2804 |
1.2804 |
1.2804 |
1.2796 |
| S1 |
1.2761 |
1.2761 |
1.2786 |
1.2745 |
| S2 |
1.2729 |
1.2729 |
1.2779 |
|
| S3 |
1.2654 |
1.2686 |
1.2772 |
|
| S4 |
1.2579 |
1.2611 |
1.2752 |
|
|
| 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 |
1.2772 |
0.0255 |
2.0% |
0.0087 |
0.7% |
8% |
False |
True |
203,705 |
| 10 |
1.3082 |
1.2772 |
0.0310 |
2.4% |
0.0087 |
0.7% |
7% |
False |
True |
210,273 |
| 20 |
1.3147 |
1.2772 |
0.0375 |
2.9% |
0.0090 |
0.7% |
6% |
False |
True |
220,864 |
| 40 |
1.3183 |
1.2771 |
0.0412 |
3.2% |
0.0099 |
0.8% |
5% |
False |
False |
229,060 |
| 60 |
1.3183 |
1.2284 |
0.0899 |
7.0% |
0.0097 |
0.8% |
57% |
False |
False |
154,092 |
| 80 |
1.3183 |
1.2069 |
0.1114 |
8.7% |
0.0101 |
0.8% |
65% |
False |
False |
115,743 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.7% |
0.0102 |
0.8% |
65% |
False |
False |
92,632 |
| 120 |
1.3183 |
1.2069 |
0.1114 |
8.7% |
0.0101 |
0.8% |
65% |
False |
False |
77,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3166 |
|
2.618 |
1.3043 |
|
1.618 |
1.2968 |
|
1.000 |
1.2922 |
|
0.618 |
1.2893 |
|
HIGH |
1.2847 |
|
0.618 |
1.2818 |
|
0.500 |
1.2810 |
|
0.382 |
1.2801 |
|
LOW |
1.2772 |
|
0.618 |
1.2726 |
|
1.000 |
1.2697 |
|
1.618 |
1.2651 |
|
2.618 |
1.2576 |
|
4.250 |
1.2453 |
|
|
| Fisher Pivots for day following 05-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2810 |
1.2880 |
| PP |
1.2804 |
1.2851 |
| S1 |
1.2799 |
1.2822 |
|