CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 29-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2012 |
29-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2953 |
1.2942 |
-0.0011 |
-0.1% |
1.3045 |
| High |
1.2964 |
1.2944 |
-0.0020 |
-0.2% |
1.3096 |
| Low |
1.2900 |
1.2910 |
0.0010 |
0.1% |
1.2900 |
| Close |
1.2951 |
1.2922 |
-0.0029 |
-0.2% |
1.2951 |
| Range |
0.0064 |
0.0034 |
-0.0030 |
-46.9% |
0.0196 |
| ATR |
0.0083 |
0.0080 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
188 |
139 |
-49 |
-26.1% |
725 |
|
| Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3027 |
1.3009 |
1.2941 |
|
| R3 |
1.2993 |
1.2975 |
1.2931 |
|
| R2 |
1.2959 |
1.2959 |
1.2928 |
|
| R1 |
1.2941 |
1.2941 |
1.2925 |
1.2933 |
| PP |
1.2925 |
1.2925 |
1.2925 |
1.2922 |
| S1 |
1.2907 |
1.2907 |
1.2919 |
1.2899 |
| S2 |
1.2891 |
1.2891 |
1.2916 |
|
| S3 |
1.2857 |
1.2873 |
1.2913 |
|
| S4 |
1.2823 |
1.2839 |
1.2903 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3570 |
1.3457 |
1.3059 |
|
| R3 |
1.3374 |
1.3261 |
1.3005 |
|
| R2 |
1.3178 |
1.3178 |
1.2987 |
|
| R1 |
1.3065 |
1.3065 |
1.2969 |
1.3024 |
| PP |
1.2982 |
1.2982 |
1.2982 |
1.2962 |
| S1 |
1.2869 |
1.2869 |
1.2933 |
1.2828 |
| S2 |
1.2786 |
1.2786 |
1.2915 |
|
| S3 |
1.2590 |
1.2673 |
1.2897 |
|
| S4 |
1.2394 |
1.2477 |
1.2843 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3080 |
1.2900 |
0.0180 |
1.4% |
0.0072 |
0.6% |
12% |
False |
False |
146 |
| 10 |
1.3155 |
1.2900 |
0.0255 |
2.0% |
0.0068 |
0.5% |
9% |
False |
False |
170 |
| 20 |
1.3155 |
1.2860 |
0.0295 |
2.3% |
0.0074 |
0.6% |
21% |
False |
False |
148 |
| 40 |
1.3188 |
1.2588 |
0.0600 |
4.6% |
0.0081 |
0.6% |
56% |
False |
False |
128 |
| 60 |
1.3188 |
1.2300 |
0.0888 |
6.9% |
0.0060 |
0.5% |
70% |
False |
False |
88 |
| 80 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0056 |
0.4% |
76% |
False |
False |
68 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0056 |
0.4% |
76% |
False |
False |
56 |
| 120 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0052 |
0.4% |
76% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3089 |
|
2.618 |
1.3033 |
|
1.618 |
1.2999 |
|
1.000 |
1.2978 |
|
0.618 |
1.2965 |
|
HIGH |
1.2944 |
|
0.618 |
1.2931 |
|
0.500 |
1.2927 |
|
0.382 |
1.2923 |
|
LOW |
1.2910 |
|
0.618 |
1.2889 |
|
1.000 |
1.2876 |
|
1.618 |
1.2855 |
|
2.618 |
1.2821 |
|
4.250 |
1.2766 |
|
|
| Fisher Pivots for day following 29-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2927 |
1.2969 |
| PP |
1.2925 |
1.2953 |
| S1 |
1.2924 |
1.2938 |
|