CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 30-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2012 |
30-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2942 |
1.2921 |
-0.0021 |
-0.2% |
1.3045 |
| High |
1.2944 |
1.3000 |
0.0056 |
0.4% |
1.3096 |
| Low |
1.2910 |
1.2916 |
0.0006 |
0.0% |
1.2900 |
| Close |
1.2922 |
1.2981 |
0.0059 |
0.5% |
1.2951 |
| Range |
0.0034 |
0.0084 |
0.0050 |
147.1% |
0.0196 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
0.4% |
0.0000 |
| Volume |
139 |
111 |
-28 |
-20.1% |
725 |
|
| Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3218 |
1.3183 |
1.3027 |
|
| R3 |
1.3134 |
1.3099 |
1.3004 |
|
| R2 |
1.3050 |
1.3050 |
1.2996 |
|
| R1 |
1.3015 |
1.3015 |
1.2989 |
1.3033 |
| PP |
1.2966 |
1.2966 |
1.2966 |
1.2974 |
| S1 |
1.2931 |
1.2931 |
1.2973 |
1.2949 |
| S2 |
1.2882 |
1.2882 |
1.2966 |
|
| S3 |
1.2798 |
1.2847 |
1.2958 |
|
| S4 |
1.2714 |
1.2763 |
1.2935 |
|
|
| 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 |
1.3037 |
1.2900 |
0.0137 |
1.1% |
0.0068 |
0.5% |
59% |
False |
False |
149 |
| 10 |
1.3155 |
1.2900 |
0.0255 |
2.0% |
0.0068 |
0.5% |
32% |
False |
False |
174 |
| 20 |
1.3155 |
1.2860 |
0.0295 |
2.3% |
0.0075 |
0.6% |
41% |
False |
False |
148 |
| 40 |
1.3188 |
1.2620 |
0.0568 |
4.4% |
0.0081 |
0.6% |
64% |
False |
False |
129 |
| 60 |
1.3188 |
1.2300 |
0.0888 |
6.8% |
0.0061 |
0.5% |
77% |
False |
False |
90 |
| 80 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0057 |
0.4% |
81% |
False |
False |
70 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0057 |
0.4% |
81% |
False |
False |
57 |
| 120 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0053 |
0.4% |
81% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3357 |
|
2.618 |
1.3220 |
|
1.618 |
1.3136 |
|
1.000 |
1.3084 |
|
0.618 |
1.3052 |
|
HIGH |
1.3000 |
|
0.618 |
1.2968 |
|
0.500 |
1.2958 |
|
0.382 |
1.2948 |
|
LOW |
1.2916 |
|
0.618 |
1.2864 |
|
1.000 |
1.2832 |
|
1.618 |
1.2780 |
|
2.618 |
1.2696 |
|
4.250 |
1.2559 |
|
|
| Fisher Pivots for day following 30-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2973 |
1.2971 |
| PP |
1.2966 |
1.2960 |
| S1 |
1.2958 |
1.2950 |
|