CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 31-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2012 |
31-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2921 |
1.2982 |
0.0061 |
0.5% |
1.3045 |
| High |
1.3000 |
1.3031 |
0.0031 |
0.2% |
1.3096 |
| Low |
1.2916 |
1.2969 |
0.0053 |
0.4% |
1.2900 |
| Close |
1.2981 |
1.2979 |
-0.0002 |
0.0% |
1.2951 |
| Range |
0.0084 |
0.0062 |
-0.0022 |
-26.2% |
0.0196 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
111 |
70 |
-41 |
-36.9% |
725 |
|
| Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3179 |
1.3141 |
1.3013 |
|
| R3 |
1.3117 |
1.3079 |
1.2996 |
|
| R2 |
1.3055 |
1.3055 |
1.2990 |
|
| R1 |
1.3017 |
1.3017 |
1.2985 |
1.3005 |
| PP |
1.2993 |
1.2993 |
1.2993 |
1.2987 |
| S1 |
1.2955 |
1.2955 |
1.2973 |
1.2943 |
| S2 |
1.2931 |
1.2931 |
1.2968 |
|
| S3 |
1.2869 |
1.2893 |
1.2962 |
|
| S4 |
1.2807 |
1.2831 |
1.2945 |
|
|
| 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% |
0.0066 |
0.5% |
58% |
False |
False |
137 |
| 10 |
1.3147 |
1.2900 |
0.0247 |
1.9% |
0.0069 |
0.5% |
32% |
False |
False |
146 |
| 20 |
1.3155 |
1.2860 |
0.0295 |
2.3% |
0.0075 |
0.6% |
40% |
False |
False |
147 |
| 40 |
1.3188 |
1.2670 |
0.0518 |
4.0% |
0.0082 |
0.6% |
60% |
False |
False |
131 |
| 60 |
1.3188 |
1.2300 |
0.0888 |
6.8% |
0.0062 |
0.5% |
76% |
False |
False |
91 |
| 80 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0056 |
0.4% |
81% |
False |
False |
70 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0056 |
0.4% |
81% |
False |
False |
58 |
| 120 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0053 |
0.4% |
81% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3295 |
|
2.618 |
1.3193 |
|
1.618 |
1.3131 |
|
1.000 |
1.3093 |
|
0.618 |
1.3069 |
|
HIGH |
1.3031 |
|
0.618 |
1.3007 |
|
0.500 |
1.3000 |
|
0.382 |
1.2993 |
|
LOW |
1.2969 |
|
0.618 |
1.2931 |
|
1.000 |
1.2907 |
|
1.618 |
1.2869 |
|
2.618 |
1.2807 |
|
4.250 |
1.2706 |
|
|
| Fisher Pivots for day following 31-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3000 |
1.2976 |
| PP |
1.2993 |
1.2973 |
| S1 |
1.2986 |
1.2971 |
|