CME Euro FX (E) Future March 2013
| 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 |
1.2975 |
1.2948 |
-0.0027 |
-0.2% |
1.2942 |
| High |
1.2995 |
1.2948 |
-0.0047 |
-0.4% |
1.3031 |
| Low |
1.2948 |
1.2843 |
-0.0105 |
-0.8% |
1.2843 |
| Close |
1.2954 |
1.2843 |
-0.0111 |
-0.9% |
1.2843 |
| Range |
0.0047 |
0.0105 |
0.0058 |
123.4% |
0.0188 |
| ATR |
0.0077 |
0.0079 |
0.0002 |
3.2% |
0.0000 |
| Volume |
258 |
129 |
-129 |
-50.0% |
707 |
|
| Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3193 |
1.3123 |
1.2901 |
|
| R3 |
1.3088 |
1.3018 |
1.2872 |
|
| R2 |
1.2983 |
1.2983 |
1.2862 |
|
| R1 |
1.2913 |
1.2913 |
1.2853 |
1.2896 |
| PP |
1.2878 |
1.2878 |
1.2878 |
1.2869 |
| S1 |
1.2808 |
1.2808 |
1.2833 |
1.2791 |
| S2 |
1.2773 |
1.2773 |
1.2824 |
|
| S3 |
1.2668 |
1.2703 |
1.2814 |
|
| S4 |
1.2563 |
1.2598 |
1.2785 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3470 |
1.3344 |
1.2946 |
|
| R3 |
1.3282 |
1.3156 |
1.2895 |
|
| R2 |
1.3094 |
1.3094 |
1.2877 |
|
| R1 |
1.2968 |
1.2968 |
1.2860 |
1.2937 |
| PP |
1.2906 |
1.2906 |
1.2906 |
1.2890 |
| S1 |
1.2780 |
1.2780 |
1.2826 |
1.2749 |
| S2 |
1.2718 |
1.2718 |
1.2809 |
|
| S3 |
1.2530 |
1.2592 |
1.2791 |
|
| S4 |
1.2342 |
1.2404 |
1.2740 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3031 |
1.2843 |
0.0188 |
1.5% |
0.0066 |
0.5% |
0% |
False |
True |
141 |
| 10 |
1.3096 |
1.2843 |
0.0253 |
2.0% |
0.0071 |
0.6% |
0% |
False |
True |
143 |
| 20 |
1.3155 |
1.2843 |
0.0312 |
2.4% |
0.0075 |
0.6% |
0% |
False |
True |
147 |
| 40 |
1.3188 |
1.2786 |
0.0402 |
3.1% |
0.0082 |
0.6% |
14% |
False |
False |
140 |
| 60 |
1.3188 |
1.2300 |
0.0888 |
6.9% |
0.0064 |
0.5% |
61% |
False |
False |
97 |
| 80 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0058 |
0.4% |
69% |
False |
False |
75 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0057 |
0.4% |
69% |
False |
False |
62 |
| 120 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0054 |
0.4% |
69% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3394 |
|
2.618 |
1.3223 |
|
1.618 |
1.3118 |
|
1.000 |
1.3053 |
|
0.618 |
1.3013 |
|
HIGH |
1.2948 |
|
0.618 |
1.2908 |
|
0.500 |
1.2896 |
|
0.382 |
1.2883 |
|
LOW |
1.2843 |
|
0.618 |
1.2778 |
|
1.000 |
1.2738 |
|
1.618 |
1.2673 |
|
2.618 |
1.2568 |
|
4.250 |
1.2397 |
|
|
| Fisher Pivots for day following 02-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2896 |
1.2937 |
| PP |
1.2878 |
1.2906 |
| S1 |
1.2861 |
1.2874 |
|