CME Euro FX (E) Future March 2013
| 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 |
1.2842 |
-0.0106 |
-0.8% |
1.2942 |
| High |
1.2948 |
1.2856 |
-0.0092 |
-0.7% |
1.3031 |
| Low |
1.2843 |
1.2790 |
-0.0053 |
-0.4% |
1.2843 |
| Close |
1.2843 |
1.2805 |
-0.0038 |
-0.3% |
1.2843 |
| Range |
0.0105 |
0.0066 |
-0.0039 |
-37.1% |
0.0188 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
129 |
144 |
15 |
11.6% |
707 |
|
| Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3015 |
1.2976 |
1.2841 |
|
| R3 |
1.2949 |
1.2910 |
1.2823 |
|
| R2 |
1.2883 |
1.2883 |
1.2817 |
|
| R1 |
1.2844 |
1.2844 |
1.2811 |
1.2831 |
| PP |
1.2817 |
1.2817 |
1.2817 |
1.2810 |
| S1 |
1.2778 |
1.2778 |
1.2799 |
1.2765 |
| S2 |
1.2751 |
1.2751 |
1.2793 |
|
| S3 |
1.2685 |
1.2712 |
1.2787 |
|
| S4 |
1.2619 |
1.2646 |
1.2769 |
|
|
| 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 |
1.2790 |
0.0241 |
1.9% |
0.0073 |
0.6% |
6% |
False |
True |
142 |
| 10 |
1.3080 |
1.2790 |
0.0290 |
2.3% |
0.0073 |
0.6% |
5% |
False |
True |
144 |
| 20 |
1.3155 |
1.2790 |
0.0365 |
2.9% |
0.0074 |
0.6% |
4% |
False |
True |
148 |
| 40 |
1.3188 |
1.2790 |
0.0398 |
3.1% |
0.0082 |
0.6% |
4% |
False |
True |
143 |
| 60 |
1.3188 |
1.2310 |
0.0878 |
6.9% |
0.0065 |
0.5% |
56% |
False |
False |
100 |
| 80 |
1.3188 |
1.2090 |
0.1098 |
8.6% |
0.0059 |
0.5% |
65% |
False |
False |
77 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.6% |
0.0057 |
0.4% |
65% |
False |
False |
63 |
| 120 |
1.3188 |
1.2090 |
0.1098 |
8.6% |
0.0054 |
0.4% |
65% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3137 |
|
2.618 |
1.3029 |
|
1.618 |
1.2963 |
|
1.000 |
1.2922 |
|
0.618 |
1.2897 |
|
HIGH |
1.2856 |
|
0.618 |
1.2831 |
|
0.500 |
1.2823 |
|
0.382 |
1.2815 |
|
LOW |
1.2790 |
|
0.618 |
1.2749 |
|
1.000 |
1.2724 |
|
1.618 |
1.2683 |
|
2.618 |
1.2617 |
|
4.250 |
1.2510 |
|
|
| Fisher Pivots for day following 05-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2823 |
1.2893 |
| PP |
1.2817 |
1.2863 |
| S1 |
1.2811 |
1.2834 |
|