CME Euro FX (E) Future June 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 |
1.2965 |
1.3022 |
0.0057 |
0.4% |
1.3108 |
| High |
1.3000 |
1.3022 |
0.0022 |
0.2% |
1.3108 |
| Low |
1.2965 |
1.2988 |
0.0023 |
0.2% |
1.2963 |
| Close |
1.2993 |
1.2990 |
-0.0003 |
0.0% |
1.2963 |
| Range |
0.0035 |
0.0034 |
-0.0001 |
-2.9% |
0.0145 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
3 |
20 |
17 |
566.7% |
5 |
|
| Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3102 |
1.3080 |
1.3009 |
|
| R3 |
1.3068 |
1.3046 |
1.2999 |
|
| R2 |
1.3034 |
1.3034 |
1.2996 |
|
| R1 |
1.3012 |
1.3012 |
1.2993 |
1.3006 |
| PP |
1.3000 |
1.3000 |
1.3000 |
1.2997 |
| S1 |
1.2978 |
1.2978 |
1.2987 |
1.2972 |
| S2 |
1.2966 |
1.2966 |
1.2984 |
|
| S3 |
1.2932 |
1.2944 |
1.2981 |
|
| S4 |
1.2898 |
1.2910 |
1.2971 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3446 |
1.3350 |
1.3043 |
|
| R3 |
1.3301 |
1.3205 |
1.3003 |
|
| R2 |
1.3156 |
1.3156 |
1.2990 |
|
| R1 |
1.3060 |
1.3060 |
1.2976 |
1.3036 |
| PP |
1.3011 |
1.3011 |
1.3011 |
1.2999 |
| S1 |
1.2915 |
1.2915 |
1.2950 |
1.2891 |
| S2 |
1.2866 |
1.2866 |
1.2936 |
|
| S3 |
1.2721 |
1.2770 |
1.2923 |
|
| S4 |
1.2576 |
1.2625 |
1.2883 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3022 |
1.2924 |
0.0098 |
0.8% |
0.0016 |
0.1% |
67% |
True |
False |
5 |
| 10 |
1.3108 |
1.2924 |
0.0184 |
1.4% |
0.0014 |
0.1% |
36% |
False |
False |
4 |
| 20 |
1.3158 |
1.2890 |
0.0268 |
2.1% |
0.0013 |
0.1% |
37% |
False |
False |
2 |
| 40 |
1.3200 |
1.2692 |
0.0508 |
3.9% |
0.0023 |
0.2% |
59% |
False |
False |
8 |
| 60 |
1.3200 |
1.2324 |
0.0876 |
6.7% |
0.0024 |
0.2% |
76% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3167 |
|
2.618 |
1.3111 |
|
1.618 |
1.3077 |
|
1.000 |
1.3056 |
|
0.618 |
1.3043 |
|
HIGH |
1.3022 |
|
0.618 |
1.3009 |
|
0.500 |
1.3005 |
|
0.382 |
1.3001 |
|
LOW |
1.2988 |
|
0.618 |
1.2967 |
|
1.000 |
1.2954 |
|
1.618 |
1.2933 |
|
2.618 |
1.2899 |
|
4.250 |
1.2844 |
|
|
| Fisher Pivots for day following 31-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3005 |
1.2984 |
| PP |
1.3000 |
1.2979 |
| S1 |
1.2995 |
1.2973 |
|