CME Euro FX (E) Future December 2012
| 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 |
1.2950 |
1.2910 |
-0.0040 |
-0.3% |
1.3034 |
| High |
1.2950 |
1.2990 |
0.0040 |
0.3% |
1.3090 |
| Low |
1.2890 |
1.2892 |
0.0002 |
0.0% |
1.2887 |
| Close |
1.2910 |
1.2969 |
0.0059 |
0.5% |
1.2939 |
| Range |
0.0060 |
0.0098 |
0.0038 |
63.3% |
0.0203 |
| ATR |
0.0093 |
0.0093 |
0.0000 |
0.4% |
0.0000 |
| Volume |
121,660 |
120,267 |
-1,393 |
-1.1% |
1,167,684 |
|
| Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3244 |
1.3205 |
1.3023 |
|
| R3 |
1.3146 |
1.3107 |
1.2996 |
|
| R2 |
1.3048 |
1.3048 |
1.2987 |
|
| R1 |
1.3009 |
1.3009 |
1.2978 |
1.3029 |
| PP |
1.2950 |
1.2950 |
1.2950 |
1.2960 |
| S1 |
1.2911 |
1.2911 |
1.2960 |
1.2931 |
| S2 |
1.2852 |
1.2852 |
1.2951 |
|
| S3 |
1.2754 |
1.2813 |
1.2942 |
|
| S4 |
1.2656 |
1.2715 |
1.2915 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3581 |
1.3463 |
1.3051 |
|
| R3 |
1.3378 |
1.3260 |
1.2995 |
|
| R2 |
1.3175 |
1.3175 |
1.2976 |
|
| R1 |
1.3057 |
1.3057 |
1.2958 |
1.3015 |
| PP |
1.2972 |
1.2972 |
1.2972 |
1.2951 |
| S1 |
1.2854 |
1.2854 |
1.2920 |
1.2812 |
| S2 |
1.2769 |
1.2769 |
1.2902 |
|
| S3 |
1.2566 |
1.2651 |
1.2883 |
|
| S4 |
1.2363 |
1.2448 |
1.2827 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3029 |
1.2887 |
0.0142 |
1.1% |
0.0081 |
0.6% |
58% |
False |
False |
191,851 |
| 10 |
1.3147 |
1.2887 |
0.0260 |
2.0% |
0.0084 |
0.6% |
32% |
False |
False |
210,165 |
| 20 |
1.3147 |
1.2833 |
0.0314 |
2.4% |
0.0091 |
0.7% |
43% |
False |
False |
223,193 |
| 40 |
1.3183 |
1.2520 |
0.0663 |
5.1% |
0.0102 |
0.8% |
68% |
False |
False |
208,209 |
| 60 |
1.3183 |
1.2270 |
0.0913 |
7.0% |
0.0096 |
0.7% |
77% |
False |
False |
139,156 |
| 80 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0101 |
0.8% |
81% |
False |
False |
104,527 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0103 |
0.8% |
81% |
False |
False |
83,657 |
| 120 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0099 |
0.8% |
81% |
False |
False |
69,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3407 |
|
2.618 |
1.3247 |
|
1.618 |
1.3149 |
|
1.000 |
1.3088 |
|
0.618 |
1.3051 |
|
HIGH |
1.2990 |
|
0.618 |
1.2953 |
|
0.500 |
1.2941 |
|
0.382 |
1.2929 |
|
LOW |
1.2892 |
|
0.618 |
1.2831 |
|
1.000 |
1.2794 |
|
1.618 |
1.2733 |
|
2.618 |
1.2635 |
|
4.250 |
1.2476 |
|
|
| Fisher Pivots for day following 30-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2960 |
1.2959 |
| PP |
1.2950 |
1.2949 |
| S1 |
1.2941 |
1.2939 |
|