CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 06-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2842 |
1.2809 |
-0.0033 |
-0.3% |
1.2942 |
| High |
1.2856 |
1.2841 |
-0.0015 |
-0.1% |
1.3031 |
| Low |
1.2790 |
1.2785 |
-0.0005 |
0.0% |
1.2843 |
| Close |
1.2805 |
1.2834 |
0.0029 |
0.2% |
1.2843 |
| Range |
0.0066 |
0.0056 |
-0.0010 |
-15.2% |
0.0188 |
| ATR |
0.0078 |
0.0077 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
144 |
259 |
115 |
79.9% |
707 |
|
| Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2988 |
1.2967 |
1.2865 |
|
| R3 |
1.2932 |
1.2911 |
1.2849 |
|
| R2 |
1.2876 |
1.2876 |
1.2844 |
|
| R1 |
1.2855 |
1.2855 |
1.2839 |
1.2866 |
| PP |
1.2820 |
1.2820 |
1.2820 |
1.2825 |
| S1 |
1.2799 |
1.2799 |
1.2829 |
1.2810 |
| S2 |
1.2764 |
1.2764 |
1.2824 |
|
| S3 |
1.2708 |
1.2743 |
1.2819 |
|
| S4 |
1.2652 |
1.2687 |
1.2803 |
|
|
| 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 |
1.2785 |
0.0246 |
1.9% |
0.0067 |
0.5% |
20% |
False |
True |
172 |
| 10 |
1.3037 |
1.2785 |
0.0252 |
2.0% |
0.0067 |
0.5% |
19% |
False |
True |
160 |
| 20 |
1.3155 |
1.2785 |
0.0370 |
2.9% |
0.0071 |
0.5% |
13% |
False |
True |
157 |
| 40 |
1.3188 |
1.2785 |
0.0403 |
3.1% |
0.0081 |
0.6% |
12% |
False |
True |
148 |
| 60 |
1.3188 |
1.2318 |
0.0870 |
6.8% |
0.0065 |
0.5% |
59% |
False |
False |
104 |
| 80 |
1.3188 |
1.2090 |
0.1098 |
8.6% |
0.0059 |
0.5% |
68% |
False |
False |
80 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.6% |
0.0058 |
0.4% |
68% |
False |
False |
66 |
| 120 |
1.3188 |
1.2090 |
0.1098 |
8.6% |
0.0054 |
0.4% |
68% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3079 |
|
2.618 |
1.2988 |
|
1.618 |
1.2932 |
|
1.000 |
1.2897 |
|
0.618 |
1.2876 |
|
HIGH |
1.2841 |
|
0.618 |
1.2820 |
|
0.500 |
1.2813 |
|
0.382 |
1.2806 |
|
LOW |
1.2785 |
|
0.618 |
1.2750 |
|
1.000 |
1.2729 |
|
1.618 |
1.2694 |
|
2.618 |
1.2638 |
|
4.250 |
1.2547 |
|
|
| Fisher Pivots for day following 06-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2827 |
1.2867 |
| PP |
1.2820 |
1.2856 |
| S1 |
1.2813 |
1.2845 |
|