CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 07-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2012 |
07-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2809 |
1.2822 |
0.0013 |
0.1% |
1.2942 |
| High |
1.2841 |
1.2889 |
0.0048 |
0.4% |
1.3031 |
| Low |
1.2785 |
1.2754 |
-0.0031 |
-0.2% |
1.2843 |
| Close |
1.2834 |
1.2785 |
-0.0049 |
-0.4% |
1.2843 |
| Range |
0.0056 |
0.0135 |
0.0079 |
141.1% |
0.0188 |
| ATR |
0.0077 |
0.0081 |
0.0004 |
5.4% |
0.0000 |
| Volume |
259 |
181 |
-78 |
-30.1% |
707 |
|
| Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3214 |
1.3135 |
1.2859 |
|
| R3 |
1.3079 |
1.3000 |
1.2822 |
|
| R2 |
1.2944 |
1.2944 |
1.2810 |
|
| R1 |
1.2865 |
1.2865 |
1.2797 |
1.2837 |
| PP |
1.2809 |
1.2809 |
1.2809 |
1.2796 |
| S1 |
1.2730 |
1.2730 |
1.2773 |
1.2702 |
| S2 |
1.2674 |
1.2674 |
1.2760 |
|
| S3 |
1.2539 |
1.2595 |
1.2748 |
|
| S4 |
1.2404 |
1.2460 |
1.2711 |
|
|
| 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 |
1.2995 |
1.2754 |
0.0241 |
1.9% |
0.0082 |
0.6% |
13% |
False |
True |
194 |
| 10 |
1.3037 |
1.2754 |
0.0283 |
2.2% |
0.0074 |
0.6% |
11% |
False |
True |
165 |
| 20 |
1.3155 |
1.2754 |
0.0401 |
3.1% |
0.0074 |
0.6% |
8% |
False |
True |
155 |
| 40 |
1.3188 |
1.2754 |
0.0434 |
3.4% |
0.0083 |
0.6% |
7% |
False |
True |
151 |
| 60 |
1.3188 |
1.2318 |
0.0870 |
6.8% |
0.0067 |
0.5% |
54% |
False |
False |
107 |
| 80 |
1.3188 |
1.2090 |
0.1098 |
8.6% |
0.0060 |
0.5% |
63% |
False |
False |
82 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.6% |
0.0058 |
0.5% |
63% |
False |
False |
67 |
| 120 |
1.3188 |
1.2090 |
0.1098 |
8.6% |
0.0055 |
0.4% |
63% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3463 |
|
2.618 |
1.3242 |
|
1.618 |
1.3107 |
|
1.000 |
1.3024 |
|
0.618 |
1.2972 |
|
HIGH |
1.2889 |
|
0.618 |
1.2837 |
|
0.500 |
1.2822 |
|
0.382 |
1.2806 |
|
LOW |
1.2754 |
|
0.618 |
1.2671 |
|
1.000 |
1.2619 |
|
1.618 |
1.2536 |
|
2.618 |
1.2401 |
|
4.250 |
1.2180 |
|
|
| Fisher Pivots for day following 07-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2822 |
1.2822 |
| PP |
1.2809 |
1.2809 |
| S1 |
1.2797 |
1.2797 |
|