CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 08-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2822 |
1.2785 |
-0.0037 |
-0.3% |
1.2942 |
| High |
1.2889 |
1.2785 |
-0.0104 |
-0.8% |
1.3031 |
| Low |
1.2754 |
1.2742 |
-0.0012 |
-0.1% |
1.2843 |
| Close |
1.2785 |
1.2764 |
-0.0021 |
-0.2% |
1.2843 |
| Range |
0.0135 |
0.0043 |
-0.0092 |
-68.1% |
0.0188 |
| ATR |
0.0081 |
0.0078 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
181 |
266 |
85 |
47.0% |
707 |
|
| Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2893 |
1.2871 |
1.2788 |
|
| R3 |
1.2850 |
1.2828 |
1.2776 |
|
| R2 |
1.2807 |
1.2807 |
1.2772 |
|
| R1 |
1.2785 |
1.2785 |
1.2768 |
1.2775 |
| PP |
1.2764 |
1.2764 |
1.2764 |
1.2758 |
| S1 |
1.2742 |
1.2742 |
1.2760 |
1.2732 |
| S2 |
1.2721 |
1.2721 |
1.2756 |
|
| S3 |
1.2678 |
1.2699 |
1.2752 |
|
| S4 |
1.2635 |
1.2656 |
1.2740 |
|
|
| 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 |
1.2948 |
1.2742 |
0.0206 |
1.6% |
0.0081 |
0.6% |
11% |
False |
True |
195 |
| 10 |
1.3031 |
1.2742 |
0.0289 |
2.3% |
0.0070 |
0.5% |
8% |
False |
True |
174 |
| 20 |
1.3155 |
1.2742 |
0.0413 |
3.2% |
0.0071 |
0.6% |
5% |
False |
True |
163 |
| 40 |
1.3188 |
1.2742 |
0.0446 |
3.5% |
0.0080 |
0.6% |
5% |
False |
True |
155 |
| 60 |
1.3188 |
1.2350 |
0.0838 |
6.6% |
0.0067 |
0.5% |
49% |
False |
False |
111 |
| 80 |
1.3188 |
1.2090 |
0.1098 |
8.6% |
0.0060 |
0.5% |
61% |
False |
False |
85 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.6% |
0.0058 |
0.5% |
61% |
False |
False |
70 |
| 120 |
1.3188 |
1.2090 |
0.1098 |
8.6% |
0.0055 |
0.4% |
61% |
False |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2968 |
|
2.618 |
1.2898 |
|
1.618 |
1.2855 |
|
1.000 |
1.2828 |
|
0.618 |
1.2812 |
|
HIGH |
1.2785 |
|
0.618 |
1.2769 |
|
0.500 |
1.2764 |
|
0.382 |
1.2758 |
|
LOW |
1.2742 |
|
0.618 |
1.2715 |
|
1.000 |
1.2699 |
|
1.618 |
1.2672 |
|
2.618 |
1.2629 |
|
4.250 |
1.2559 |
|
|
| Fisher Pivots for day following 08-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2764 |
1.2816 |
| PP |
1.2764 |
1.2798 |
| S1 |
1.2764 |
1.2781 |
|