CME Euro FX (E) Future June 2013
| 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 |
1.2929 |
1.2965 |
0.0036 |
0.3% |
1.3108 |
| High |
1.2934 |
1.3000 |
0.0066 |
0.5% |
1.3108 |
| Low |
1.2924 |
1.2965 |
0.0041 |
0.3% |
1.2963 |
| Close |
1.2934 |
1.2993 |
0.0059 |
0.5% |
1.2963 |
| Range |
0.0010 |
0.0035 |
0.0025 |
250.0% |
0.0145 |
| ATR |
0.0050 |
0.0051 |
0.0001 |
2.2% |
0.0000 |
| Volume |
1 |
3 |
2 |
200.0% |
5 |
|
| Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3091 |
1.3077 |
1.3012 |
|
| R3 |
1.3056 |
1.3042 |
1.3003 |
|
| R2 |
1.3021 |
1.3021 |
1.2999 |
|
| R1 |
1.3007 |
1.3007 |
1.2996 |
1.3014 |
| PP |
1.2986 |
1.2986 |
1.2986 |
1.2990 |
| S1 |
1.2972 |
1.2972 |
1.2990 |
1.2979 |
| S2 |
1.2951 |
1.2951 |
1.2987 |
|
| S3 |
1.2916 |
1.2937 |
1.2983 |
|
| S4 |
1.2881 |
1.2902 |
1.2974 |
|
|
| 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 |
1.3004 |
1.2924 |
0.0080 |
0.6% |
0.0009 |
0.1% |
86% |
False |
False |
1 |
| 10 |
1.3158 |
1.2924 |
0.0234 |
1.8% |
0.0012 |
0.1% |
29% |
False |
False |
2 |
| 20 |
1.3158 |
1.2890 |
0.0268 |
2.1% |
0.0011 |
0.1% |
38% |
False |
False |
1 |
| 40 |
1.3200 |
1.2646 |
0.0554 |
4.3% |
0.0022 |
0.2% |
63% |
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 |
1.3149 |
|
2.618 |
1.3092 |
|
1.618 |
1.3057 |
|
1.000 |
1.3035 |
|
0.618 |
1.3022 |
|
HIGH |
1.3000 |
|
0.618 |
1.2987 |
|
0.500 |
1.2983 |
|
0.382 |
1.2978 |
|
LOW |
1.2965 |
|
0.618 |
1.2943 |
|
1.000 |
1.2930 |
|
1.618 |
1.2908 |
|
2.618 |
1.2873 |
|
4.250 |
1.2816 |
|
|
| Fisher Pivots for day following 30-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2990 |
1.2983 |
| PP |
1.2986 |
1.2972 |
| S1 |
1.2983 |
1.2962 |
|