CME Euro FX (E) Future June 2013
Trading Metrics calculated at close of trading on 05-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2012 |
05-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1.2909 |
1.2816 |
-0.0093 |
-0.7% |
1.2929 |
High |
1.2909 |
1.2816 |
-0.0093 |
-0.7% |
1.3022 |
Low |
1.2854 |
1.2816 |
-0.0038 |
-0.3% |
1.2854 |
Close |
1.2854 |
1.2816 |
-0.0038 |
-0.3% |
1.2854 |
Range |
0.0055 |
0.0000 |
-0.0055 |
-100.0% |
0.0168 |
ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
1 |
3 |
2 |
200.0% |
31 |
|
Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2816 |
1.2816 |
1.2816 |
|
R3 |
1.2816 |
1.2816 |
1.2816 |
|
R2 |
1.2816 |
1.2816 |
1.2816 |
|
R1 |
1.2816 |
1.2816 |
1.2816 |
1.2816 |
PP |
1.2816 |
1.2816 |
1.2816 |
1.2816 |
S1 |
1.2816 |
1.2816 |
1.2816 |
1.2816 |
S2 |
1.2816 |
1.2816 |
1.2816 |
|
S3 |
1.2816 |
1.2816 |
1.2816 |
|
S4 |
1.2816 |
1.2816 |
1.2816 |
|
|
Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3414 |
1.3302 |
1.2946 |
|
R3 |
1.3246 |
1.3134 |
1.2900 |
|
R2 |
1.3078 |
1.3078 |
1.2885 |
|
R1 |
1.2966 |
1.2966 |
1.2869 |
1.2938 |
PP |
1.2910 |
1.2910 |
1.2910 |
1.2896 |
S1 |
1.2798 |
1.2798 |
1.2839 |
1.2770 |
S2 |
1.2742 |
1.2742 |
1.2823 |
|
S3 |
1.2574 |
1.2630 |
1.2808 |
|
S4 |
1.2406 |
1.2462 |
1.2762 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3022 |
1.2816 |
0.0206 |
1.6% |
0.0031 |
0.2% |
0% |
False |
True |
6 |
10 |
1.3022 |
1.2816 |
0.0206 |
1.6% |
0.0017 |
0.1% |
0% |
False |
True |
3 |
20 |
1.3158 |
1.2816 |
0.0342 |
2.7% |
0.0016 |
0.1% |
0% |
False |
True |
3 |
40 |
1.3200 |
1.2816 |
0.0384 |
3.0% |
0.0022 |
0.2% |
0% |
False |
True |
7 |
60 |
1.3200 |
1.2324 |
0.0876 |
6.8% |
0.0026 |
0.2% |
56% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2816 |
2.618 |
1.2816 |
1.618 |
1.2816 |
1.000 |
1.2816 |
0.618 |
1.2816 |
HIGH |
1.2816 |
0.618 |
1.2816 |
0.500 |
1.2816 |
0.382 |
1.2816 |
LOW |
1.2816 |
0.618 |
1.2816 |
1.000 |
1.2816 |
1.618 |
1.2816 |
2.618 |
1.2816 |
4.250 |
1.2816 |
|
|
Fisher Pivots for day following 05-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2816 |
1.2906 |
PP |
1.2816 |
1.2876 |
S1 |
1.2816 |
1.2846 |
|