CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 22-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3075 |
1.3034 |
-0.0041 |
-0.3% |
1.2963 |
| High |
1.3084 |
1.3090 |
0.0006 |
0.0% |
1.3147 |
| Low |
1.3019 |
1.3022 |
0.0003 |
0.0% |
1.2898 |
| Close |
1.3030 |
1.3052 |
0.0022 |
0.2% |
1.3030 |
| Range |
0.0065 |
0.0068 |
0.0003 |
4.6% |
0.0249 |
| ATR |
0.0098 |
0.0096 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
217,244 |
205,135 |
-12,109 |
-5.6% |
1,159,859 |
|
| Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3259 |
1.3223 |
1.3089 |
|
| R3 |
1.3191 |
1.3155 |
1.3071 |
|
| R2 |
1.3123 |
1.3123 |
1.3064 |
|
| R1 |
1.3087 |
1.3087 |
1.3058 |
1.3105 |
| PP |
1.3055 |
1.3055 |
1.3055 |
1.3064 |
| S1 |
1.3019 |
1.3019 |
1.3046 |
1.3037 |
| S2 |
1.2987 |
1.2987 |
1.3040 |
|
| S3 |
1.2919 |
1.2951 |
1.3033 |
|
| S4 |
1.2851 |
1.2883 |
1.3015 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3772 |
1.3650 |
1.3167 |
|
| R3 |
1.3523 |
1.3401 |
1.3098 |
|
| R2 |
1.3274 |
1.3274 |
1.3076 |
|
| R1 |
1.3152 |
1.3152 |
1.3053 |
1.3213 |
| PP |
1.3025 |
1.3025 |
1.3025 |
1.3056 |
| S1 |
1.2903 |
1.2903 |
1.3007 |
1.2964 |
| S2 |
1.2776 |
1.2776 |
1.2984 |
|
| S3 |
1.2527 |
1.2654 |
1.2962 |
|
| S4 |
1.2278 |
1.2405 |
1.2893 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3147 |
1.2949 |
0.0198 |
1.5% |
0.0085 |
0.6% |
52% |
False |
False |
234,100 |
| 10 |
1.3147 |
1.2833 |
0.0314 |
2.4% |
0.0092 |
0.7% |
70% |
False |
False |
231,455 |
| 20 |
1.3147 |
1.2813 |
0.0334 |
2.6% |
0.0095 |
0.7% |
72% |
False |
False |
243,469 |
| 40 |
1.3183 |
1.2484 |
0.0699 |
5.4% |
0.0101 |
0.8% |
81% |
False |
False |
178,367 |
| 60 |
1.3183 |
1.2160 |
0.1023 |
7.8% |
0.0101 |
0.8% |
87% |
False |
False |
119,163 |
| 80 |
1.3183 |
1.2069 |
0.1114 |
8.5% |
0.0104 |
0.8% |
88% |
False |
False |
89,489 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.5% |
0.0104 |
0.8% |
88% |
False |
False |
71,619 |
| 120 |
1.3190 |
1.2069 |
0.1121 |
8.6% |
0.0097 |
0.7% |
88% |
False |
False |
59,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3379 |
|
2.618 |
1.3268 |
|
1.618 |
1.3200 |
|
1.000 |
1.3158 |
|
0.618 |
1.3132 |
|
HIGH |
1.3090 |
|
0.618 |
1.3064 |
|
0.500 |
1.3056 |
|
0.382 |
1.3048 |
|
LOW |
1.3022 |
|
0.618 |
1.2980 |
|
1.000 |
1.2954 |
|
1.618 |
1.2912 |
|
2.618 |
1.2844 |
|
4.250 |
1.2733 |
|
|
| Fisher Pivots for day following 22-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3056 |
1.3078 |
| PP |
1.3055 |
1.3069 |
| S1 |
1.3053 |
1.3061 |
|