CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 08-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2012 |
08-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3036 |
1.3032 |
-0.0004 |
0.0% |
1.2900 |
| High |
1.3085 |
1.3032 |
-0.0053 |
-0.4% |
1.3085 |
| Low |
1.3022 |
1.2960 |
-0.0062 |
-0.5% |
1.2900 |
| Close |
1.3055 |
1.2997 |
-0.0058 |
-0.4% |
1.3055 |
| Range |
0.0063 |
0.0072 |
0.0009 |
14.3% |
0.0185 |
| ATR |
0.0086 |
0.0086 |
0.0001 |
0.8% |
0.0000 |
| Volume |
245 |
136 |
-109 |
-44.5% |
703 |
|
| Daily Pivots for day following 08-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3212 |
1.3177 |
1.3037 |
|
| R3 |
1.3140 |
1.3105 |
1.3017 |
|
| R2 |
1.3068 |
1.3068 |
1.3010 |
|
| R1 |
1.3033 |
1.3033 |
1.3004 |
1.3015 |
| PP |
1.2996 |
1.2996 |
1.2996 |
1.2987 |
| S1 |
1.2961 |
1.2961 |
1.2990 |
1.2943 |
| S2 |
1.2924 |
1.2924 |
1.2984 |
|
| S3 |
1.2852 |
1.2889 |
1.2977 |
|
| S4 |
1.2780 |
1.2817 |
1.2957 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3568 |
1.3497 |
1.3157 |
|
| R3 |
1.3383 |
1.3312 |
1.3106 |
|
| R2 |
1.3198 |
1.3198 |
1.3089 |
|
| R1 |
1.3127 |
1.3127 |
1.3072 |
1.3163 |
| PP |
1.3013 |
1.3013 |
1.3013 |
1.3031 |
| S1 |
1.2942 |
1.2942 |
1.3038 |
1.2978 |
| S2 |
1.2828 |
1.2828 |
1.3021 |
|
| S3 |
1.2643 |
1.2757 |
1.3004 |
|
| S4 |
1.2458 |
1.2572 |
1.2953 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3085 |
1.2909 |
0.0176 |
1.4% |
0.0072 |
0.6% |
50% |
False |
False |
144 |
| 10 |
1.3085 |
1.2859 |
0.0226 |
1.7% |
0.0077 |
0.6% |
61% |
False |
False |
159 |
| 20 |
1.3188 |
1.2794 |
0.0394 |
3.0% |
0.0090 |
0.7% |
52% |
False |
False |
139 |
| 40 |
1.3188 |
1.2310 |
0.0878 |
6.8% |
0.0060 |
0.5% |
78% |
False |
False |
76 |
| 60 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0053 |
0.4% |
83% |
False |
False |
53 |
| 80 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0053 |
0.4% |
83% |
False |
False |
42 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0050 |
0.4% |
83% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3338 |
|
2.618 |
1.3220 |
|
1.618 |
1.3148 |
|
1.000 |
1.3104 |
|
0.618 |
1.3076 |
|
HIGH |
1.3032 |
|
0.618 |
1.3004 |
|
0.500 |
1.2996 |
|
0.382 |
1.2988 |
|
LOW |
1.2960 |
|
0.618 |
1.2916 |
|
1.000 |
1.2888 |
|
1.618 |
1.2844 |
|
2.618 |
1.2772 |
|
4.250 |
1.2654 |
|
|
| Fisher Pivots for day following 08-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2997 |
1.3015 |
| PP |
1.2996 |
1.3009 |
| S1 |
1.2996 |
1.3003 |
|