CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 26-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2980 |
1.2953 |
-0.0027 |
-0.2% |
1.3045 |
| High |
1.3037 |
1.2964 |
-0.0073 |
-0.6% |
1.3096 |
| Low |
1.2952 |
1.2900 |
-0.0052 |
-0.4% |
1.2900 |
| Close |
1.2967 |
1.2951 |
-0.0016 |
-0.1% |
1.2951 |
| Range |
0.0085 |
0.0064 |
-0.0021 |
-24.7% |
0.0196 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
178 |
188 |
10 |
5.6% |
725 |
|
| Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3130 |
1.3105 |
1.2986 |
|
| R3 |
1.3066 |
1.3041 |
1.2969 |
|
| R2 |
1.3002 |
1.3002 |
1.2963 |
|
| R1 |
1.2977 |
1.2977 |
1.2957 |
1.2958 |
| PP |
1.2938 |
1.2938 |
1.2938 |
1.2929 |
| S1 |
1.2913 |
1.2913 |
1.2945 |
1.2894 |
| S2 |
1.2874 |
1.2874 |
1.2939 |
|
| S3 |
1.2810 |
1.2849 |
1.2933 |
|
| S4 |
1.2746 |
1.2785 |
1.2916 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3570 |
1.3457 |
1.3059 |
|
| R3 |
1.3374 |
1.3261 |
1.3005 |
|
| R2 |
1.3178 |
1.3178 |
1.2987 |
|
| R1 |
1.3065 |
1.3065 |
1.2969 |
1.3024 |
| PP |
1.2982 |
1.2982 |
1.2982 |
1.2962 |
| S1 |
1.2869 |
1.2869 |
1.2933 |
1.2828 |
| S2 |
1.2786 |
1.2786 |
1.2915 |
|
| S3 |
1.2590 |
1.2673 |
1.2897 |
|
| S4 |
1.2394 |
1.2477 |
1.2843 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3096 |
1.2900 |
0.0196 |
1.5% |
0.0076 |
0.6% |
26% |
False |
True |
145 |
| 10 |
1.3155 |
1.2900 |
0.0255 |
2.0% |
0.0074 |
0.6% |
20% |
False |
True |
165 |
| 20 |
1.3155 |
1.2860 |
0.0295 |
2.3% |
0.0075 |
0.6% |
31% |
False |
False |
147 |
| 40 |
1.3188 |
1.2588 |
0.0600 |
4.6% |
0.0080 |
0.6% |
61% |
False |
False |
124 |
| 60 |
1.3188 |
1.2300 |
0.0888 |
6.9% |
0.0059 |
0.5% |
73% |
False |
False |
86 |
| 80 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0057 |
0.4% |
78% |
False |
False |
67 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0056 |
0.4% |
78% |
False |
False |
55 |
| 120 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0052 |
0.4% |
78% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3236 |
|
2.618 |
1.3132 |
|
1.618 |
1.3068 |
|
1.000 |
1.3028 |
|
0.618 |
1.3004 |
|
HIGH |
1.2964 |
|
0.618 |
1.2940 |
|
0.500 |
1.2932 |
|
0.382 |
1.2924 |
|
LOW |
1.2900 |
|
0.618 |
1.2860 |
|
1.000 |
1.2836 |
|
1.618 |
1.2796 |
|
2.618 |
1.2732 |
|
4.250 |
1.2628 |
|
|
| Fisher Pivots for day following 26-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2945 |
1.2969 |
| PP |
1.2938 |
1.2963 |
| S1 |
1.2932 |
1.2957 |
|