CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 13-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2854 |
1.2899 |
0.0045 |
0.4% |
1.2581 |
| High |
1.2938 |
1.3004 |
0.0066 |
0.5% |
1.2820 |
| Low |
1.2815 |
1.2855 |
0.0040 |
0.3% |
1.2503 |
| Close |
1.2895 |
1.2986 |
0.0091 |
0.7% |
1.2798 |
| Range |
0.0123 |
0.0149 |
0.0026 |
21.1% |
0.0317 |
| ATR |
0.0106 |
0.0109 |
0.0003 |
2.9% |
0.0000 |
| Volume |
404,035 |
346,801 |
-57,234 |
-14.2% |
1,220,108 |
|
| Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3395 |
1.3340 |
1.3068 |
|
| R3 |
1.3246 |
1.3191 |
1.3027 |
|
| R2 |
1.3097 |
1.3097 |
1.3013 |
|
| R1 |
1.3042 |
1.3042 |
1.3000 |
1.3070 |
| PP |
1.2948 |
1.2948 |
1.2948 |
1.2962 |
| S1 |
1.2893 |
1.2893 |
1.2972 |
1.2921 |
| S2 |
1.2799 |
1.2799 |
1.2959 |
|
| S3 |
1.2650 |
1.2744 |
1.2945 |
|
| S4 |
1.2501 |
1.2595 |
1.2904 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3658 |
1.3545 |
1.2972 |
|
| R3 |
1.3341 |
1.3228 |
1.2885 |
|
| R2 |
1.3024 |
1.3024 |
1.2856 |
|
| R1 |
1.2911 |
1.2911 |
1.2827 |
1.2968 |
| PP |
1.2707 |
1.2707 |
1.2707 |
1.2735 |
| S1 |
1.2594 |
1.2594 |
1.2769 |
1.2651 |
| S2 |
1.2390 |
1.2390 |
1.2740 |
|
| S3 |
1.2073 |
1.2277 |
1.2711 |
|
| S4 |
1.1756 |
1.1960 |
1.2624 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3004 |
1.2627 |
0.0377 |
2.9% |
0.0127 |
1.0% |
95% |
True |
False |
311,677 |
| 10 |
1.3004 |
1.2488 |
0.0516 |
4.0% |
0.0115 |
0.9% |
97% |
True |
False |
292,892 |
| 20 |
1.3004 |
1.2258 |
0.0746 |
5.7% |
0.0103 |
0.8% |
98% |
True |
False |
249,828 |
| 40 |
1.3004 |
1.2051 |
0.0953 |
7.3% |
0.0111 |
0.9% |
98% |
True |
False |
244,385 |
| 60 |
1.3004 |
1.2051 |
0.0953 |
7.3% |
0.0112 |
0.9% |
98% |
True |
False |
247,615 |
| 80 |
1.3004 |
1.2051 |
0.0953 |
7.3% |
0.0116 |
0.9% |
98% |
True |
False |
202,728 |
| 100 |
1.3292 |
1.2051 |
0.1241 |
9.6% |
0.0109 |
0.8% |
75% |
False |
False |
162,272 |
| 120 |
1.3396 |
1.2051 |
0.1345 |
10.4% |
0.0105 |
0.8% |
70% |
False |
False |
135,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3637 |
|
2.618 |
1.3394 |
|
1.618 |
1.3245 |
|
1.000 |
1.3153 |
|
0.618 |
1.3096 |
|
HIGH |
1.3004 |
|
0.618 |
1.2947 |
|
0.500 |
1.2930 |
|
0.382 |
1.2912 |
|
LOW |
1.2855 |
|
0.618 |
1.2763 |
|
1.000 |
1.2706 |
|
1.618 |
1.2614 |
|
2.618 |
1.2465 |
|
4.250 |
1.2222 |
|
|
| Fisher Pivots for day following 13-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2967 |
1.2951 |
| PP |
1.2948 |
1.2916 |
| S1 |
1.2930 |
1.2881 |
|