CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 14-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2899 |
1.2988 |
0.0089 |
0.7% |
1.2809 |
| High |
1.3004 |
1.3169 |
0.0165 |
1.3% |
1.3169 |
| Low |
1.2855 |
1.2980 |
0.0125 |
1.0% |
1.2756 |
| Close |
1.2986 |
1.3118 |
0.0132 |
1.0% |
1.3118 |
| Range |
0.0149 |
0.0189 |
0.0040 |
26.8% |
0.0413 |
| ATR |
0.0109 |
0.0115 |
0.0006 |
5.2% |
0.0000 |
| Volume |
346,801 |
109,323 |
-237,478 |
-68.5% |
1,342,809 |
|
| Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3656 |
1.3576 |
1.3222 |
|
| R3 |
1.3467 |
1.3387 |
1.3170 |
|
| R2 |
1.3278 |
1.3278 |
1.3153 |
|
| R1 |
1.3198 |
1.3198 |
1.3135 |
1.3238 |
| PP |
1.3089 |
1.3089 |
1.3089 |
1.3109 |
| S1 |
1.3009 |
1.3009 |
1.3101 |
1.3049 |
| S2 |
1.2900 |
1.2900 |
1.3083 |
|
| S3 |
1.2711 |
1.2820 |
1.3066 |
|
| S4 |
1.2522 |
1.2631 |
1.3014 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4253 |
1.4099 |
1.3345 |
|
| R3 |
1.3840 |
1.3686 |
1.3232 |
|
| R2 |
1.3427 |
1.3427 |
1.3194 |
|
| R1 |
1.3273 |
1.3273 |
1.3156 |
1.3350 |
| PP |
1.3014 |
1.3014 |
1.3014 |
1.3053 |
| S1 |
1.2860 |
1.2860 |
1.3080 |
1.2937 |
| S2 |
1.2601 |
1.2601 |
1.3042 |
|
| S3 |
1.2188 |
1.2447 |
1.3004 |
|
| S4 |
1.1775 |
1.2034 |
1.2891 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3169 |
1.2756 |
0.0413 |
3.1% |
0.0126 |
1.0% |
88% |
True |
False |
268,561 |
| 10 |
1.3169 |
1.2496 |
0.0673 |
5.1% |
0.0126 |
1.0% |
92% |
True |
False |
287,556 |
| 20 |
1.3169 |
1.2292 |
0.0877 |
6.7% |
0.0106 |
0.8% |
94% |
True |
False |
244,244 |
| 40 |
1.3169 |
1.2051 |
0.1118 |
8.5% |
0.0113 |
0.9% |
95% |
True |
False |
240,809 |
| 60 |
1.3169 |
1.2051 |
0.1118 |
8.5% |
0.0113 |
0.9% |
95% |
True |
False |
244,580 |
| 80 |
1.3169 |
1.2051 |
0.1118 |
8.5% |
0.0117 |
0.9% |
95% |
True |
False |
204,089 |
| 100 |
1.3292 |
1.2051 |
0.1241 |
9.5% |
0.0110 |
0.8% |
86% |
False |
False |
163,362 |
| 120 |
1.3390 |
1.2051 |
0.1339 |
10.2% |
0.0106 |
0.8% |
80% |
False |
False |
136,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3972 |
|
2.618 |
1.3664 |
|
1.618 |
1.3475 |
|
1.000 |
1.3358 |
|
0.618 |
1.3286 |
|
HIGH |
1.3169 |
|
0.618 |
1.3097 |
|
0.500 |
1.3075 |
|
0.382 |
1.3052 |
|
LOW |
1.2980 |
|
0.618 |
1.2863 |
|
1.000 |
1.2791 |
|
1.618 |
1.2674 |
|
2.618 |
1.2485 |
|
4.250 |
1.2177 |
|
|
| Fisher Pivots for day following 14-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3104 |
1.3076 |
| PP |
1.3089 |
1.3034 |
| S1 |
1.3075 |
1.2992 |
|