CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 10-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2643 |
1.2820 |
0.0177 |
1.4% |
1.2597 |
| High |
1.2831 |
1.2823 |
-0.0008 |
-0.1% |
1.2831 |
| Low |
1.2641 |
1.2768 |
0.0127 |
1.0% |
1.2520 |
| Close |
1.2810 |
1.2782 |
-0.0028 |
-0.2% |
1.2810 |
| Range |
0.0190 |
0.0055 |
-0.0135 |
-71.1% |
0.0311 |
| ATR |
0.0102 |
0.0099 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
12,334 |
33,057 |
20,723 |
168.0% |
33,895 |
|
| Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2956 |
1.2924 |
1.2812 |
|
| R3 |
1.2901 |
1.2869 |
1.2797 |
|
| R2 |
1.2846 |
1.2846 |
1.2792 |
|
| R1 |
1.2814 |
1.2814 |
1.2787 |
1.2803 |
| PP |
1.2791 |
1.2791 |
1.2791 |
1.2785 |
| S1 |
1.2759 |
1.2759 |
1.2777 |
1.2748 |
| S2 |
1.2736 |
1.2736 |
1.2772 |
|
| S3 |
1.2681 |
1.2704 |
1.2767 |
|
| S4 |
1.2626 |
1.2649 |
1.2752 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3653 |
1.3543 |
1.2981 |
|
| R3 |
1.3342 |
1.3232 |
1.2896 |
|
| R2 |
1.3031 |
1.3031 |
1.2867 |
|
| R1 |
1.2921 |
1.2921 |
1.2839 |
1.2976 |
| PP |
1.2720 |
1.2720 |
1.2720 |
1.2748 |
| S1 |
1.2610 |
1.2610 |
1.2781 |
1.2665 |
| S2 |
1.2409 |
1.2409 |
1.2753 |
|
| S3 |
1.2098 |
1.2299 |
1.2724 |
|
| S4 |
1.1787 |
1.1988 |
1.2639 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2831 |
1.2520 |
0.0311 |
2.4% |
0.0105 |
0.8% |
84% |
False |
False |
13,390 |
| 10 |
1.2831 |
1.2484 |
0.0347 |
2.7% |
0.0094 |
0.7% |
86% |
False |
False |
7,501 |
| 20 |
1.2831 |
1.2284 |
0.0547 |
4.3% |
0.0091 |
0.7% |
91% |
False |
False |
4,156 |
| 40 |
1.2831 |
1.2069 |
0.0762 |
6.0% |
0.0103 |
0.8% |
94% |
False |
False |
2,425 |
| 60 |
1.2831 |
1.2069 |
0.0762 |
6.0% |
0.0104 |
0.8% |
94% |
False |
False |
1,680 |
| 80 |
1.2833 |
1.2069 |
0.0764 |
6.0% |
0.0101 |
0.8% |
93% |
False |
False |
1,283 |
| 100 |
1.3300 |
1.2069 |
0.1231 |
9.6% |
0.0089 |
0.7% |
58% |
False |
False |
1,034 |
| 120 |
1.3364 |
1.2069 |
0.1295 |
10.1% |
0.0077 |
0.6% |
55% |
False |
False |
862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3057 |
|
2.618 |
1.2967 |
|
1.618 |
1.2912 |
|
1.000 |
1.2878 |
|
0.618 |
1.2857 |
|
HIGH |
1.2823 |
|
0.618 |
1.2802 |
|
0.500 |
1.2796 |
|
0.382 |
1.2789 |
|
LOW |
1.2768 |
|
0.618 |
1.2734 |
|
1.000 |
1.2713 |
|
1.618 |
1.2679 |
|
2.618 |
1.2624 |
|
4.250 |
1.2534 |
|
|
| Fisher Pivots for day following 10-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2796 |
1.2756 |
| PP |
1.2791 |
1.2730 |
| S1 |
1.2787 |
1.2704 |
|