CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 11-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2820 |
1.2773 |
-0.0047 |
-0.4% |
1.2597 |
| High |
1.2823 |
1.2883 |
0.0060 |
0.5% |
1.2831 |
| Low |
1.2768 |
1.2771 |
0.0003 |
0.0% |
1.2520 |
| Close |
1.2782 |
1.2872 |
0.0090 |
0.7% |
1.2810 |
| Range |
0.0055 |
0.0112 |
0.0057 |
103.6% |
0.0311 |
| ATR |
0.0099 |
0.0100 |
0.0001 |
1.0% |
0.0000 |
| Volume |
33,057 |
60,069 |
27,012 |
81.7% |
33,895 |
|
| Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3178 |
1.3137 |
1.2934 |
|
| R3 |
1.3066 |
1.3025 |
1.2903 |
|
| R2 |
1.2954 |
1.2954 |
1.2893 |
|
| R1 |
1.2913 |
1.2913 |
1.2882 |
1.2934 |
| PP |
1.2842 |
1.2842 |
1.2842 |
1.2852 |
| S1 |
1.2801 |
1.2801 |
1.2862 |
1.2822 |
| S2 |
1.2730 |
1.2730 |
1.2851 |
|
| S3 |
1.2618 |
1.2689 |
1.2841 |
|
| S4 |
1.2506 |
1.2577 |
1.2810 |
|
|
| 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 |
1.2883 |
1.2520 |
0.0363 |
2.8% |
0.0113 |
0.9% |
97% |
True |
False |
24,857 |
| 10 |
1.2883 |
1.2484 |
0.0399 |
3.1% |
0.0101 |
0.8% |
97% |
True |
False |
13,400 |
| 20 |
1.2883 |
1.2284 |
0.0599 |
4.7% |
0.0092 |
0.7% |
98% |
True |
False |
7,123 |
| 40 |
1.2883 |
1.2069 |
0.0814 |
6.3% |
0.0103 |
0.8% |
99% |
True |
False |
3,922 |
| 60 |
1.2883 |
1.2069 |
0.0814 |
6.3% |
0.0105 |
0.8% |
99% |
True |
False |
2,680 |
| 80 |
1.2883 |
1.2069 |
0.0814 |
6.3% |
0.0102 |
0.8% |
99% |
True |
False |
2,034 |
| 100 |
1.3300 |
1.2069 |
0.1231 |
9.6% |
0.0090 |
0.7% |
65% |
False |
False |
1,634 |
| 120 |
1.3364 |
1.2069 |
0.1295 |
10.1% |
0.0078 |
0.6% |
62% |
False |
False |
1,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3359 |
|
2.618 |
1.3176 |
|
1.618 |
1.3064 |
|
1.000 |
1.2995 |
|
0.618 |
1.2952 |
|
HIGH |
1.2883 |
|
0.618 |
1.2840 |
|
0.500 |
1.2827 |
|
0.382 |
1.2814 |
|
LOW |
1.2771 |
|
0.618 |
1.2702 |
|
1.000 |
1.2659 |
|
1.618 |
1.2590 |
|
2.618 |
1.2478 |
|
4.250 |
1.2295 |
|
|
| Fisher Pivots for day following 11-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2857 |
1.2835 |
| PP |
1.2842 |
1.2799 |
| S1 |
1.2827 |
1.2762 |
|