CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 12-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2773 |
1.2864 |
0.0091 |
0.7% |
1.2597 |
| High |
1.2883 |
1.2948 |
0.0065 |
0.5% |
1.2831 |
| Low |
1.2771 |
1.2827 |
0.0056 |
0.4% |
1.2520 |
| Close |
1.2872 |
1.2905 |
0.0033 |
0.3% |
1.2810 |
| Range |
0.0112 |
0.0121 |
0.0009 |
8.0% |
0.0311 |
| ATR |
0.0100 |
0.0101 |
0.0002 |
1.5% |
0.0000 |
| Volume |
60,069 |
118,682 |
58,613 |
97.6% |
33,895 |
|
| Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3256 |
1.3202 |
1.2972 |
|
| R3 |
1.3135 |
1.3081 |
1.2938 |
|
| R2 |
1.3014 |
1.3014 |
1.2927 |
|
| R1 |
1.2960 |
1.2960 |
1.2916 |
1.2987 |
| PP |
1.2893 |
1.2893 |
1.2893 |
1.2907 |
| S1 |
1.2839 |
1.2839 |
1.2894 |
1.2866 |
| S2 |
1.2772 |
1.2772 |
1.2883 |
|
| S3 |
1.2651 |
1.2718 |
1.2872 |
|
| S4 |
1.2530 |
1.2597 |
1.2838 |
|
|
| 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 |
1.2948 |
1.2576 |
0.0372 |
2.9% |
0.0114 |
0.9% |
88% |
True |
False |
47,298 |
| 10 |
1.2948 |
1.2506 |
0.0442 |
3.4% |
0.0103 |
0.8% |
90% |
True |
False |
25,205 |
| 20 |
1.2948 |
1.2284 |
0.0664 |
5.1% |
0.0094 |
0.7% |
94% |
True |
False |
13,026 |
| 40 |
1.2948 |
1.2069 |
0.0879 |
6.8% |
0.0103 |
0.8% |
95% |
True |
False |
6,876 |
| 60 |
1.2948 |
1.2069 |
0.0879 |
6.8% |
0.0104 |
0.8% |
95% |
True |
False |
4,656 |
| 80 |
1.2948 |
1.2069 |
0.0879 |
6.8% |
0.0102 |
0.8% |
95% |
True |
False |
3,517 |
| 100 |
1.3300 |
1.2069 |
0.1231 |
9.5% |
0.0091 |
0.7% |
68% |
False |
False |
2,821 |
| 120 |
1.3364 |
1.2069 |
0.1295 |
10.0% |
0.0079 |
0.6% |
65% |
False |
False |
2,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3462 |
|
2.618 |
1.3265 |
|
1.618 |
1.3144 |
|
1.000 |
1.3069 |
|
0.618 |
1.3023 |
|
HIGH |
1.2948 |
|
0.618 |
1.2902 |
|
0.500 |
1.2888 |
|
0.382 |
1.2873 |
|
LOW |
1.2827 |
|
0.618 |
1.2752 |
|
1.000 |
1.2706 |
|
1.618 |
1.2631 |
|
2.618 |
1.2510 |
|
4.250 |
1.2313 |
|
|
| Fisher Pivots for day following 12-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2899 |
1.2889 |
| PP |
1.2893 |
1.2874 |
| S1 |
1.2888 |
1.2858 |
|