CME Euro FX (E) Future December 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 |
1.2864 |
1.2909 |
0.0045 |
0.3% |
1.2597 |
| High |
1.2948 |
1.3015 |
0.0067 |
0.5% |
1.2831 |
| Low |
1.2827 |
1.2838 |
0.0011 |
0.1% |
1.2520 |
| Close |
1.2905 |
1.2995 |
0.0090 |
0.7% |
1.2810 |
| Range |
0.0121 |
0.0177 |
0.0056 |
46.3% |
0.0311 |
| ATR |
0.0101 |
0.0107 |
0.0005 |
5.4% |
0.0000 |
| Volume |
118,682 |
184,183 |
65,501 |
55.2% |
33,895 |
|
| Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3480 |
1.3415 |
1.3092 |
|
| R3 |
1.3303 |
1.3238 |
1.3044 |
|
| R2 |
1.3126 |
1.3126 |
1.3027 |
|
| R1 |
1.3061 |
1.3061 |
1.3011 |
1.3094 |
| PP |
1.2949 |
1.2949 |
1.2949 |
1.2966 |
| S1 |
1.2884 |
1.2884 |
1.2979 |
1.2917 |
| S2 |
1.2772 |
1.2772 |
1.2963 |
|
| S3 |
1.2595 |
1.2707 |
1.2946 |
|
| S4 |
1.2418 |
1.2530 |
1.2898 |
|
|
| 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 |
1.3015 |
1.2641 |
0.0374 |
2.9% |
0.0131 |
1.0% |
95% |
True |
False |
81,665 |
| 10 |
1.3015 |
1.2506 |
0.0509 |
3.9% |
0.0115 |
0.9% |
96% |
True |
False |
43,408 |
| 20 |
1.3015 |
1.2284 |
0.0731 |
5.6% |
0.0100 |
0.8% |
97% |
True |
False |
22,208 |
| 40 |
1.3015 |
1.2069 |
0.0946 |
7.3% |
0.0105 |
0.8% |
98% |
True |
False |
11,470 |
| 60 |
1.3015 |
1.2069 |
0.0946 |
7.3% |
0.0104 |
0.8% |
98% |
True |
False |
7,725 |
| 80 |
1.3015 |
1.2069 |
0.0946 |
7.3% |
0.0103 |
0.8% |
98% |
True |
False |
5,819 |
| 100 |
1.3300 |
1.2069 |
0.1231 |
9.5% |
0.0093 |
0.7% |
75% |
False |
False |
4,663 |
| 120 |
1.3356 |
1.2069 |
0.1287 |
9.9% |
0.0079 |
0.6% |
72% |
False |
False |
3,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3767 |
|
2.618 |
1.3478 |
|
1.618 |
1.3301 |
|
1.000 |
1.3192 |
|
0.618 |
1.3124 |
|
HIGH |
1.3015 |
|
0.618 |
1.2947 |
|
0.500 |
1.2927 |
|
0.382 |
1.2906 |
|
LOW |
1.2838 |
|
0.618 |
1.2729 |
|
1.000 |
1.2661 |
|
1.618 |
1.2552 |
|
2.618 |
1.2375 |
|
4.250 |
1.2086 |
|
|
| Fisher Pivots for day following 13-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2972 |
1.2961 |
| PP |
1.2949 |
1.2927 |
| S1 |
1.2927 |
1.2893 |
|