CME Euro FX (E) Future December 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 |
1.2909 |
1.2995 |
0.0086 |
0.7% |
1.2820 |
| High |
1.3015 |
1.3179 |
0.0164 |
1.3% |
1.3179 |
| Low |
1.2838 |
1.2990 |
0.0152 |
1.2% |
1.2768 |
| Close |
1.2995 |
1.3128 |
0.0133 |
1.0% |
1.3128 |
| Range |
0.0177 |
0.0189 |
0.0012 |
6.8% |
0.0411 |
| ATR |
0.0107 |
0.0112 |
0.0006 |
5.5% |
0.0000 |
| Volume |
184,183 |
329,684 |
145,501 |
79.0% |
725,675 |
|
| Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3666 |
1.3586 |
1.3232 |
|
| R3 |
1.3477 |
1.3397 |
1.3180 |
|
| R2 |
1.3288 |
1.3288 |
1.3163 |
|
| R1 |
1.3208 |
1.3208 |
1.3145 |
1.3248 |
| PP |
1.3099 |
1.3099 |
1.3099 |
1.3119 |
| S1 |
1.3019 |
1.3019 |
1.3111 |
1.3059 |
| S2 |
1.2910 |
1.2910 |
1.3093 |
|
| S3 |
1.2721 |
1.2830 |
1.3076 |
|
| S4 |
1.2532 |
1.2641 |
1.3024 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4258 |
1.4104 |
1.3354 |
|
| R3 |
1.3847 |
1.3693 |
1.3241 |
|
| R2 |
1.3436 |
1.3436 |
1.3203 |
|
| R1 |
1.3282 |
1.3282 |
1.3166 |
1.3359 |
| PP |
1.3025 |
1.3025 |
1.3025 |
1.3064 |
| S1 |
1.2871 |
1.2871 |
1.3090 |
1.2948 |
| S2 |
1.2614 |
1.2614 |
1.3053 |
|
| S3 |
1.2203 |
1.2460 |
1.3015 |
|
| S4 |
1.1792 |
1.2049 |
1.2902 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3179 |
1.2768 |
0.0411 |
3.1% |
0.0131 |
1.0% |
88% |
True |
False |
145,135 |
| 10 |
1.3179 |
1.2512 |
0.0667 |
5.1% |
0.0127 |
1.0% |
92% |
True |
False |
76,301 |
| 20 |
1.3179 |
1.2309 |
0.0870 |
6.6% |
0.0104 |
0.8% |
94% |
True |
False |
38,674 |
| 40 |
1.3179 |
1.2069 |
0.1110 |
8.5% |
0.0108 |
0.8% |
95% |
True |
False |
19,683 |
| 60 |
1.3179 |
1.2069 |
0.1110 |
8.5% |
0.0106 |
0.8% |
95% |
True |
False |
13,219 |
| 80 |
1.3179 |
1.2069 |
0.1110 |
8.5% |
0.0105 |
0.8% |
95% |
True |
False |
9,940 |
| 100 |
1.3300 |
1.2069 |
0.1231 |
9.4% |
0.0094 |
0.7% |
86% |
False |
False |
7,960 |
| 120 |
1.3355 |
1.2069 |
0.1286 |
9.8% |
0.0081 |
0.6% |
82% |
False |
False |
6,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3982 |
|
2.618 |
1.3674 |
|
1.618 |
1.3485 |
|
1.000 |
1.3368 |
|
0.618 |
1.3296 |
|
HIGH |
1.3179 |
|
0.618 |
1.3107 |
|
0.500 |
1.3085 |
|
0.382 |
1.3062 |
|
LOW |
1.2990 |
|
0.618 |
1.2873 |
|
1.000 |
1.2801 |
|
1.618 |
1.2684 |
|
2.618 |
1.2495 |
|
4.250 |
1.2187 |
|
|
| Fisher Pivots for day following 14-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3114 |
1.3086 |
| PP |
1.3099 |
1.3045 |
| S1 |
1.3085 |
1.3003 |
|