CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 18-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3135 |
1.3124 |
-0.0011 |
-0.1% |
1.2820 |
| High |
1.3183 |
1.3130 |
-0.0053 |
-0.4% |
1.3179 |
| Low |
1.3093 |
1.3041 |
-0.0052 |
-0.4% |
1.2768 |
| Close |
1.3116 |
1.3048 |
-0.0068 |
-0.5% |
1.3128 |
| Range |
0.0090 |
0.0089 |
-0.0001 |
-1.1% |
0.0411 |
| ATR |
0.0111 |
0.0109 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
235,533 |
227,799 |
-7,734 |
-3.3% |
725,675 |
|
| Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3340 |
1.3283 |
1.3097 |
|
| R3 |
1.3251 |
1.3194 |
1.3072 |
|
| R2 |
1.3162 |
1.3162 |
1.3064 |
|
| R1 |
1.3105 |
1.3105 |
1.3056 |
1.3089 |
| PP |
1.3073 |
1.3073 |
1.3073 |
1.3065 |
| S1 |
1.3016 |
1.3016 |
1.3040 |
1.3000 |
| S2 |
1.2984 |
1.2984 |
1.3032 |
|
| S3 |
1.2895 |
1.2927 |
1.3024 |
|
| S4 |
1.2806 |
1.2838 |
1.2999 |
|
|
| 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 |
1.3183 |
1.2827 |
0.0356 |
2.7% |
0.0133 |
1.0% |
62% |
False |
False |
219,176 |
| 10 |
1.3183 |
1.2520 |
0.0663 |
5.1% |
0.0123 |
0.9% |
80% |
False |
False |
122,016 |
| 20 |
1.3183 |
1.2366 |
0.0817 |
6.3% |
0.0105 |
0.8% |
83% |
False |
False |
61,770 |
| 40 |
1.3183 |
1.2069 |
0.1114 |
8.5% |
0.0107 |
0.8% |
88% |
False |
False |
31,233 |
| 60 |
1.3183 |
1.2069 |
0.1114 |
8.5% |
0.0105 |
0.8% |
88% |
False |
False |
20,937 |
| 80 |
1.3183 |
1.2069 |
0.1114 |
8.5% |
0.0105 |
0.8% |
88% |
False |
False |
15,730 |
| 100 |
1.3300 |
1.2069 |
0.1231 |
9.4% |
0.0095 |
0.7% |
80% |
False |
False |
12,593 |
| 120 |
1.3355 |
1.2069 |
0.1286 |
9.9% |
0.0082 |
0.6% |
76% |
False |
False |
10,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3508 |
|
2.618 |
1.3363 |
|
1.618 |
1.3274 |
|
1.000 |
1.3219 |
|
0.618 |
1.3185 |
|
HIGH |
1.3130 |
|
0.618 |
1.3096 |
|
0.500 |
1.3086 |
|
0.382 |
1.3075 |
|
LOW |
1.3041 |
|
0.618 |
1.2986 |
|
1.000 |
1.2952 |
|
1.618 |
1.2897 |
|
2.618 |
1.2808 |
|
4.250 |
1.2663 |
|
|
| Fisher Pivots for day following 18-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3086 |
1.3087 |
| PP |
1.3073 |
1.3074 |
| S1 |
1.3061 |
1.3061 |
|