CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 19-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3124 |
1.3056 |
-0.0068 |
-0.5% |
1.2820 |
| High |
1.3130 |
1.3097 |
-0.0033 |
-0.3% |
1.3179 |
| Low |
1.3041 |
1.3004 |
-0.0037 |
-0.3% |
1.2768 |
| Close |
1.3048 |
1.3074 |
0.0026 |
0.2% |
1.3128 |
| Range |
0.0089 |
0.0093 |
0.0004 |
4.5% |
0.0411 |
| ATR |
0.0109 |
0.0108 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
227,799 |
264,759 |
36,960 |
16.2% |
725,675 |
|
| Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3337 |
1.3299 |
1.3125 |
|
| R3 |
1.3244 |
1.3206 |
1.3100 |
|
| R2 |
1.3151 |
1.3151 |
1.3091 |
|
| R1 |
1.3113 |
1.3113 |
1.3083 |
1.3132 |
| PP |
1.3058 |
1.3058 |
1.3058 |
1.3068 |
| S1 |
1.3020 |
1.3020 |
1.3065 |
1.3039 |
| S2 |
1.2965 |
1.2965 |
1.3057 |
|
| S3 |
1.2872 |
1.2927 |
1.3048 |
|
| S4 |
1.2779 |
1.2834 |
1.3023 |
|
|
| 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 |
1.2838 |
0.0345 |
2.6% |
0.0128 |
1.0% |
68% |
False |
False |
248,391 |
| 10 |
1.3183 |
1.2576 |
0.0607 |
4.6% |
0.0121 |
0.9% |
82% |
False |
False |
147,845 |
| 20 |
1.3183 |
1.2453 |
0.0730 |
5.6% |
0.0103 |
0.8% |
85% |
False |
False |
74,987 |
| 40 |
1.3183 |
1.2088 |
0.1095 |
8.4% |
0.0107 |
0.8% |
90% |
False |
False |
37,820 |
| 60 |
1.3183 |
1.2069 |
0.1114 |
8.5% |
0.0106 |
0.8% |
90% |
False |
False |
25,346 |
| 80 |
1.3183 |
1.2069 |
0.1114 |
8.5% |
0.0105 |
0.8% |
90% |
False |
False |
19,039 |
| 100 |
1.3300 |
1.2069 |
0.1231 |
9.4% |
0.0096 |
0.7% |
82% |
False |
False |
15,240 |
| 120 |
1.3355 |
1.2069 |
0.1286 |
9.8% |
0.0083 |
0.6% |
78% |
False |
False |
12,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3492 |
|
2.618 |
1.3340 |
|
1.618 |
1.3247 |
|
1.000 |
1.3190 |
|
0.618 |
1.3154 |
|
HIGH |
1.3097 |
|
0.618 |
1.3061 |
|
0.500 |
1.3051 |
|
0.382 |
1.3040 |
|
LOW |
1.3004 |
|
0.618 |
1.2947 |
|
1.000 |
1.2911 |
|
1.618 |
1.2854 |
|
2.618 |
1.2761 |
|
4.250 |
1.2609 |
|
|
| Fisher Pivots for day following 19-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3066 |
1.3094 |
| PP |
1.3058 |
1.3087 |
| S1 |
1.3051 |
1.3081 |
|