CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 21-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3057 |
1.2977 |
-0.0080 |
-0.6% |
1.3135 |
| High |
1.3070 |
1.3059 |
-0.0011 |
-0.1% |
1.3183 |
| Low |
1.2930 |
1.2966 |
0.0036 |
0.3% |
1.2930 |
| Close |
1.2981 |
1.3001 |
0.0020 |
0.2% |
1.3001 |
| Range |
0.0140 |
0.0093 |
-0.0047 |
-33.6% |
0.0253 |
| ATR |
0.0111 |
0.0109 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
277,597 |
281,069 |
3,472 |
1.3% |
1,286,757 |
|
| Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3288 |
1.3237 |
1.3052 |
|
| R3 |
1.3195 |
1.3144 |
1.3027 |
|
| R2 |
1.3102 |
1.3102 |
1.3018 |
|
| R1 |
1.3051 |
1.3051 |
1.3010 |
1.3077 |
| PP |
1.3009 |
1.3009 |
1.3009 |
1.3021 |
| S1 |
1.2958 |
1.2958 |
1.2992 |
1.2984 |
| S2 |
1.2916 |
1.2916 |
1.2984 |
|
| S3 |
1.2823 |
1.2865 |
1.2975 |
|
| S4 |
1.2730 |
1.2772 |
1.2950 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3797 |
1.3652 |
1.3140 |
|
| R3 |
1.3544 |
1.3399 |
1.3071 |
|
| R2 |
1.3291 |
1.3291 |
1.3047 |
|
| R1 |
1.3146 |
1.3146 |
1.3024 |
1.3092 |
| PP |
1.3038 |
1.3038 |
1.3038 |
1.3011 |
| S1 |
1.2893 |
1.2893 |
1.2978 |
1.2839 |
| S2 |
1.2785 |
1.2785 |
1.2955 |
|
| S3 |
1.2532 |
1.2640 |
1.2931 |
|
| S4 |
1.2279 |
1.2387 |
1.2862 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3183 |
1.2930 |
0.0253 |
1.9% |
0.0101 |
0.8% |
28% |
False |
False |
257,351 |
| 10 |
1.3183 |
1.2768 |
0.0415 |
3.2% |
0.0116 |
0.9% |
56% |
False |
False |
201,243 |
| 20 |
1.3183 |
1.2484 |
0.0699 |
5.4% |
0.0106 |
0.8% |
74% |
False |
False |
102,796 |
| 40 |
1.3183 |
1.2160 |
0.1023 |
7.9% |
0.0106 |
0.8% |
82% |
False |
False |
51,745 |
| 60 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0108 |
0.8% |
84% |
False |
False |
34,652 |
| 80 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0106 |
0.8% |
84% |
False |
False |
26,021 |
| 100 |
1.3233 |
1.2069 |
0.1164 |
9.0% |
0.0097 |
0.7% |
80% |
False |
False |
20,826 |
| 120 |
1.3300 |
1.2069 |
0.1231 |
9.5% |
0.0085 |
0.7% |
76% |
False |
False |
17,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3454 |
|
2.618 |
1.3302 |
|
1.618 |
1.3209 |
|
1.000 |
1.3152 |
|
0.618 |
1.3116 |
|
HIGH |
1.3059 |
|
0.618 |
1.3023 |
|
0.500 |
1.3013 |
|
0.382 |
1.3002 |
|
LOW |
1.2966 |
|
0.618 |
1.2909 |
|
1.000 |
1.2873 |
|
1.618 |
1.2816 |
|
2.618 |
1.2723 |
|
4.250 |
1.2571 |
|
|
| Fisher Pivots for day following 21-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3013 |
1.3014 |
| PP |
1.3009 |
1.3009 |
| S1 |
1.3005 |
1.3005 |
|