CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 24-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2977 |
1.2988 |
0.0011 |
0.1% |
1.3135 |
| High |
1.3059 |
1.2991 |
-0.0068 |
-0.5% |
1.3183 |
| Low |
1.2966 |
1.2902 |
-0.0064 |
-0.5% |
1.2930 |
| Close |
1.3001 |
1.2947 |
-0.0054 |
-0.4% |
1.3001 |
| Range |
0.0093 |
0.0089 |
-0.0004 |
-4.3% |
0.0253 |
| ATR |
0.0109 |
0.0109 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
281,069 |
210,912 |
-70,157 |
-25.0% |
1,286,757 |
|
| Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3214 |
1.3169 |
1.2996 |
|
| R3 |
1.3125 |
1.3080 |
1.2971 |
|
| R2 |
1.3036 |
1.3036 |
1.2963 |
|
| R1 |
1.2991 |
1.2991 |
1.2955 |
1.2969 |
| PP |
1.2947 |
1.2947 |
1.2947 |
1.2936 |
| S1 |
1.2902 |
1.2902 |
1.2939 |
1.2880 |
| S2 |
1.2858 |
1.2858 |
1.2931 |
|
| S3 |
1.2769 |
1.2813 |
1.2923 |
|
| S4 |
1.2680 |
1.2724 |
1.2898 |
|
|
| 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 |
1.3130 |
1.2902 |
0.0228 |
1.8% |
0.0101 |
0.8% |
20% |
False |
True |
252,427 |
| 10 |
1.3183 |
1.2771 |
0.0412 |
3.2% |
0.0119 |
0.9% |
43% |
False |
False |
219,028 |
| 20 |
1.3183 |
1.2484 |
0.0699 |
5.4% |
0.0107 |
0.8% |
66% |
False |
False |
113,265 |
| 40 |
1.3183 |
1.2160 |
0.1023 |
7.9% |
0.0104 |
0.8% |
77% |
False |
False |
57,011 |
| 60 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0107 |
0.8% |
79% |
False |
False |
38,163 |
| 80 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0106 |
0.8% |
79% |
False |
False |
28,657 |
| 100 |
1.3190 |
1.2069 |
0.1121 |
8.7% |
0.0098 |
0.8% |
78% |
False |
False |
22,935 |
| 120 |
1.3300 |
1.2069 |
0.1231 |
9.5% |
0.0085 |
0.7% |
71% |
False |
False |
19,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3369 |
|
2.618 |
1.3224 |
|
1.618 |
1.3135 |
|
1.000 |
1.3080 |
|
0.618 |
1.3046 |
|
HIGH |
1.2991 |
|
0.618 |
1.2957 |
|
0.500 |
1.2947 |
|
0.382 |
1.2936 |
|
LOW |
1.2902 |
|
0.618 |
1.2847 |
|
1.000 |
1.2813 |
|
1.618 |
1.2758 |
|
2.618 |
1.2669 |
|
4.250 |
1.2524 |
|
|
| Fisher Pivots for day following 24-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2947 |
1.2986 |
| PP |
1.2947 |
1.2973 |
| S1 |
1.2947 |
1.2960 |
|