CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 28-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2884 |
1.2924 |
0.0040 |
0.3% |
1.2988 |
| High |
1.2940 |
1.2971 |
0.0031 |
0.2% |
1.2991 |
| Low |
1.2839 |
1.2849 |
0.0010 |
0.1% |
1.2839 |
| Close |
1.2927 |
1.2862 |
-0.0065 |
-0.5% |
1.2862 |
| Range |
0.0101 |
0.0122 |
0.0021 |
20.8% |
0.0152 |
| ATR |
0.0106 |
0.0107 |
0.0001 |
1.1% |
0.0000 |
| Volume |
288,116 |
305,925 |
17,809 |
6.2% |
1,304,346 |
|
| Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3260 |
1.3183 |
1.2929 |
|
| R3 |
1.3138 |
1.3061 |
1.2896 |
|
| R2 |
1.3016 |
1.3016 |
1.2884 |
|
| R1 |
1.2939 |
1.2939 |
1.2873 |
1.2917 |
| PP |
1.2894 |
1.2894 |
1.2894 |
1.2883 |
| S1 |
1.2817 |
1.2817 |
1.2851 |
1.2795 |
| S2 |
1.2772 |
1.2772 |
1.2840 |
|
| S3 |
1.2650 |
1.2695 |
1.2828 |
|
| S4 |
1.2528 |
1.2573 |
1.2795 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3353 |
1.3260 |
1.2946 |
|
| R3 |
1.3201 |
1.3108 |
1.2904 |
|
| R2 |
1.3049 |
1.3049 |
1.2890 |
|
| R1 |
1.2956 |
1.2956 |
1.2876 |
1.2927 |
| PP |
1.2897 |
1.2897 |
1.2897 |
1.2883 |
| S1 |
1.2804 |
1.2804 |
1.2848 |
1.2775 |
| S2 |
1.2745 |
1.2745 |
1.2834 |
|
| S3 |
1.2593 |
1.2652 |
1.2820 |
|
| S4 |
1.2441 |
1.2500 |
1.2778 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2991 |
1.2839 |
0.0152 |
1.2% |
0.0098 |
0.8% |
15% |
False |
False |
260,869 |
| 10 |
1.3183 |
1.2839 |
0.0344 |
2.7% |
0.0099 |
0.8% |
7% |
False |
False |
259,110 |
| 20 |
1.3183 |
1.2512 |
0.0671 |
5.2% |
0.0113 |
0.9% |
52% |
False |
False |
167,706 |
| 40 |
1.3183 |
1.2191 |
0.0992 |
7.7% |
0.0101 |
0.8% |
68% |
False |
False |
84,278 |
| 60 |
1.3183 |
1.2069 |
0.1114 |
8.7% |
0.0104 |
0.8% |
71% |
False |
False |
56,379 |
| 80 |
1.3183 |
1.2069 |
0.1114 |
8.7% |
0.0105 |
0.8% |
71% |
False |
False |
42,317 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.7% |
0.0100 |
0.8% |
71% |
False |
False |
33,869 |
| 120 |
1.3300 |
1.2069 |
0.1231 |
9.6% |
0.0088 |
0.7% |
64% |
False |
False |
28,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3490 |
|
2.618 |
1.3290 |
|
1.618 |
1.3168 |
|
1.000 |
1.3093 |
|
0.618 |
1.3046 |
|
HIGH |
1.2971 |
|
0.618 |
1.2924 |
|
0.500 |
1.2910 |
|
0.382 |
1.2896 |
|
LOW |
1.2849 |
|
0.618 |
1.2774 |
|
1.000 |
1.2727 |
|
1.618 |
1.2652 |
|
2.618 |
1.2530 |
|
4.250 |
1.2331 |
|
|
| Fisher Pivots for day following 28-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2910 |
1.2905 |
| PP |
1.2894 |
1.2891 |
| S1 |
1.2878 |
1.2876 |
|