CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 03-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2012 |
03-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2897 |
1.2929 |
0.0032 |
0.2% |
1.2988 |
| High |
1.2979 |
1.2947 |
-0.0032 |
-0.2% |
1.2991 |
| Low |
1.2890 |
1.2888 |
-0.0002 |
0.0% |
1.2839 |
| Close |
1.2925 |
1.2909 |
-0.0016 |
-0.1% |
1.2862 |
| Range |
0.0089 |
0.0059 |
-0.0030 |
-33.7% |
0.0152 |
| ATR |
0.0107 |
0.0104 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
234,486 |
226,853 |
-7,633 |
-3.3% |
1,304,346 |
|
| Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3092 |
1.3059 |
1.2941 |
|
| R3 |
1.3033 |
1.3000 |
1.2925 |
|
| R2 |
1.2974 |
1.2974 |
1.2920 |
|
| R1 |
1.2941 |
1.2941 |
1.2914 |
1.2928 |
| PP |
1.2915 |
1.2915 |
1.2915 |
1.2908 |
| S1 |
1.2882 |
1.2882 |
1.2904 |
1.2869 |
| S2 |
1.2856 |
1.2856 |
1.2898 |
|
| S3 |
1.2797 |
1.2823 |
1.2893 |
|
| S4 |
1.2738 |
1.2764 |
1.2877 |
|
|
| 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 |
1.2979 |
1.2813 |
0.0166 |
1.3% |
0.0102 |
0.8% |
58% |
False |
False |
267,491 |
| 10 |
1.3070 |
1.2813 |
0.0257 |
2.0% |
0.0101 |
0.8% |
37% |
False |
False |
260,643 |
| 20 |
1.3183 |
1.2576 |
0.0607 |
4.7% |
0.0111 |
0.9% |
55% |
False |
False |
204,244 |
| 40 |
1.3183 |
1.2270 |
0.0913 |
7.1% |
0.0099 |
0.8% |
70% |
False |
False |
102,794 |
| 60 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0104 |
0.8% |
75% |
False |
False |
68,750 |
| 80 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0105 |
0.8% |
75% |
False |
False |
51,608 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0102 |
0.8% |
75% |
False |
False |
41,301 |
| 120 |
1.3300 |
1.2069 |
0.1231 |
9.5% |
0.0090 |
0.7% |
68% |
False |
False |
34,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3198 |
|
2.618 |
1.3101 |
|
1.618 |
1.3042 |
|
1.000 |
1.3006 |
|
0.618 |
1.2983 |
|
HIGH |
1.2947 |
|
0.618 |
1.2924 |
|
0.500 |
1.2918 |
|
0.382 |
1.2911 |
|
LOW |
1.2888 |
|
0.618 |
1.2852 |
|
1.000 |
1.2829 |
|
1.618 |
1.2793 |
|
2.618 |
1.2734 |
|
4.250 |
1.2637 |
|
|
| Fisher Pivots for day following 03-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2918 |
1.2905 |
| PP |
1.2915 |
1.2900 |
| S1 |
1.2912 |
1.2896 |
|