CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 04-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2012 |
04-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2929 |
1.2918 |
-0.0011 |
-0.1% |
1.2988 |
| High |
1.2947 |
1.3041 |
0.0094 |
0.7% |
1.2991 |
| Low |
1.2888 |
1.2909 |
0.0021 |
0.2% |
1.2839 |
| Close |
1.2909 |
1.3028 |
0.0119 |
0.9% |
1.2862 |
| Range |
0.0059 |
0.0132 |
0.0073 |
123.7% |
0.0152 |
| ATR |
0.0104 |
0.0106 |
0.0002 |
1.9% |
0.0000 |
| Volume |
226,853 |
308,299 |
81,446 |
35.9% |
1,304,346 |
|
| Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3389 |
1.3340 |
1.3101 |
|
| R3 |
1.3257 |
1.3208 |
1.3064 |
|
| R2 |
1.3125 |
1.3125 |
1.3052 |
|
| R1 |
1.3076 |
1.3076 |
1.3040 |
1.3101 |
| PP |
1.2993 |
1.2993 |
1.2993 |
1.3005 |
| S1 |
1.2944 |
1.2944 |
1.3016 |
1.2969 |
| S2 |
1.2861 |
1.2861 |
1.3004 |
|
| S3 |
1.2729 |
1.2812 |
1.2992 |
|
| S4 |
1.2597 |
1.2680 |
1.2955 |
|
|
| 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 |
1.3041 |
1.2813 |
0.0228 |
1.8% |
0.0108 |
0.8% |
94% |
True |
False |
271,528 |
| 10 |
1.3059 |
1.2813 |
0.0246 |
1.9% |
0.0100 |
0.8% |
87% |
False |
False |
263,713 |
| 20 |
1.3183 |
1.2641 |
0.0542 |
4.2% |
0.0113 |
0.9% |
71% |
False |
False |
219,041 |
| 40 |
1.3183 |
1.2270 |
0.0913 |
7.0% |
0.0100 |
0.8% |
83% |
False |
False |
110,491 |
| 60 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0105 |
0.8% |
86% |
False |
False |
73,883 |
| 80 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0106 |
0.8% |
86% |
False |
False |
55,456 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0103 |
0.8% |
86% |
False |
False |
44,384 |
| 120 |
1.3300 |
1.2069 |
0.1231 |
9.4% |
0.0091 |
0.7% |
78% |
False |
False |
36,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3602 |
|
2.618 |
1.3387 |
|
1.618 |
1.3255 |
|
1.000 |
1.3173 |
|
0.618 |
1.3123 |
|
HIGH |
1.3041 |
|
0.618 |
1.2991 |
|
0.500 |
1.2975 |
|
0.382 |
1.2959 |
|
LOW |
1.2909 |
|
0.618 |
1.2827 |
|
1.000 |
1.2777 |
|
1.618 |
1.2695 |
|
2.618 |
1.2563 |
|
4.250 |
1.2348 |
|
|
| Fisher Pivots for day following 04-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3010 |
1.3007 |
| PP |
1.2993 |
1.2986 |
| S1 |
1.2975 |
1.2965 |
|