CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 05-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2012 |
05-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2918 |
1.3025 |
0.0107 |
0.8% |
1.2858 |
| High |
1.3041 |
1.3080 |
0.0039 |
0.3% |
1.3080 |
| Low |
1.2909 |
1.3002 |
0.0093 |
0.7% |
1.2813 |
| Close |
1.3028 |
1.3042 |
0.0014 |
0.1% |
1.3042 |
| Range |
0.0132 |
0.0078 |
-0.0054 |
-40.9% |
0.0267 |
| ATR |
0.0106 |
0.0104 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
308,299 |
247,356 |
-60,943 |
-19.8% |
1,299,073 |
|
| Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3275 |
1.3237 |
1.3085 |
|
| R3 |
1.3197 |
1.3159 |
1.3063 |
|
| R2 |
1.3119 |
1.3119 |
1.3056 |
|
| R1 |
1.3081 |
1.3081 |
1.3049 |
1.3100 |
| PP |
1.3041 |
1.3041 |
1.3041 |
1.3051 |
| S1 |
1.3003 |
1.3003 |
1.3035 |
1.3022 |
| S2 |
1.2963 |
1.2963 |
1.3028 |
|
| S3 |
1.2885 |
1.2925 |
1.3021 |
|
| S4 |
1.2807 |
1.2847 |
1.2999 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3779 |
1.3678 |
1.3189 |
|
| R3 |
1.3512 |
1.3411 |
1.3115 |
|
| R2 |
1.3245 |
1.3245 |
1.3091 |
|
| R1 |
1.3144 |
1.3144 |
1.3066 |
1.3195 |
| PP |
1.2978 |
1.2978 |
1.2978 |
1.3004 |
| S1 |
1.2877 |
1.2877 |
1.3018 |
1.2928 |
| S2 |
1.2711 |
1.2711 |
1.2993 |
|
| S3 |
1.2444 |
1.2610 |
1.2969 |
|
| S4 |
1.2177 |
1.2343 |
1.2895 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3080 |
1.2813 |
0.0267 |
2.0% |
0.0099 |
0.8% |
86% |
True |
False |
259,814 |
| 10 |
1.3080 |
1.2813 |
0.0267 |
2.0% |
0.0098 |
0.8% |
86% |
True |
False |
260,341 |
| 20 |
1.3183 |
1.2768 |
0.0415 |
3.2% |
0.0107 |
0.8% |
66% |
False |
False |
230,792 |
| 40 |
1.3183 |
1.2270 |
0.0913 |
7.0% |
0.0099 |
0.8% |
85% |
False |
False |
116,664 |
| 60 |
1.3183 |
1.2069 |
0.1114 |
8.5% |
0.0105 |
0.8% |
87% |
False |
False |
78,001 |
| 80 |
1.3183 |
1.2069 |
0.1114 |
8.5% |
0.0105 |
0.8% |
87% |
False |
False |
58,546 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.5% |
0.0103 |
0.8% |
87% |
False |
False |
46,857 |
| 120 |
1.3300 |
1.2069 |
0.1231 |
9.4% |
0.0092 |
0.7% |
79% |
False |
False |
39,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3412 |
|
2.618 |
1.3284 |
|
1.618 |
1.3206 |
|
1.000 |
1.3158 |
|
0.618 |
1.3128 |
|
HIGH |
1.3080 |
|
0.618 |
1.3050 |
|
0.500 |
1.3041 |
|
0.382 |
1.3032 |
|
LOW |
1.3002 |
|
0.618 |
1.2954 |
|
1.000 |
1.2924 |
|
1.618 |
1.2876 |
|
2.618 |
1.2798 |
|
4.250 |
1.2671 |
|
|
| Fisher Pivots for day following 05-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3042 |
1.3023 |
| PP |
1.3041 |
1.3003 |
| S1 |
1.3041 |
1.2984 |
|