CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 08-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2012 |
08-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3025 |
1.3033 |
0.0008 |
0.1% |
1.2858 |
| High |
1.3080 |
1.3034 |
-0.0046 |
-0.4% |
1.3080 |
| Low |
1.3002 |
1.2945 |
-0.0057 |
-0.4% |
1.2813 |
| Close |
1.3042 |
1.2984 |
-0.0058 |
-0.4% |
1.3042 |
| Range |
0.0078 |
0.0089 |
0.0011 |
14.1% |
0.0267 |
| ATR |
0.0104 |
0.0104 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
247,356 |
162,322 |
-85,034 |
-34.4% |
1,299,073 |
|
| Daily Pivots for day following 08-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3255 |
1.3208 |
1.3033 |
|
| R3 |
1.3166 |
1.3119 |
1.3008 |
|
| R2 |
1.3077 |
1.3077 |
1.3000 |
|
| R1 |
1.3030 |
1.3030 |
1.2992 |
1.3009 |
| PP |
1.2988 |
1.2988 |
1.2988 |
1.2977 |
| S1 |
1.2941 |
1.2941 |
1.2976 |
1.2920 |
| S2 |
1.2899 |
1.2899 |
1.2968 |
|
| S3 |
1.2810 |
1.2852 |
1.2960 |
|
| S4 |
1.2721 |
1.2763 |
1.2935 |
|
|
| 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 |
1.2888 |
0.0192 |
1.5% |
0.0089 |
0.7% |
50% |
False |
False |
235,863 |
| 10 |
1.3080 |
1.2813 |
0.0267 |
2.1% |
0.0098 |
0.8% |
64% |
False |
False |
255,482 |
| 20 |
1.3183 |
1.2771 |
0.0412 |
3.2% |
0.0109 |
0.8% |
52% |
False |
False |
237,255 |
| 40 |
1.3183 |
1.2284 |
0.0899 |
6.9% |
0.0100 |
0.8% |
78% |
False |
False |
120,705 |
| 60 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0105 |
0.8% |
82% |
False |
False |
80,702 |
| 80 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0105 |
0.8% |
82% |
False |
False |
60,573 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0103 |
0.8% |
82% |
False |
False |
48,478 |
| 120 |
1.3300 |
1.2069 |
0.1231 |
9.5% |
0.0092 |
0.7% |
74% |
False |
False |
40,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3412 |
|
2.618 |
1.3267 |
|
1.618 |
1.3178 |
|
1.000 |
1.3123 |
|
0.618 |
1.3089 |
|
HIGH |
1.3034 |
|
0.618 |
1.3000 |
|
0.500 |
1.2990 |
|
0.382 |
1.2979 |
|
LOW |
1.2945 |
|
0.618 |
1.2890 |
|
1.000 |
1.2856 |
|
1.618 |
1.2801 |
|
2.618 |
1.2712 |
|
4.250 |
1.2567 |
|
|
| Fisher Pivots for day following 08-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2990 |
1.2995 |
| PP |
1.2988 |
1.2991 |
| S1 |
1.2986 |
1.2988 |
|