CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 09-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2012 |
09-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3033 |
1.2977 |
-0.0056 |
-0.4% |
1.2858 |
| High |
1.3034 |
1.3000 |
-0.0034 |
-0.3% |
1.3080 |
| Low |
1.2945 |
1.2864 |
-0.0081 |
-0.6% |
1.2813 |
| Close |
1.2984 |
1.2892 |
-0.0092 |
-0.7% |
1.3042 |
| Range |
0.0089 |
0.0136 |
0.0047 |
52.8% |
0.0267 |
| ATR |
0.0104 |
0.0106 |
0.0002 |
2.2% |
0.0000 |
| Volume |
162,322 |
308,267 |
145,945 |
89.9% |
1,299,073 |
|
| Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3327 |
1.3245 |
1.2967 |
|
| R3 |
1.3191 |
1.3109 |
1.2929 |
|
| R2 |
1.3055 |
1.3055 |
1.2917 |
|
| R1 |
1.2973 |
1.2973 |
1.2904 |
1.2946 |
| PP |
1.2919 |
1.2919 |
1.2919 |
1.2905 |
| S1 |
1.2837 |
1.2837 |
1.2880 |
1.2810 |
| S2 |
1.2783 |
1.2783 |
1.2867 |
|
| S3 |
1.2647 |
1.2701 |
1.2855 |
|
| S4 |
1.2511 |
1.2565 |
1.2817 |
|
|
| 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 |
1.2864 |
0.0216 |
1.7% |
0.0099 |
0.8% |
13% |
False |
True |
250,619 |
| 10 |
1.3080 |
1.2813 |
0.0267 |
2.1% |
0.0104 |
0.8% |
30% |
False |
False |
260,634 |
| 20 |
1.3183 |
1.2813 |
0.0370 |
2.9% |
0.0110 |
0.9% |
21% |
False |
False |
249,665 |
| 40 |
1.3183 |
1.2284 |
0.0899 |
7.0% |
0.0101 |
0.8% |
68% |
False |
False |
128,394 |
| 60 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0105 |
0.8% |
74% |
False |
False |
85,837 |
| 80 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0106 |
0.8% |
74% |
False |
False |
64,426 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0103 |
0.8% |
74% |
False |
False |
51,560 |
| 120 |
1.3300 |
1.2069 |
0.1231 |
9.5% |
0.0093 |
0.7% |
67% |
False |
False |
42,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3578 |
|
2.618 |
1.3356 |
|
1.618 |
1.3220 |
|
1.000 |
1.3136 |
|
0.618 |
1.3084 |
|
HIGH |
1.3000 |
|
0.618 |
1.2948 |
|
0.500 |
1.2932 |
|
0.382 |
1.2916 |
|
LOW |
1.2864 |
|
0.618 |
1.2780 |
|
1.000 |
1.2728 |
|
1.618 |
1.2644 |
|
2.618 |
1.2508 |
|
4.250 |
1.2286 |
|
|
| Fisher Pivots for day following 09-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2932 |
1.2972 |
| PP |
1.2919 |
1.2945 |
| S1 |
1.2905 |
1.2919 |
|