CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 10-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2012 |
10-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2977 |
1.2892 |
-0.0085 |
-0.7% |
1.2858 |
| High |
1.3000 |
1.2922 |
-0.0078 |
-0.6% |
1.3080 |
| Low |
1.2864 |
1.2844 |
-0.0020 |
-0.2% |
1.2813 |
| Close |
1.2892 |
1.2905 |
0.0013 |
0.1% |
1.3042 |
| Range |
0.0136 |
0.0078 |
-0.0058 |
-42.6% |
0.0267 |
| ATR |
0.0106 |
0.0104 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
308,267 |
217,687 |
-90,580 |
-29.4% |
1,299,073 |
|
| Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3124 |
1.3093 |
1.2948 |
|
| R3 |
1.3046 |
1.3015 |
1.2926 |
|
| R2 |
1.2968 |
1.2968 |
1.2919 |
|
| R1 |
1.2937 |
1.2937 |
1.2912 |
1.2953 |
| PP |
1.2890 |
1.2890 |
1.2890 |
1.2898 |
| S1 |
1.2859 |
1.2859 |
1.2898 |
1.2875 |
| S2 |
1.2812 |
1.2812 |
1.2891 |
|
| S3 |
1.2734 |
1.2781 |
1.2884 |
|
| S4 |
1.2656 |
1.2703 |
1.2862 |
|
|
| 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 |
1.2844 |
0.0236 |
1.8% |
0.0103 |
0.8% |
26% |
False |
True |
248,786 |
| 10 |
1.3080 |
1.2813 |
0.0267 |
2.1% |
0.0102 |
0.8% |
34% |
False |
False |
258,139 |
| 20 |
1.3183 |
1.2813 |
0.0370 |
2.9% |
0.0108 |
0.8% |
25% |
False |
False |
254,615 |
| 40 |
1.3183 |
1.2284 |
0.0899 |
7.0% |
0.0101 |
0.8% |
69% |
False |
False |
133,821 |
| 60 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0105 |
0.8% |
75% |
False |
False |
89,456 |
| 80 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0105 |
0.8% |
75% |
False |
False |
67,146 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0103 |
0.8% |
75% |
False |
False |
53,737 |
| 120 |
1.3300 |
1.2069 |
0.1231 |
9.5% |
0.0094 |
0.7% |
68% |
False |
False |
44,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3254 |
|
2.618 |
1.3126 |
|
1.618 |
1.3048 |
|
1.000 |
1.3000 |
|
0.618 |
1.2970 |
|
HIGH |
1.2922 |
|
0.618 |
1.2892 |
|
0.500 |
1.2883 |
|
0.382 |
1.2874 |
|
LOW |
1.2844 |
|
0.618 |
1.2796 |
|
1.000 |
1.2766 |
|
1.618 |
1.2718 |
|
2.618 |
1.2640 |
|
4.250 |
1.2513 |
|
|
| Fisher Pivots for day following 10-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2898 |
1.2939 |
| PP |
1.2890 |
1.2928 |
| S1 |
1.2883 |
1.2916 |
|