CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 11-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2012 |
11-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2892 |
1.2866 |
-0.0026 |
-0.2% |
1.2858 |
| High |
1.2922 |
1.2960 |
0.0038 |
0.3% |
1.3080 |
| Low |
1.2844 |
1.2833 |
-0.0011 |
-0.1% |
1.2813 |
| Close |
1.2905 |
1.2938 |
0.0033 |
0.3% |
1.3042 |
| Range |
0.0078 |
0.0127 |
0.0049 |
62.8% |
0.0267 |
| ATR |
0.0104 |
0.0106 |
0.0002 |
1.6% |
0.0000 |
| Volume |
217,687 |
223,709 |
6,022 |
2.8% |
1,299,073 |
|
| Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3291 |
1.3242 |
1.3008 |
|
| R3 |
1.3164 |
1.3115 |
1.2973 |
|
| R2 |
1.3037 |
1.3037 |
1.2961 |
|
| R1 |
1.2988 |
1.2988 |
1.2950 |
1.3013 |
| PP |
1.2910 |
1.2910 |
1.2910 |
1.2923 |
| S1 |
1.2861 |
1.2861 |
1.2926 |
1.2886 |
| S2 |
1.2783 |
1.2783 |
1.2915 |
|
| S3 |
1.2656 |
1.2734 |
1.2903 |
|
| S4 |
1.2529 |
1.2607 |
1.2868 |
|
|
| 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 |
1.2833 |
0.0247 |
1.9% |
0.0102 |
0.8% |
43% |
False |
True |
231,868 |
| 10 |
1.3080 |
1.2813 |
0.0267 |
2.1% |
0.0105 |
0.8% |
47% |
False |
False |
251,698 |
| 20 |
1.3183 |
1.2813 |
0.0370 |
2.9% |
0.0105 |
0.8% |
34% |
False |
False |
256,592 |
| 40 |
1.3183 |
1.2284 |
0.0899 |
6.9% |
0.0103 |
0.8% |
73% |
False |
False |
139,400 |
| 60 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0105 |
0.8% |
78% |
False |
False |
93,177 |
| 80 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0104 |
0.8% |
78% |
False |
False |
69,942 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0104 |
0.8% |
78% |
False |
False |
55,974 |
| 120 |
1.3300 |
1.2069 |
0.1231 |
9.5% |
0.0095 |
0.7% |
71% |
False |
False |
46,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3500 |
|
2.618 |
1.3292 |
|
1.618 |
1.3165 |
|
1.000 |
1.3087 |
|
0.618 |
1.3038 |
|
HIGH |
1.2960 |
|
0.618 |
1.2911 |
|
0.500 |
1.2897 |
|
0.382 |
1.2882 |
|
LOW |
1.2833 |
|
0.618 |
1.2755 |
|
1.000 |
1.2706 |
|
1.618 |
1.2628 |
|
2.618 |
1.2501 |
|
4.250 |
1.2293 |
|
|
| Fisher Pivots for day following 11-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2924 |
1.2931 |
| PP |
1.2910 |
1.2924 |
| S1 |
1.2897 |
1.2917 |
|