CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 17-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2958 |
1.3098 |
0.0140 |
1.1% |
1.3033 |
| High |
1.3069 |
1.3147 |
0.0078 |
0.6% |
1.3034 |
| Low |
1.2949 |
1.3050 |
0.0101 |
0.8% |
1.2833 |
| Close |
1.3050 |
1.3132 |
0.0082 |
0.6% |
1.2965 |
| Range |
0.0120 |
0.0097 |
-0.0023 |
-19.2% |
0.0201 |
| ATR |
0.0103 |
0.0103 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
273,330 |
237,578 |
-35,752 |
-13.1% |
1,111,885 |
|
| Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3401 |
1.3363 |
1.3185 |
|
| R3 |
1.3304 |
1.3266 |
1.3159 |
|
| R2 |
1.3207 |
1.3207 |
1.3150 |
|
| R1 |
1.3169 |
1.3169 |
1.3141 |
1.3188 |
| PP |
1.3110 |
1.3110 |
1.3110 |
1.3119 |
| S1 |
1.3072 |
1.3072 |
1.3123 |
1.3091 |
| S2 |
1.3013 |
1.3013 |
1.3114 |
|
| S3 |
1.2916 |
1.2975 |
1.3105 |
|
| S4 |
1.2819 |
1.2878 |
1.3079 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3547 |
1.3457 |
1.3076 |
|
| R3 |
1.3346 |
1.3256 |
1.3020 |
|
| R2 |
1.3145 |
1.3145 |
1.3002 |
|
| R1 |
1.3055 |
1.3055 |
1.2983 |
1.3000 |
| PP |
1.2944 |
1.2944 |
1.2944 |
1.2916 |
| S1 |
1.2854 |
1.2854 |
1.2947 |
1.2799 |
| S2 |
1.2743 |
1.2743 |
1.2928 |
|
| S3 |
1.2542 |
1.2653 |
1.2910 |
|
| S4 |
1.2341 |
1.2452 |
1.2854 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3147 |
1.2833 |
0.0314 |
2.4% |
0.0101 |
0.8% |
95% |
True |
False |
225,801 |
| 10 |
1.3147 |
1.2833 |
0.0314 |
2.4% |
0.0102 |
0.8% |
95% |
True |
False |
237,293 |
| 20 |
1.3147 |
1.2813 |
0.0334 |
2.5% |
0.0101 |
0.8% |
96% |
True |
False |
248,968 |
| 40 |
1.3183 |
1.2453 |
0.0730 |
5.6% |
0.0102 |
0.8% |
93% |
False |
False |
161,977 |
| 60 |
1.3183 |
1.2088 |
0.1095 |
8.3% |
0.0105 |
0.8% |
95% |
False |
False |
108,203 |
| 80 |
1.3183 |
1.2069 |
0.1114 |
8.5% |
0.0105 |
0.8% |
95% |
False |
False |
81,251 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.5% |
0.0104 |
0.8% |
95% |
False |
False |
65,025 |
| 120 |
1.3300 |
1.2069 |
0.1231 |
9.4% |
0.0097 |
0.7% |
86% |
False |
False |
54,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3559 |
|
2.618 |
1.3401 |
|
1.618 |
1.3304 |
|
1.000 |
1.3244 |
|
0.618 |
1.3207 |
|
HIGH |
1.3147 |
|
0.618 |
1.3110 |
|
0.500 |
1.3099 |
|
0.382 |
1.3087 |
|
LOW |
1.3050 |
|
0.618 |
1.2990 |
|
1.000 |
1.2953 |
|
1.618 |
1.2893 |
|
2.618 |
1.2796 |
|
4.250 |
1.2638 |
|
|
| Fisher Pivots for day following 17-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3121 |
1.3096 |
| PP |
1.3110 |
1.3059 |
| S1 |
1.3099 |
1.3023 |
|