CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 23-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3034 |
1.3069 |
0.0035 |
0.3% |
1.2963 |
| High |
1.3090 |
1.3082 |
-0.0008 |
-0.1% |
1.3147 |
| Low |
1.3022 |
1.2957 |
-0.0065 |
-0.5% |
1.2898 |
| Close |
1.3052 |
1.2979 |
-0.0073 |
-0.6% |
1.3030 |
| Range |
0.0068 |
0.0125 |
0.0057 |
83.8% |
0.0249 |
| ATR |
0.0096 |
0.0098 |
0.0002 |
2.2% |
0.0000 |
| Volume |
205,135 |
245,218 |
40,083 |
19.5% |
1,159,859 |
|
| Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3381 |
1.3305 |
1.3048 |
|
| R3 |
1.3256 |
1.3180 |
1.3013 |
|
| R2 |
1.3131 |
1.3131 |
1.3002 |
|
| R1 |
1.3055 |
1.3055 |
1.2990 |
1.3031 |
| PP |
1.3006 |
1.3006 |
1.3006 |
1.2994 |
| S1 |
1.2930 |
1.2930 |
1.2968 |
1.2906 |
| S2 |
1.2881 |
1.2881 |
1.2956 |
|
| S3 |
1.2756 |
1.2805 |
1.2945 |
|
| S4 |
1.2631 |
1.2680 |
1.2910 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3772 |
1.3650 |
1.3167 |
|
| R3 |
1.3523 |
1.3401 |
1.3098 |
|
| R2 |
1.3274 |
1.3274 |
1.3076 |
|
| R1 |
1.3152 |
1.3152 |
1.3053 |
1.3213 |
| PP |
1.3025 |
1.3025 |
1.3025 |
1.3056 |
| S1 |
1.2903 |
1.2903 |
1.3007 |
1.2964 |
| S2 |
1.2776 |
1.2776 |
1.2984 |
|
| S3 |
1.2527 |
1.2654 |
1.2962 |
|
| S4 |
1.2278 |
1.2405 |
1.2893 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3147 |
1.2957 |
0.0190 |
1.5% |
0.0086 |
0.7% |
12% |
False |
True |
228,478 |
| 10 |
1.3147 |
1.2833 |
0.0314 |
2.4% |
0.0091 |
0.7% |
46% |
False |
False |
225,150 |
| 20 |
1.3147 |
1.2813 |
0.0334 |
2.6% |
0.0097 |
0.8% |
50% |
False |
False |
242,892 |
| 40 |
1.3183 |
1.2484 |
0.0699 |
5.4% |
0.0103 |
0.8% |
71% |
False |
False |
184,470 |
| 60 |
1.3183 |
1.2160 |
0.1023 |
7.9% |
0.0102 |
0.8% |
80% |
False |
False |
123,223 |
| 80 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0103 |
0.8% |
82% |
False |
False |
92,553 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0104 |
0.8% |
82% |
False |
False |
74,071 |
| 120 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0098 |
0.8% |
82% |
False |
False |
61,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3613 |
|
2.618 |
1.3409 |
|
1.618 |
1.3284 |
|
1.000 |
1.3207 |
|
0.618 |
1.3159 |
|
HIGH |
1.3082 |
|
0.618 |
1.3034 |
|
0.500 |
1.3020 |
|
0.382 |
1.3005 |
|
LOW |
1.2957 |
|
0.618 |
1.2880 |
|
1.000 |
1.2832 |
|
1.618 |
1.2755 |
|
2.618 |
1.2630 |
|
4.250 |
1.2426 |
|
|
| Fisher Pivots for day following 23-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3020 |
1.3024 |
| PP |
1.3006 |
1.3009 |
| S1 |
1.2993 |
1.2994 |
|