CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 25-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2995 |
1.2976 |
-0.0019 |
-0.1% |
1.2963 |
| High |
1.3003 |
1.3029 |
0.0026 |
0.2% |
1.3147 |
| Low |
1.2926 |
1.2932 |
0.0006 |
0.0% |
1.2898 |
| Close |
1.2980 |
1.2955 |
-0.0025 |
-0.2% |
1.3030 |
| Range |
0.0077 |
0.0097 |
0.0020 |
26.0% |
0.0249 |
| ATR |
0.0097 |
0.0097 |
0.0000 |
0.0% |
0.0000 |
| Volume |
228,980 |
226,534 |
-2,446 |
-1.1% |
1,159,859 |
|
| Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3263 |
1.3206 |
1.3008 |
|
| R3 |
1.3166 |
1.3109 |
1.2982 |
|
| R2 |
1.3069 |
1.3069 |
1.2973 |
|
| R1 |
1.3012 |
1.3012 |
1.2964 |
1.2992 |
| PP |
1.2972 |
1.2972 |
1.2972 |
1.2962 |
| S1 |
1.2915 |
1.2915 |
1.2946 |
1.2895 |
| S2 |
1.2875 |
1.2875 |
1.2937 |
|
| S3 |
1.2778 |
1.2818 |
1.2928 |
|
| S4 |
1.2681 |
1.2721 |
1.2902 |
|
|
| 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 |
1.3090 |
1.2926 |
0.0164 |
1.3% |
0.0086 |
0.7% |
18% |
False |
False |
224,622 |
| 10 |
1.3147 |
1.2898 |
0.0249 |
1.9% |
0.0088 |
0.7% |
23% |
False |
False |
226,562 |
| 20 |
1.3147 |
1.2813 |
0.0334 |
2.6% |
0.0096 |
0.7% |
43% |
False |
False |
239,130 |
| 40 |
1.3183 |
1.2506 |
0.0677 |
5.2% |
0.0104 |
0.8% |
66% |
False |
False |
195,788 |
| 60 |
1.3183 |
1.2160 |
0.1023 |
7.9% |
0.0102 |
0.8% |
78% |
False |
False |
130,800 |
| 80 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0103 |
0.8% |
80% |
False |
False |
98,243 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0103 |
0.8% |
80% |
False |
False |
78,625 |
| 120 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0098 |
0.8% |
80% |
False |
False |
65,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3441 |
|
2.618 |
1.3283 |
|
1.618 |
1.3186 |
|
1.000 |
1.3126 |
|
0.618 |
1.3089 |
|
HIGH |
1.3029 |
|
0.618 |
1.2992 |
|
0.500 |
1.2981 |
|
0.382 |
1.2969 |
|
LOW |
1.2932 |
|
0.618 |
1.2872 |
|
1.000 |
1.2835 |
|
1.618 |
1.2775 |
|
2.618 |
1.2678 |
|
4.250 |
1.2520 |
|
|
| Fisher Pivots for day following 25-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2981 |
1.3004 |
| PP |
1.2972 |
1.2988 |
| S1 |
1.2964 |
1.2971 |
|