CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 10-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2670 |
1.2819 |
0.0149 |
1.2% |
1.2588 |
| High |
1.2825 |
1.2821 |
-0.0004 |
0.0% |
1.2825 |
| Low |
1.2670 |
1.2786 |
0.0116 |
0.9% |
1.2588 |
| Close |
1.2825 |
1.2797 |
-0.0028 |
-0.2% |
1.2825 |
| Range |
0.0155 |
0.0035 |
-0.0120 |
-77.4% |
0.0237 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
7 |
31 |
24 |
342.9% |
66 |
|
| Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2906 |
1.2887 |
1.2816 |
|
| R3 |
1.2871 |
1.2852 |
1.2807 |
|
| R2 |
1.2836 |
1.2836 |
1.2803 |
|
| R1 |
1.2817 |
1.2817 |
1.2800 |
1.2809 |
| PP |
1.2801 |
1.2801 |
1.2801 |
1.2798 |
| S1 |
1.2782 |
1.2782 |
1.2794 |
1.2774 |
| S2 |
1.2766 |
1.2766 |
1.2791 |
|
| S3 |
1.2731 |
1.2747 |
1.2787 |
|
| S4 |
1.2696 |
1.2712 |
1.2778 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3457 |
1.3378 |
1.2955 |
|
| R3 |
1.3220 |
1.3141 |
1.2890 |
|
| R2 |
1.2983 |
1.2983 |
1.2868 |
|
| R1 |
1.2904 |
1.2904 |
1.2847 |
1.2944 |
| PP |
1.2746 |
1.2746 |
1.2746 |
1.2766 |
| S1 |
1.2667 |
1.2667 |
1.2803 |
1.2707 |
| S2 |
1.2509 |
1.2509 |
1.2782 |
|
| S3 |
1.2272 |
1.2430 |
1.2760 |
|
| S4 |
1.2035 |
1.2193 |
1.2695 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2825 |
1.2588 |
0.0237 |
1.9% |
0.0060 |
0.5% |
88% |
False |
False |
19 |
| 10 |
1.2825 |
1.2537 |
0.0288 |
2.3% |
0.0034 |
0.3% |
90% |
False |
False |
20 |
| 20 |
1.2825 |
1.2310 |
0.0515 |
4.0% |
0.0030 |
0.2% |
95% |
False |
False |
13 |
| 40 |
1.2825 |
1.2090 |
0.0735 |
5.7% |
0.0035 |
0.3% |
96% |
False |
False |
11 |
| 60 |
1.2825 |
1.2090 |
0.0735 |
5.7% |
0.0041 |
0.3% |
96% |
False |
False |
10 |
| 80 |
1.2847 |
1.2090 |
0.0757 |
5.9% |
0.0040 |
0.3% |
93% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2970 |
|
2.618 |
1.2913 |
|
1.618 |
1.2878 |
|
1.000 |
1.2856 |
|
0.618 |
1.2843 |
|
HIGH |
1.2821 |
|
0.618 |
1.2808 |
|
0.500 |
1.2804 |
|
0.382 |
1.2799 |
|
LOW |
1.2786 |
|
0.618 |
1.2764 |
|
1.000 |
1.2751 |
|
1.618 |
1.2729 |
|
2.618 |
1.2694 |
|
4.250 |
1.2637 |
|
|
| Fisher Pivots for day following 10-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2804 |
1.2781 |
| PP |
1.2801 |
1.2764 |
| S1 |
1.2799 |
1.2748 |
|