CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 14-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2939 |
1.2992 |
0.0053 |
0.4% |
1.2819 |
| High |
1.3024 |
1.3170 |
0.0146 |
1.1% |
1.3170 |
| Low |
1.2855 |
1.2992 |
0.0137 |
1.1% |
1.2786 |
| Close |
1.3007 |
1.3139 |
0.0132 |
1.0% |
1.3139 |
| Range |
0.0169 |
0.0178 |
0.0009 |
5.3% |
0.0384 |
| ATR |
0.0073 |
0.0081 |
0.0007 |
10.2% |
0.0000 |
| Volume |
110 |
216 |
106 |
96.4% |
468 |
|
| Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3634 |
1.3565 |
1.3237 |
|
| R3 |
1.3456 |
1.3387 |
1.3188 |
|
| R2 |
1.3278 |
1.3278 |
1.3172 |
|
| R1 |
1.3209 |
1.3209 |
1.3155 |
1.3244 |
| PP |
1.3100 |
1.3100 |
1.3100 |
1.3118 |
| S1 |
1.3031 |
1.3031 |
1.3123 |
1.3066 |
| S2 |
1.2922 |
1.2922 |
1.3106 |
|
| S3 |
1.2744 |
1.2853 |
1.3090 |
|
| S4 |
1.2566 |
1.2675 |
1.3041 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4184 |
1.4045 |
1.3350 |
|
| R3 |
1.3800 |
1.3661 |
1.3245 |
|
| R2 |
1.3416 |
1.3416 |
1.3209 |
|
| R1 |
1.3277 |
1.3277 |
1.3174 |
1.3347 |
| PP |
1.3032 |
1.3032 |
1.3032 |
1.3066 |
| S1 |
1.2893 |
1.2893 |
1.3104 |
1.2963 |
| S2 |
1.2648 |
1.2648 |
1.3069 |
|
| S3 |
1.2264 |
1.2509 |
1.3033 |
|
| S4 |
1.1880 |
1.2125 |
1.2928 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3170 |
1.2786 |
0.0384 |
2.9% |
0.0109 |
0.8% |
92% |
True |
False |
93 |
| 10 |
1.3170 |
1.2588 |
0.0582 |
4.4% |
0.0083 |
0.6% |
95% |
True |
False |
54 |
| 20 |
1.3170 |
1.2350 |
0.0820 |
6.2% |
0.0051 |
0.4% |
96% |
True |
False |
34 |
| 40 |
1.3170 |
1.2090 |
0.1080 |
8.2% |
0.0044 |
0.3% |
97% |
True |
False |
21 |
| 60 |
1.3170 |
1.2090 |
0.1080 |
8.2% |
0.0045 |
0.3% |
97% |
True |
False |
16 |
| 80 |
1.3170 |
1.2090 |
0.1080 |
8.2% |
0.0045 |
0.3% |
97% |
True |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3927 |
|
2.618 |
1.3636 |
|
1.618 |
1.3458 |
|
1.000 |
1.3348 |
|
0.618 |
1.3280 |
|
HIGH |
1.3170 |
|
0.618 |
1.3102 |
|
0.500 |
1.3081 |
|
0.382 |
1.3060 |
|
LOW |
1.2992 |
|
0.618 |
1.2882 |
|
1.000 |
1.2814 |
|
1.618 |
1.2704 |
|
2.618 |
1.2526 |
|
4.250 |
1.2236 |
|
|
| Fisher Pivots for day following 14-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3120 |
1.3097 |
| PP |
1.3100 |
1.3055 |
| S1 |
1.3081 |
1.3013 |
|