CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 17-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2992 |
1.3148 |
0.0156 |
1.2% |
1.2819 |
| High |
1.3170 |
1.3188 |
0.0018 |
0.1% |
1.3170 |
| Low |
1.2992 |
1.3093 |
0.0101 |
0.8% |
1.2786 |
| Close |
1.3139 |
1.3127 |
-0.0012 |
-0.1% |
1.3139 |
| Range |
0.0178 |
0.0095 |
-0.0083 |
-46.6% |
0.0384 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
1.3% |
0.0000 |
| Volume |
216 |
89 |
-127 |
-58.8% |
468 |
|
| Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3421 |
1.3369 |
1.3179 |
|
| R3 |
1.3326 |
1.3274 |
1.3153 |
|
| R2 |
1.3231 |
1.3231 |
1.3144 |
|
| R1 |
1.3179 |
1.3179 |
1.3136 |
1.3158 |
| PP |
1.3136 |
1.3136 |
1.3136 |
1.3125 |
| S1 |
1.3084 |
1.3084 |
1.3118 |
1.3063 |
| S2 |
1.3041 |
1.3041 |
1.3110 |
|
| S3 |
1.2946 |
1.2989 |
1.3101 |
|
| S4 |
1.2851 |
1.2894 |
1.3075 |
|
|
| 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 |
1.3188 |
1.2794 |
0.0394 |
3.0% |
0.0121 |
0.9% |
85% |
True |
False |
105 |
| 10 |
1.3188 |
1.2588 |
0.0600 |
4.6% |
0.0091 |
0.7% |
90% |
True |
False |
62 |
| 20 |
1.3188 |
1.2384 |
0.0804 |
6.1% |
0.0053 |
0.4% |
92% |
True |
False |
38 |
| 40 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0043 |
0.3% |
94% |
True |
False |
22 |
| 60 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0047 |
0.4% |
94% |
True |
False |
18 |
| 80 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0046 |
0.3% |
94% |
True |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3592 |
|
2.618 |
1.3437 |
|
1.618 |
1.3342 |
|
1.000 |
1.3283 |
|
0.618 |
1.3247 |
|
HIGH |
1.3188 |
|
0.618 |
1.3152 |
|
0.500 |
1.3141 |
|
0.382 |
1.3129 |
|
LOW |
1.3093 |
|
0.618 |
1.3034 |
|
1.000 |
1.2998 |
|
1.618 |
1.2939 |
|
2.618 |
1.2844 |
|
4.250 |
1.2689 |
|
|
| Fisher Pivots for day following 17-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3141 |
1.3092 |
| PP |
1.3136 |
1.3057 |
| S1 |
1.3132 |
1.3022 |
|