CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 19-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3120 |
1.3052 |
-0.0068 |
-0.5% |
1.2819 |
| High |
1.3120 |
1.3112 |
-0.0008 |
-0.1% |
1.3170 |
| Low |
1.3058 |
1.3020 |
-0.0038 |
-0.3% |
1.2786 |
| Close |
1.3061 |
1.3087 |
0.0026 |
0.2% |
1.3139 |
| Range |
0.0062 |
0.0092 |
0.0030 |
48.4% |
0.0384 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
1.0% |
0.0000 |
| Volume |
59 |
126 |
67 |
113.6% |
468 |
|
| Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3349 |
1.3310 |
1.3138 |
|
| R3 |
1.3257 |
1.3218 |
1.3112 |
|
| R2 |
1.3165 |
1.3165 |
1.3104 |
|
| R1 |
1.3126 |
1.3126 |
1.3095 |
1.3146 |
| PP |
1.3073 |
1.3073 |
1.3073 |
1.3083 |
| S1 |
1.3034 |
1.3034 |
1.3079 |
1.3054 |
| S2 |
1.2981 |
1.2981 |
1.3070 |
|
| S3 |
1.2889 |
1.2942 |
1.3062 |
|
| S4 |
1.2797 |
1.2850 |
1.3036 |
|
|
| 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 |
1.2855 |
0.0333 |
2.5% |
0.0119 |
0.9% |
70% |
False |
False |
120 |
| 10 |
1.3188 |
1.2670 |
0.0518 |
4.0% |
0.0096 |
0.7% |
81% |
False |
False |
76 |
| 20 |
1.3188 |
1.2507 |
0.0681 |
5.2% |
0.0060 |
0.5% |
85% |
False |
False |
46 |
| 40 |
1.3188 |
1.2143 |
0.1045 |
8.0% |
0.0044 |
0.3% |
90% |
False |
False |
26 |
| 60 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0049 |
0.4% |
91% |
False |
False |
21 |
| 80 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0047 |
0.4% |
91% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3503 |
|
2.618 |
1.3353 |
|
1.618 |
1.3261 |
|
1.000 |
1.3204 |
|
0.618 |
1.3169 |
|
HIGH |
1.3112 |
|
0.618 |
1.3077 |
|
0.500 |
1.3066 |
|
0.382 |
1.3055 |
|
LOW |
1.3020 |
|
0.618 |
1.2963 |
|
1.000 |
1.2928 |
|
1.618 |
1.2871 |
|
2.618 |
1.2779 |
|
4.250 |
1.2629 |
|
|
| Fisher Pivots for day following 19-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3080 |
1.3104 |
| PP |
1.3073 |
1.3098 |
| S1 |
1.3066 |
1.3093 |
|