CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 20-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3052 |
1.3074 |
0.0022 |
0.2% |
1.2819 |
| High |
1.3112 |
1.3074 |
-0.0038 |
-0.3% |
1.3170 |
| Low |
1.3020 |
1.2946 |
-0.0074 |
-0.6% |
1.2786 |
| Close |
1.3087 |
1.2995 |
-0.0092 |
-0.7% |
1.3139 |
| Range |
0.0092 |
0.0128 |
0.0036 |
39.1% |
0.0384 |
| ATR |
0.0082 |
0.0086 |
0.0004 |
5.2% |
0.0000 |
| Volume |
126 |
117 |
-9 |
-7.1% |
468 |
|
| Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3389 |
1.3320 |
1.3065 |
|
| R3 |
1.3261 |
1.3192 |
1.3030 |
|
| R2 |
1.3133 |
1.3133 |
1.3018 |
|
| R1 |
1.3064 |
1.3064 |
1.3007 |
1.3035 |
| PP |
1.3005 |
1.3005 |
1.3005 |
1.2990 |
| S1 |
1.2936 |
1.2936 |
1.2983 |
1.2907 |
| S2 |
1.2877 |
1.2877 |
1.2972 |
|
| S3 |
1.2749 |
1.2808 |
1.2960 |
|
| S4 |
1.2621 |
1.2680 |
1.2925 |
|
|
| 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 |
1.2946 |
0.0242 |
1.9% |
0.0111 |
0.9% |
20% |
False |
True |
121 |
| 10 |
1.3188 |
1.2670 |
0.0518 |
4.0% |
0.0108 |
0.8% |
63% |
False |
False |
86 |
| 20 |
1.3188 |
1.2537 |
0.0651 |
5.0% |
0.0063 |
0.5% |
70% |
False |
False |
52 |
| 40 |
1.3188 |
1.2204 |
0.0984 |
7.6% |
0.0046 |
0.4% |
80% |
False |
False |
29 |
| 60 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0050 |
0.4% |
82% |
False |
False |
23 |
| 80 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0048 |
0.4% |
82% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3618 |
|
2.618 |
1.3409 |
|
1.618 |
1.3281 |
|
1.000 |
1.3202 |
|
0.618 |
1.3153 |
|
HIGH |
1.3074 |
|
0.618 |
1.3025 |
|
0.500 |
1.3010 |
|
0.382 |
1.2995 |
|
LOW |
1.2946 |
|
0.618 |
1.2867 |
|
1.000 |
1.2818 |
|
1.618 |
1.2739 |
|
2.618 |
1.2611 |
|
4.250 |
1.2402 |
|
|
| Fisher Pivots for day following 20-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3010 |
1.3033 |
| PP |
1.3005 |
1.3020 |
| S1 |
1.3000 |
1.3008 |
|