CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 21-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3074 |
1.3015 |
-0.0059 |
-0.5% |
1.3148 |
| High |
1.3074 |
1.3067 |
-0.0007 |
-0.1% |
1.3188 |
| Low |
1.2946 |
1.2988 |
0.0042 |
0.3% |
1.2946 |
| Close |
1.2995 |
1.3014 |
0.0019 |
0.1% |
1.3014 |
| Range |
0.0128 |
0.0079 |
-0.0049 |
-38.3% |
0.0242 |
| ATR |
0.0086 |
0.0085 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
117 |
168 |
51 |
43.6% |
559 |
|
| Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3260 |
1.3216 |
1.3057 |
|
| R3 |
1.3181 |
1.3137 |
1.3036 |
|
| R2 |
1.3102 |
1.3102 |
1.3028 |
|
| R1 |
1.3058 |
1.3058 |
1.3021 |
1.3041 |
| PP |
1.3023 |
1.3023 |
1.3023 |
1.3014 |
| S1 |
1.2979 |
1.2979 |
1.3007 |
1.2962 |
| S2 |
1.2944 |
1.2944 |
1.3000 |
|
| S3 |
1.2865 |
1.2900 |
1.2992 |
|
| S4 |
1.2786 |
1.2821 |
1.2971 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3775 |
1.3637 |
1.3147 |
|
| R3 |
1.3533 |
1.3395 |
1.3081 |
|
| R2 |
1.3291 |
1.3291 |
1.3058 |
|
| R1 |
1.3153 |
1.3153 |
1.3036 |
1.3101 |
| PP |
1.3049 |
1.3049 |
1.3049 |
1.3024 |
| S1 |
1.2911 |
1.2911 |
1.2992 |
1.2859 |
| S2 |
1.2807 |
1.2807 |
1.2970 |
|
| S3 |
1.2565 |
1.2669 |
1.2947 |
|
| S4 |
1.2323 |
1.2427 |
1.2881 |
|
|
| 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% |
0.0091 |
0.7% |
28% |
False |
False |
111 |
| 10 |
1.3188 |
1.2786 |
0.0402 |
3.1% |
0.0100 |
0.8% |
57% |
False |
False |
102 |
| 20 |
1.3188 |
1.2537 |
0.0651 |
5.0% |
0.0066 |
0.5% |
73% |
False |
False |
60 |
| 40 |
1.3188 |
1.2204 |
0.0984 |
7.6% |
0.0048 |
0.4% |
82% |
False |
False |
33 |
| 60 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0051 |
0.4% |
84% |
False |
False |
25 |
| 80 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0048 |
0.4% |
84% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3403 |
|
2.618 |
1.3274 |
|
1.618 |
1.3195 |
|
1.000 |
1.3146 |
|
0.618 |
1.3116 |
|
HIGH |
1.3067 |
|
0.618 |
1.3037 |
|
0.500 |
1.3028 |
|
0.382 |
1.3018 |
|
LOW |
1.2988 |
|
0.618 |
1.2939 |
|
1.000 |
1.2909 |
|
1.618 |
1.2860 |
|
2.618 |
1.2781 |
|
4.250 |
1.2652 |
|
|
| Fisher Pivots for day following 21-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3028 |
1.3029 |
| PP |
1.3023 |
1.3024 |
| S1 |
1.3019 |
1.3019 |
|