CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 24-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3015 |
1.2985 |
-0.0030 |
-0.2% |
1.3148 |
| High |
1.3067 |
1.2996 |
-0.0071 |
-0.5% |
1.3188 |
| Low |
1.2988 |
1.2922 |
-0.0066 |
-0.5% |
1.2946 |
| Close |
1.3014 |
1.2960 |
-0.0054 |
-0.4% |
1.3014 |
| Range |
0.0079 |
0.0074 |
-0.0005 |
-6.3% |
0.0242 |
| ATR |
0.0085 |
0.0086 |
0.0000 |
0.5% |
0.0000 |
| Volume |
168 |
187 |
19 |
11.3% |
559 |
|
| Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3181 |
1.3145 |
1.3001 |
|
| R3 |
1.3107 |
1.3071 |
1.2980 |
|
| R2 |
1.3033 |
1.3033 |
1.2974 |
|
| R1 |
1.2997 |
1.2997 |
1.2967 |
1.2978 |
| PP |
1.2959 |
1.2959 |
1.2959 |
1.2950 |
| S1 |
1.2923 |
1.2923 |
1.2953 |
1.2904 |
| S2 |
1.2885 |
1.2885 |
1.2946 |
|
| S3 |
1.2811 |
1.2849 |
1.2940 |
|
| S4 |
1.2737 |
1.2775 |
1.2919 |
|
|
| 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 |
1.3120 |
1.2922 |
0.0198 |
1.5% |
0.0087 |
0.7% |
19% |
False |
True |
131 |
| 10 |
1.3188 |
1.2794 |
0.0394 |
3.0% |
0.0104 |
0.8% |
42% |
False |
False |
118 |
| 20 |
1.3188 |
1.2537 |
0.0651 |
5.0% |
0.0069 |
0.5% |
65% |
False |
False |
69 |
| 40 |
1.3188 |
1.2204 |
0.0984 |
7.6% |
0.0047 |
0.4% |
77% |
False |
False |
37 |
| 60 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0052 |
0.4% |
79% |
False |
False |
28 |
| 80 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0049 |
0.4% |
79% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3311 |
|
2.618 |
1.3190 |
|
1.618 |
1.3116 |
|
1.000 |
1.3070 |
|
0.618 |
1.3042 |
|
HIGH |
1.2996 |
|
0.618 |
1.2968 |
|
0.500 |
1.2959 |
|
0.382 |
1.2950 |
|
LOW |
1.2922 |
|
0.618 |
1.2876 |
|
1.000 |
1.2848 |
|
1.618 |
1.2802 |
|
2.618 |
1.2728 |
|
4.250 |
1.2608 |
|
|
| Fisher Pivots for day following 24-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2960 |
1.2998 |
| PP |
1.2959 |
1.2985 |
| S1 |
1.2959 |
1.2973 |
|