CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 25-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2012 |
25-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2985 |
1.2960 |
-0.0025 |
-0.2% |
1.3148 |
| High |
1.2996 |
1.2988 |
-0.0008 |
-0.1% |
1.3188 |
| Low |
1.2922 |
1.2918 |
-0.0004 |
0.0% |
1.2946 |
| Close |
1.2960 |
1.2951 |
-0.0009 |
-0.1% |
1.3014 |
| Range |
0.0074 |
0.0070 |
-0.0004 |
-5.4% |
0.0242 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
187 |
119 |
-68 |
-36.4% |
559 |
|
| Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3162 |
1.3127 |
1.2990 |
|
| R3 |
1.3092 |
1.3057 |
1.2970 |
|
| R2 |
1.3022 |
1.3022 |
1.2964 |
|
| R1 |
1.2987 |
1.2987 |
1.2957 |
1.2970 |
| PP |
1.2952 |
1.2952 |
1.2952 |
1.2944 |
| S1 |
1.2917 |
1.2917 |
1.2945 |
1.2900 |
| S2 |
1.2882 |
1.2882 |
1.2938 |
|
| S3 |
1.2812 |
1.2847 |
1.2932 |
|
| S4 |
1.2742 |
1.2777 |
1.2913 |
|
|
| 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 |
1.3112 |
1.2918 |
0.0194 |
1.5% |
0.0089 |
0.7% |
17% |
False |
True |
143 |
| 10 |
1.3188 |
1.2855 |
0.0333 |
2.6% |
0.0102 |
0.8% |
29% |
False |
False |
125 |
| 20 |
1.3188 |
1.2541 |
0.0647 |
5.0% |
0.0072 |
0.6% |
63% |
False |
False |
73 |
| 40 |
1.3188 |
1.2204 |
0.0984 |
7.6% |
0.0048 |
0.4% |
76% |
False |
False |
39 |
| 60 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0050 |
0.4% |
78% |
False |
False |
30 |
| 80 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0049 |
0.4% |
78% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3286 |
|
2.618 |
1.3171 |
|
1.618 |
1.3101 |
|
1.000 |
1.3058 |
|
0.618 |
1.3031 |
|
HIGH |
1.2988 |
|
0.618 |
1.2961 |
|
0.500 |
1.2953 |
|
0.382 |
1.2945 |
|
LOW |
1.2918 |
|
0.618 |
1.2875 |
|
1.000 |
1.2848 |
|
1.618 |
1.2805 |
|
2.618 |
1.2735 |
|
4.250 |
1.2621 |
|
|
| Fisher Pivots for day following 25-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2953 |
1.2993 |
| PP |
1.2952 |
1.2979 |
| S1 |
1.2952 |
1.2965 |
|