CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 27-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2925 |
1.2901 |
-0.0024 |
-0.2% |
1.3148 |
| High |
1.2928 |
1.2950 |
0.0022 |
0.2% |
1.3188 |
| Low |
1.2863 |
1.2859 |
-0.0004 |
0.0% |
1.2946 |
| Close |
1.2885 |
1.2941 |
0.0056 |
0.4% |
1.3014 |
| Range |
0.0065 |
0.0091 |
0.0026 |
40.0% |
0.0242 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
0.5% |
0.0000 |
| Volume |
106 |
136 |
30 |
28.3% |
559 |
|
| Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3190 |
1.3156 |
1.2991 |
|
| R3 |
1.3099 |
1.3065 |
1.2966 |
|
| R2 |
1.3008 |
1.3008 |
1.2958 |
|
| R1 |
1.2974 |
1.2974 |
1.2949 |
1.2991 |
| PP |
1.2917 |
1.2917 |
1.2917 |
1.2925 |
| S1 |
1.2883 |
1.2883 |
1.2933 |
1.2900 |
| S2 |
1.2826 |
1.2826 |
1.2924 |
|
| S3 |
1.2735 |
1.2792 |
1.2916 |
|
| S4 |
1.2644 |
1.2701 |
1.2891 |
|
|
| 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 |
1.3067 |
1.2859 |
0.0208 |
1.6% |
0.0076 |
0.6% |
39% |
False |
True |
143 |
| 10 |
1.3188 |
1.2859 |
0.0329 |
2.5% |
0.0093 |
0.7% |
25% |
False |
True |
132 |
| 20 |
1.3188 |
1.2541 |
0.0647 |
5.0% |
0.0079 |
0.6% |
62% |
False |
False |
83 |
| 40 |
1.3188 |
1.2204 |
0.0984 |
7.6% |
0.0052 |
0.4% |
75% |
False |
False |
45 |
| 60 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0052 |
0.4% |
78% |
False |
False |
34 |
| 80 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0050 |
0.4% |
78% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3337 |
|
2.618 |
1.3188 |
|
1.618 |
1.3097 |
|
1.000 |
1.3041 |
|
0.618 |
1.3006 |
|
HIGH |
1.2950 |
|
0.618 |
1.2915 |
|
0.500 |
1.2905 |
|
0.382 |
1.2894 |
|
LOW |
1.2859 |
|
0.618 |
1.2803 |
|
1.000 |
1.2768 |
|
1.618 |
1.2712 |
|
2.618 |
1.2621 |
|
4.250 |
1.2472 |
|
|
| Fisher Pivots for day following 27-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2929 |
1.2935 |
| PP |
1.2917 |
1.2929 |
| S1 |
1.2905 |
1.2924 |
|