CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 04-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2012 |
04-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2930 |
1.2944 |
0.0014 |
0.1% |
1.2985 |
| High |
1.2958 |
1.3047 |
0.0089 |
0.7% |
1.2996 |
| Low |
1.2909 |
1.2944 |
0.0035 |
0.3% |
1.2859 |
| Close |
1.2922 |
1.3041 |
0.0119 |
0.9% |
1.2875 |
| Range |
0.0049 |
0.0103 |
0.0054 |
110.2% |
0.0137 |
| ATR |
0.0085 |
0.0087 |
0.0003 |
3.4% |
0.0000 |
| Volume |
80 |
139 |
59 |
73.8% |
945 |
|
| Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3320 |
1.3283 |
1.3098 |
|
| R3 |
1.3217 |
1.3180 |
1.3069 |
|
| R2 |
1.3114 |
1.3114 |
1.3060 |
|
| R1 |
1.3077 |
1.3077 |
1.3050 |
1.3096 |
| PP |
1.3011 |
1.3011 |
1.3011 |
1.3020 |
| S1 |
1.2974 |
1.2974 |
1.3032 |
1.2993 |
| S2 |
1.2908 |
1.2908 |
1.3022 |
|
| S3 |
1.2805 |
1.2871 |
1.3013 |
|
| S4 |
1.2702 |
1.2768 |
1.2984 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3321 |
1.3235 |
1.2950 |
|
| R3 |
1.3184 |
1.3098 |
1.2913 |
|
| R2 |
1.3047 |
1.3047 |
1.2900 |
|
| R1 |
1.2961 |
1.2961 |
1.2888 |
1.2936 |
| PP |
1.2910 |
1.2910 |
1.2910 |
1.2897 |
| S1 |
1.2824 |
1.2824 |
1.2862 |
1.2799 |
| S2 |
1.2773 |
1.2773 |
1.2850 |
|
| S3 |
1.2636 |
1.2687 |
1.2837 |
|
| S4 |
1.2499 |
1.2550 |
1.2800 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3047 |
1.2868 |
0.0179 |
1.4% |
0.0081 |
0.6% |
97% |
True |
False |
171 |
| 10 |
1.3067 |
1.2859 |
0.0208 |
1.6% |
0.0078 |
0.6% |
88% |
False |
False |
157 |
| 20 |
1.3188 |
1.2670 |
0.0518 |
4.0% |
0.0093 |
0.7% |
72% |
False |
False |
121 |
| 40 |
1.3188 |
1.2300 |
0.0888 |
6.8% |
0.0058 |
0.4% |
83% |
False |
False |
66 |
| 60 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0051 |
0.4% |
87% |
False |
False |
47 |
| 80 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0052 |
0.4% |
87% |
False |
False |
37 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0050 |
0.4% |
87% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3485 |
|
2.618 |
1.3317 |
|
1.618 |
1.3214 |
|
1.000 |
1.3150 |
|
0.618 |
1.3111 |
|
HIGH |
1.3047 |
|
0.618 |
1.3008 |
|
0.500 |
1.2996 |
|
0.382 |
1.2983 |
|
LOW |
1.2944 |
|
0.618 |
1.2880 |
|
1.000 |
1.2841 |
|
1.618 |
1.2777 |
|
2.618 |
1.2674 |
|
4.250 |
1.2506 |
|
|
| Fisher Pivots for day following 04-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3026 |
1.3020 |
| PP |
1.3011 |
1.2999 |
| S1 |
1.2996 |
1.2978 |
|