CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 10-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2012 |
10-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3000 |
1.2905 |
-0.0095 |
-0.7% |
1.2900 |
| High |
1.3011 |
1.2929 |
-0.0082 |
-0.6% |
1.3085 |
| Low |
1.2881 |
1.2865 |
-0.0016 |
-0.1% |
1.2900 |
| Close |
1.2905 |
1.2918 |
0.0013 |
0.1% |
1.3055 |
| Range |
0.0130 |
0.0064 |
-0.0066 |
-50.8% |
0.0185 |
| ATR |
0.0089 |
0.0088 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
75 |
220 |
145 |
193.3% |
703 |
|
| Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3096 |
1.3071 |
1.2953 |
|
| R3 |
1.3032 |
1.3007 |
1.2936 |
|
| R2 |
1.2968 |
1.2968 |
1.2930 |
|
| R1 |
1.2943 |
1.2943 |
1.2924 |
1.2956 |
| PP |
1.2904 |
1.2904 |
1.2904 |
1.2910 |
| S1 |
1.2879 |
1.2879 |
1.2912 |
1.2892 |
| S2 |
1.2840 |
1.2840 |
1.2906 |
|
| S3 |
1.2776 |
1.2815 |
1.2900 |
|
| S4 |
1.2712 |
1.2751 |
1.2883 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3568 |
1.3497 |
1.3157 |
|
| R3 |
1.3383 |
1.3312 |
1.3106 |
|
| R2 |
1.3198 |
1.3198 |
1.3089 |
|
| R1 |
1.3127 |
1.3127 |
1.3072 |
1.3163 |
| PP |
1.3013 |
1.3013 |
1.3013 |
1.3031 |
| S1 |
1.2942 |
1.2942 |
1.3038 |
1.2978 |
| S2 |
1.2828 |
1.2828 |
1.3021 |
|
| S3 |
1.2643 |
1.2757 |
1.3004 |
|
| S4 |
1.2458 |
1.2572 |
1.2953 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3085 |
1.2865 |
0.0220 |
1.7% |
0.0086 |
0.7% |
24% |
False |
True |
163 |
| 10 |
1.3085 |
1.2859 |
0.0226 |
1.7% |
0.0082 |
0.6% |
26% |
False |
False |
166 |
| 20 |
1.3188 |
1.2855 |
0.0333 |
2.6% |
0.0092 |
0.7% |
19% |
False |
False |
148 |
| 40 |
1.3188 |
1.2318 |
0.0870 |
6.7% |
0.0063 |
0.5% |
69% |
False |
False |
83 |
| 60 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0055 |
0.4% |
75% |
False |
False |
58 |
| 80 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0054 |
0.4% |
75% |
False |
False |
45 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0051 |
0.4% |
75% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3201 |
|
2.618 |
1.3097 |
|
1.618 |
1.3033 |
|
1.000 |
1.2993 |
|
0.618 |
1.2969 |
|
HIGH |
1.2929 |
|
0.618 |
1.2905 |
|
0.500 |
1.2897 |
|
0.382 |
1.2889 |
|
LOW |
1.2865 |
|
0.618 |
1.2825 |
|
1.000 |
1.2801 |
|
1.618 |
1.2761 |
|
2.618 |
1.2697 |
|
4.250 |
1.2593 |
|
|
| Fisher Pivots for day following 10-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2911 |
1.2949 |
| PP |
1.2904 |
1.2938 |
| S1 |
1.2897 |
1.2928 |
|