CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 12-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2012 |
12-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2878 |
1.2960 |
0.0082 |
0.6% |
1.3032 |
| High |
1.2968 |
1.3008 |
0.0040 |
0.3% |
1.3032 |
| Low |
1.2860 |
1.2960 |
0.0100 |
0.8% |
1.2860 |
| Close |
1.2951 |
1.2978 |
0.0027 |
0.2% |
1.2978 |
| Range |
0.0108 |
0.0048 |
-0.0060 |
-55.6% |
0.0172 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
93 |
71 |
-22 |
-23.7% |
595 |
|
| Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3126 |
1.3100 |
1.3004 |
|
| R3 |
1.3078 |
1.3052 |
1.2991 |
|
| R2 |
1.3030 |
1.3030 |
1.2987 |
|
| R1 |
1.3004 |
1.3004 |
1.2982 |
1.3017 |
| PP |
1.2982 |
1.2982 |
1.2982 |
1.2989 |
| S1 |
1.2956 |
1.2956 |
1.2974 |
1.2969 |
| S2 |
1.2934 |
1.2934 |
1.2969 |
|
| S3 |
1.2886 |
1.2908 |
1.2965 |
|
| S4 |
1.2838 |
1.2860 |
1.2952 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3473 |
1.3397 |
1.3073 |
|
| R3 |
1.3301 |
1.3225 |
1.3025 |
|
| R2 |
1.3129 |
1.3129 |
1.3010 |
|
| R1 |
1.3053 |
1.3053 |
1.2994 |
1.3005 |
| PP |
1.2957 |
1.2957 |
1.2957 |
1.2933 |
| S1 |
1.2881 |
1.2881 |
1.2962 |
1.2833 |
| S2 |
1.2785 |
1.2785 |
1.2946 |
|
| S3 |
1.2613 |
1.2709 |
1.2931 |
|
| S4 |
1.2441 |
1.2537 |
1.2883 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3032 |
1.2860 |
0.0172 |
1.3% |
0.0084 |
0.7% |
69% |
False |
False |
119 |
| 10 |
1.3085 |
1.2860 |
0.0225 |
1.7% |
0.0077 |
0.6% |
52% |
False |
False |
129 |
| 20 |
1.3188 |
1.2859 |
0.0329 |
2.5% |
0.0082 |
0.6% |
36% |
False |
False |
140 |
| 40 |
1.3188 |
1.2350 |
0.0838 |
6.5% |
0.0066 |
0.5% |
75% |
False |
False |
87 |
| 60 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0057 |
0.4% |
81% |
False |
False |
61 |
| 80 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0054 |
0.4% |
81% |
False |
False |
47 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0052 |
0.4% |
81% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3212 |
|
2.618 |
1.3134 |
|
1.618 |
1.3086 |
|
1.000 |
1.3056 |
|
0.618 |
1.3038 |
|
HIGH |
1.3008 |
|
0.618 |
1.2990 |
|
0.500 |
1.2984 |
|
0.382 |
1.2978 |
|
LOW |
1.2960 |
|
0.618 |
1.2930 |
|
1.000 |
1.2912 |
|
1.618 |
1.2882 |
|
2.618 |
1.2834 |
|
4.250 |
1.2756 |
|
|
| Fisher Pivots for day following 12-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2984 |
1.2963 |
| PP |
1.2982 |
1.2949 |
| S1 |
1.2980 |
1.2934 |
|