CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 15-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2012 |
15-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2960 |
1.2927 |
-0.0033 |
-0.3% |
1.3032 |
| High |
1.3008 |
1.2996 |
-0.0012 |
-0.1% |
1.3032 |
| Low |
1.2960 |
1.2909 |
-0.0051 |
-0.4% |
1.2860 |
| Close |
1.2978 |
1.2962 |
-0.0016 |
-0.1% |
1.2978 |
| Range |
0.0048 |
0.0087 |
0.0039 |
81.3% |
0.0172 |
| ATR |
0.0087 |
0.0087 |
0.0000 |
0.0% |
0.0000 |
| Volume |
71 |
83 |
12 |
16.9% |
595 |
|
| Daily Pivots for day following 15-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3217 |
1.3176 |
1.3010 |
|
| R3 |
1.3130 |
1.3089 |
1.2986 |
|
| R2 |
1.3043 |
1.3043 |
1.2978 |
|
| R1 |
1.3002 |
1.3002 |
1.2970 |
1.3023 |
| PP |
1.2956 |
1.2956 |
1.2956 |
1.2966 |
| S1 |
1.2915 |
1.2915 |
1.2954 |
1.2936 |
| S2 |
1.2869 |
1.2869 |
1.2946 |
|
| S3 |
1.2782 |
1.2828 |
1.2938 |
|
| S4 |
1.2695 |
1.2741 |
1.2914 |
|
|
| 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 |
1.3011 |
1.2860 |
0.0151 |
1.2% |
0.0087 |
0.7% |
68% |
False |
False |
108 |
| 10 |
1.3085 |
1.2860 |
0.0225 |
1.7% |
0.0080 |
0.6% |
45% |
False |
False |
126 |
| 20 |
1.3120 |
1.2859 |
0.0261 |
2.0% |
0.0082 |
0.6% |
39% |
False |
False |
139 |
| 40 |
1.3188 |
1.2384 |
0.0804 |
6.2% |
0.0067 |
0.5% |
72% |
False |
False |
89 |
| 60 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0056 |
0.4% |
79% |
False |
False |
61 |
| 80 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0055 |
0.4% |
79% |
False |
False |
48 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0053 |
0.4% |
79% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3366 |
|
2.618 |
1.3224 |
|
1.618 |
1.3137 |
|
1.000 |
1.3083 |
|
0.618 |
1.3050 |
|
HIGH |
1.2996 |
|
0.618 |
1.2963 |
|
0.500 |
1.2953 |
|
0.382 |
1.2942 |
|
LOW |
1.2909 |
|
0.618 |
1.2855 |
|
1.000 |
1.2822 |
|
1.618 |
1.2768 |
|
2.618 |
1.2681 |
|
4.250 |
1.2539 |
|
|
| Fisher Pivots for day following 15-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2959 |
1.2953 |
| PP |
1.2956 |
1.2943 |
| S1 |
1.2953 |
1.2934 |
|