CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 18-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3114 |
1.3117 |
0.0003 |
0.0% |
1.3032 |
| High |
1.3155 |
1.3147 |
-0.0008 |
-0.1% |
1.3032 |
| Low |
1.3101 |
1.3076 |
-0.0025 |
-0.2% |
1.2860 |
| Close |
1.3144 |
1.3083 |
-0.0061 |
-0.5% |
1.2978 |
| Range |
0.0054 |
0.0071 |
0.0017 |
31.5% |
0.0172 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
353 |
248 |
-105 |
-29.7% |
595 |
|
| Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3315 |
1.3270 |
1.3122 |
|
| R3 |
1.3244 |
1.3199 |
1.3103 |
|
| R2 |
1.3173 |
1.3173 |
1.3096 |
|
| R1 |
1.3128 |
1.3128 |
1.3090 |
1.3115 |
| PP |
1.3102 |
1.3102 |
1.3102 |
1.3096 |
| S1 |
1.3057 |
1.3057 |
1.3076 |
1.3044 |
| S2 |
1.3031 |
1.3031 |
1.3070 |
|
| S3 |
1.2960 |
1.2986 |
1.3063 |
|
| S4 |
1.2889 |
1.2915 |
1.3044 |
|
|
| 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 |
1.3155 |
1.2909 |
0.0246 |
1.9% |
0.0070 |
0.5% |
71% |
False |
False |
165 |
| 10 |
1.3155 |
1.2860 |
0.0295 |
2.3% |
0.0079 |
0.6% |
76% |
False |
False |
159 |
| 20 |
1.3155 |
1.2859 |
0.0296 |
2.3% |
0.0079 |
0.6% |
76% |
False |
False |
158 |
| 40 |
1.3188 |
1.2537 |
0.0651 |
5.0% |
0.0071 |
0.5% |
84% |
False |
False |
105 |
| 60 |
1.3188 |
1.2204 |
0.0984 |
7.5% |
0.0057 |
0.4% |
89% |
False |
False |
72 |
| 80 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0057 |
0.4% |
90% |
False |
False |
56 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0054 |
0.4% |
90% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3449 |
|
2.618 |
1.3333 |
|
1.618 |
1.3262 |
|
1.000 |
1.3218 |
|
0.618 |
1.3191 |
|
HIGH |
1.3147 |
|
0.618 |
1.3120 |
|
0.500 |
1.3112 |
|
0.382 |
1.3103 |
|
LOW |
1.3076 |
|
0.618 |
1.3032 |
|
1.000 |
1.3005 |
|
1.618 |
1.2961 |
|
2.618 |
1.2890 |
|
4.250 |
1.2774 |
|
|
| Fisher Pivots for day following 18-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3112 |
1.3080 |
| PP |
1.3102 |
1.3076 |
| S1 |
1.3093 |
1.3073 |
|