CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 23-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3045 |
1.3080 |
0.0035 |
0.3% |
1.2927 |
| High |
1.3096 |
1.3080 |
-0.0016 |
-0.1% |
1.3155 |
| Low |
1.3045 |
1.2972 |
-0.0073 |
-0.6% |
1.2909 |
| Close |
1.3064 |
1.2991 |
-0.0073 |
-0.6% |
1.3043 |
| Range |
0.0051 |
0.0108 |
0.0057 |
111.8% |
0.0246 |
| ATR |
0.0083 |
0.0085 |
0.0002 |
2.1% |
0.0000 |
| Volume |
131 |
96 |
-35 |
-26.7% |
926 |
|
| Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3338 |
1.3273 |
1.3050 |
|
| R3 |
1.3230 |
1.3165 |
1.3021 |
|
| R2 |
1.3122 |
1.3122 |
1.3011 |
|
| R1 |
1.3057 |
1.3057 |
1.3001 |
1.3036 |
| PP |
1.3014 |
1.3014 |
1.3014 |
1.3004 |
| S1 |
1.2949 |
1.2949 |
1.2981 |
1.2928 |
| S2 |
1.2906 |
1.2906 |
1.2971 |
|
| S3 |
1.2798 |
1.2841 |
1.2961 |
|
| S4 |
1.2690 |
1.2733 |
1.2932 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3774 |
1.3654 |
1.3178 |
|
| R3 |
1.3528 |
1.3408 |
1.3111 |
|
| R2 |
1.3282 |
1.3282 |
1.3088 |
|
| R1 |
1.3162 |
1.3162 |
1.3066 |
1.3222 |
| PP |
1.3036 |
1.3036 |
1.3036 |
1.3066 |
| S1 |
1.2916 |
1.2916 |
1.3020 |
1.2976 |
| S2 |
1.2790 |
1.2790 |
1.2998 |
|
| S3 |
1.2544 |
1.2670 |
1.2975 |
|
| S4 |
1.2298 |
1.2424 |
1.2908 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3155 |
1.2972 |
0.0183 |
1.4% |
0.0068 |
0.5% |
10% |
False |
True |
200 |
| 10 |
1.3155 |
1.2860 |
0.0295 |
2.3% |
0.0074 |
0.6% |
44% |
False |
False |
153 |
| 20 |
1.3155 |
1.2859 |
0.0296 |
2.3% |
0.0078 |
0.6% |
45% |
False |
False |
154 |
| 40 |
1.3188 |
1.2541 |
0.0647 |
5.0% |
0.0075 |
0.6% |
70% |
False |
False |
114 |
| 60 |
1.3188 |
1.2204 |
0.0984 |
7.6% |
0.0058 |
0.4% |
80% |
False |
False |
78 |
| 80 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0057 |
0.4% |
82% |
False |
False |
61 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0054 |
0.4% |
82% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3539 |
|
2.618 |
1.3363 |
|
1.618 |
1.3255 |
|
1.000 |
1.3188 |
|
0.618 |
1.3147 |
|
HIGH |
1.3080 |
|
0.618 |
1.3039 |
|
0.500 |
1.3026 |
|
0.382 |
1.3013 |
|
LOW |
1.2972 |
|
0.618 |
1.2905 |
|
1.000 |
1.2864 |
|
1.618 |
1.2797 |
|
2.618 |
1.2689 |
|
4.250 |
1.2513 |
|
|
| Fisher Pivots for day following 23-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3026 |
1.3034 |
| PP |
1.3014 |
1.3020 |
| S1 |
1.3003 |
1.3005 |
|