CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 25-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3011 |
1.2980 |
-0.0031 |
-0.2% |
1.2927 |
| High |
1.3011 |
1.3037 |
0.0026 |
0.2% |
1.3155 |
| Low |
1.2940 |
1.2952 |
0.0012 |
0.1% |
1.2909 |
| Close |
1.2992 |
1.2967 |
-0.0025 |
-0.2% |
1.3043 |
| Range |
0.0071 |
0.0085 |
0.0014 |
19.7% |
0.0246 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
0.1% |
0.0000 |
| Volume |
132 |
178 |
46 |
34.8% |
926 |
|
| Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3240 |
1.3189 |
1.3014 |
|
| R3 |
1.3155 |
1.3104 |
1.2990 |
|
| R2 |
1.3070 |
1.3070 |
1.2983 |
|
| R1 |
1.3019 |
1.3019 |
1.2975 |
1.3002 |
| PP |
1.2985 |
1.2985 |
1.2985 |
1.2977 |
| S1 |
1.2934 |
1.2934 |
1.2959 |
1.2917 |
| S2 |
1.2900 |
1.2900 |
1.2951 |
|
| S3 |
1.2815 |
1.2849 |
1.2944 |
|
| S4 |
1.2730 |
1.2764 |
1.2920 |
|
|
| 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 |
1.3096 |
1.2940 |
0.0156 |
1.2% |
0.0074 |
0.6% |
17% |
False |
False |
141 |
| 10 |
1.3155 |
1.2909 |
0.0246 |
1.9% |
0.0072 |
0.6% |
24% |
False |
False |
153 |
| 20 |
1.3155 |
1.2860 |
0.0295 |
2.3% |
0.0078 |
0.6% |
36% |
False |
False |
157 |
| 40 |
1.3188 |
1.2541 |
0.0647 |
5.0% |
0.0079 |
0.6% |
66% |
False |
False |
120 |
| 60 |
1.3188 |
1.2204 |
0.0984 |
7.6% |
0.0061 |
0.5% |
78% |
False |
False |
83 |
| 80 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0059 |
0.5% |
80% |
False |
False |
65 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0056 |
0.4% |
80% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3398 |
|
2.618 |
1.3260 |
|
1.618 |
1.3175 |
|
1.000 |
1.3122 |
|
0.618 |
1.3090 |
|
HIGH |
1.3037 |
|
0.618 |
1.3005 |
|
0.500 |
1.2995 |
|
0.382 |
1.2984 |
|
LOW |
1.2952 |
|
0.618 |
1.2899 |
|
1.000 |
1.2867 |
|
1.618 |
1.2814 |
|
2.618 |
1.2729 |
|
4.250 |
1.2591 |
|
|
| Fisher Pivots for day following 25-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2995 |
1.3010 |
| PP |
1.2985 |
1.2996 |
| S1 |
1.2976 |
1.2981 |
|