CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 10-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2634 |
1.2809 |
0.0175 |
1.4% |
1.2581 |
| High |
1.2820 |
1.2811 |
-0.0009 |
-0.1% |
1.2820 |
| Low |
1.2627 |
1.2756 |
0.0129 |
1.0% |
1.2503 |
| Close |
1.2798 |
1.2770 |
-0.0028 |
-0.2% |
1.2798 |
| Range |
0.0193 |
0.0055 |
-0.0138 |
-71.5% |
0.0317 |
| ATR |
0.0108 |
0.0104 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
324,900 |
198,491 |
-126,409 |
-38.9% |
1,220,108 |
|
| Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2944 |
1.2912 |
1.2800 |
|
| R3 |
1.2889 |
1.2857 |
1.2785 |
|
| R2 |
1.2834 |
1.2834 |
1.2780 |
|
| R1 |
1.2802 |
1.2802 |
1.2775 |
1.2791 |
| PP |
1.2779 |
1.2779 |
1.2779 |
1.2773 |
| S1 |
1.2747 |
1.2747 |
1.2765 |
1.2736 |
| S2 |
1.2724 |
1.2724 |
1.2760 |
|
| S3 |
1.2669 |
1.2692 |
1.2755 |
|
| S4 |
1.2614 |
1.2637 |
1.2740 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3658 |
1.3545 |
1.2972 |
|
| R3 |
1.3341 |
1.3228 |
1.2885 |
|
| R2 |
1.3024 |
1.3024 |
1.2856 |
|
| R1 |
1.2911 |
1.2911 |
1.2827 |
1.2968 |
| PP |
1.2707 |
1.2707 |
1.2707 |
1.2735 |
| S1 |
1.2594 |
1.2594 |
1.2769 |
1.2651 |
| S2 |
1.2390 |
1.2390 |
1.2740 |
|
| S3 |
1.2073 |
1.2277 |
1.2711 |
|
| S4 |
1.1756 |
1.1960 |
1.2624 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2820 |
1.2503 |
0.0317 |
2.5% |
0.0107 |
0.8% |
84% |
False |
False |
283,719 |
| 10 |
1.2820 |
1.2467 |
0.0353 |
2.8% |
0.0097 |
0.8% |
86% |
False |
False |
239,213 |
| 20 |
1.2820 |
1.2258 |
0.0562 |
4.4% |
0.0097 |
0.8% |
91% |
False |
False |
224,277 |
| 40 |
1.2820 |
1.2051 |
0.0769 |
6.0% |
0.0109 |
0.9% |
93% |
False |
False |
235,709 |
| 60 |
1.2820 |
1.2051 |
0.0769 |
6.0% |
0.0113 |
0.9% |
93% |
False |
False |
243,962 |
| 80 |
1.2838 |
1.2051 |
0.0787 |
6.2% |
0.0116 |
0.9% |
91% |
False |
False |
189,827 |
| 100 |
1.3292 |
1.2051 |
0.1241 |
9.7% |
0.0108 |
0.8% |
58% |
False |
False |
151,934 |
| 120 |
1.3396 |
1.2051 |
0.1345 |
10.5% |
0.0105 |
0.8% |
53% |
False |
False |
126,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3045 |
|
2.618 |
1.2955 |
|
1.618 |
1.2900 |
|
1.000 |
1.2866 |
|
0.618 |
1.2845 |
|
HIGH |
1.2811 |
|
0.618 |
1.2790 |
|
0.500 |
1.2784 |
|
0.382 |
1.2777 |
|
LOW |
1.2756 |
|
0.618 |
1.2722 |
|
1.000 |
1.2701 |
|
1.618 |
1.2667 |
|
2.618 |
1.2612 |
|
4.250 |
1.2522 |
|
|
| Fisher Pivots for day following 10-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2784 |
1.2744 |
| PP |
1.2779 |
1.2717 |
| S1 |
1.2775 |
1.2691 |
|