CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 17-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2988 |
1.3125 |
0.0137 |
1.1% |
1.2809 |
| High |
1.3169 |
1.3172 |
0.0003 |
0.0% |
1.3169 |
| Low |
1.2980 |
1.3084 |
0.0104 |
0.8% |
1.2756 |
| Close |
1.3118 |
1.3143 |
0.0025 |
0.2% |
1.3118 |
| Range |
0.0189 |
0.0088 |
-0.0101 |
-53.4% |
0.0413 |
| ATR |
0.0115 |
0.0113 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
109,323 |
11,594 |
-97,729 |
-89.4% |
1,342,809 |
|
| Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3397 |
1.3358 |
1.3191 |
|
| R3 |
1.3309 |
1.3270 |
1.3167 |
|
| R2 |
1.3221 |
1.3221 |
1.3159 |
|
| R1 |
1.3182 |
1.3182 |
1.3151 |
1.3202 |
| PP |
1.3133 |
1.3133 |
1.3133 |
1.3143 |
| S1 |
1.3094 |
1.3094 |
1.3135 |
1.3114 |
| S2 |
1.3045 |
1.3045 |
1.3127 |
|
| S3 |
1.2957 |
1.3006 |
1.3119 |
|
| S4 |
1.2869 |
1.2918 |
1.3095 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4253 |
1.4099 |
1.3345 |
|
| R3 |
1.3840 |
1.3686 |
1.3232 |
|
| R2 |
1.3427 |
1.3427 |
1.3194 |
|
| R1 |
1.3273 |
1.3273 |
1.3156 |
1.3350 |
| PP |
1.3014 |
1.3014 |
1.3014 |
1.3053 |
| S1 |
1.2860 |
1.2860 |
1.3080 |
1.2937 |
| S2 |
1.2601 |
1.2601 |
1.3042 |
|
| S3 |
1.2188 |
1.2447 |
1.3004 |
|
| S4 |
1.1775 |
1.2034 |
1.2891 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3172 |
1.2758 |
0.0414 |
3.1% |
0.0133 |
1.0% |
93% |
True |
False |
231,182 |
| 10 |
1.3172 |
1.2503 |
0.0669 |
5.1% |
0.0120 |
0.9% |
96% |
True |
False |
257,451 |
| 20 |
1.3172 |
1.2298 |
0.0874 |
6.6% |
0.0106 |
0.8% |
97% |
True |
False |
235,012 |
| 40 |
1.3172 |
1.2051 |
0.1121 |
8.5% |
0.0112 |
0.8% |
97% |
True |
False |
235,093 |
| 60 |
1.3172 |
1.2051 |
0.1121 |
8.5% |
0.0112 |
0.9% |
97% |
True |
False |
238,950 |
| 80 |
1.3172 |
1.2051 |
0.1121 |
8.5% |
0.0116 |
0.9% |
97% |
True |
False |
204,226 |
| 100 |
1.3292 |
1.2051 |
0.1241 |
9.4% |
0.0111 |
0.8% |
88% |
False |
False |
163,478 |
| 120 |
1.3390 |
1.2051 |
0.1339 |
10.2% |
0.0107 |
0.8% |
82% |
False |
False |
136,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3546 |
|
2.618 |
1.3402 |
|
1.618 |
1.3314 |
|
1.000 |
1.3260 |
|
0.618 |
1.3226 |
|
HIGH |
1.3172 |
|
0.618 |
1.3138 |
|
0.500 |
1.3128 |
|
0.382 |
1.3118 |
|
LOW |
1.3084 |
|
0.618 |
1.3030 |
|
1.000 |
1.2996 |
|
1.618 |
1.2942 |
|
2.618 |
1.2854 |
|
4.250 |
1.2710 |
|
|
| Fisher Pivots for day following 17-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3138 |
1.3100 |
| PP |
1.3133 |
1.3057 |
| S1 |
1.3128 |
1.3014 |
|