CME Euro FX (E) Future December 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 |
1.2995 |
1.3135 |
0.0140 |
1.1% |
1.2820 |
| High |
1.3179 |
1.3183 |
0.0004 |
0.0% |
1.3179 |
| Low |
1.2990 |
1.3093 |
0.0103 |
0.8% |
1.2768 |
| Close |
1.3128 |
1.3116 |
-0.0012 |
-0.1% |
1.3128 |
| Range |
0.0189 |
0.0090 |
-0.0099 |
-52.4% |
0.0411 |
| ATR |
0.0112 |
0.0111 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
329,684 |
235,533 |
-94,151 |
-28.6% |
725,675 |
|
| Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3401 |
1.3348 |
1.3166 |
|
| R3 |
1.3311 |
1.3258 |
1.3141 |
|
| R2 |
1.3221 |
1.3221 |
1.3133 |
|
| R1 |
1.3168 |
1.3168 |
1.3124 |
1.3150 |
| PP |
1.3131 |
1.3131 |
1.3131 |
1.3121 |
| S1 |
1.3078 |
1.3078 |
1.3108 |
1.3060 |
| S2 |
1.3041 |
1.3041 |
1.3100 |
|
| S3 |
1.2951 |
1.2988 |
1.3091 |
|
| S4 |
1.2861 |
1.2898 |
1.3067 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4258 |
1.4104 |
1.3354 |
|
| R3 |
1.3847 |
1.3693 |
1.3241 |
|
| R2 |
1.3436 |
1.3436 |
1.3203 |
|
| R1 |
1.3282 |
1.3282 |
1.3166 |
1.3359 |
| PP |
1.3025 |
1.3025 |
1.3025 |
1.3064 |
| S1 |
1.2871 |
1.2871 |
1.3090 |
1.2948 |
| S2 |
1.2614 |
1.2614 |
1.3053 |
|
| S3 |
1.2203 |
1.2460 |
1.3015 |
|
| S4 |
1.1792 |
1.2049 |
1.2902 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3183 |
1.2771 |
0.0412 |
3.1% |
0.0138 |
1.1% |
84% |
True |
False |
185,630 |
| 10 |
1.3183 |
1.2520 |
0.0663 |
5.1% |
0.0122 |
0.9% |
90% |
True |
False |
99,510 |
| 20 |
1.3183 |
1.2320 |
0.0863 |
6.6% |
0.0104 |
0.8% |
92% |
True |
False |
50,396 |
| 40 |
1.3183 |
1.2069 |
0.1114 |
8.5% |
0.0107 |
0.8% |
94% |
True |
False |
25,550 |
| 60 |
1.3183 |
1.2069 |
0.1114 |
8.5% |
0.0105 |
0.8% |
94% |
True |
False |
17,143 |
| 80 |
1.3183 |
1.2069 |
0.1114 |
8.5% |
0.0104 |
0.8% |
94% |
True |
False |
12,884 |
| 100 |
1.3300 |
1.2069 |
0.1231 |
9.4% |
0.0095 |
0.7% |
85% |
False |
False |
10,315 |
| 120 |
1.3355 |
1.2069 |
0.1286 |
9.8% |
0.0082 |
0.6% |
81% |
False |
False |
8,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3566 |
|
2.618 |
1.3419 |
|
1.618 |
1.3329 |
|
1.000 |
1.3273 |
|
0.618 |
1.3239 |
|
HIGH |
1.3183 |
|
0.618 |
1.3149 |
|
0.500 |
1.3138 |
|
0.382 |
1.3127 |
|
LOW |
1.3093 |
|
0.618 |
1.3037 |
|
1.000 |
1.3003 |
|
1.618 |
1.2947 |
|
2.618 |
1.2857 |
|
4.250 |
1.2711 |
|
|
| Fisher Pivots for day following 17-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3138 |
1.3081 |
| PP |
1.3131 |
1.3046 |
| S1 |
1.3123 |
1.3011 |
|