CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 20-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3056 |
1.3057 |
0.0001 |
0.0% |
1.2820 |
| High |
1.3097 |
1.3070 |
-0.0027 |
-0.2% |
1.3179 |
| Low |
1.3004 |
1.2930 |
-0.0074 |
-0.6% |
1.2768 |
| Close |
1.3074 |
1.2981 |
-0.0093 |
-0.7% |
1.3128 |
| Range |
0.0093 |
0.0140 |
0.0047 |
50.5% |
0.0411 |
| ATR |
0.0108 |
0.0111 |
0.0003 |
2.4% |
0.0000 |
| Volume |
264,759 |
277,597 |
12,838 |
4.8% |
725,675 |
|
| Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3414 |
1.3337 |
1.3058 |
|
| R3 |
1.3274 |
1.3197 |
1.3020 |
|
| R2 |
1.3134 |
1.3134 |
1.3007 |
|
| R1 |
1.3057 |
1.3057 |
1.2994 |
1.3026 |
| PP |
1.2994 |
1.2994 |
1.2994 |
1.2978 |
| S1 |
1.2917 |
1.2917 |
1.2968 |
1.2886 |
| S2 |
1.2854 |
1.2854 |
1.2955 |
|
| S3 |
1.2714 |
1.2777 |
1.2943 |
|
| S4 |
1.2574 |
1.2637 |
1.2904 |
|
|
| 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 |
1.2930 |
0.0253 |
1.9% |
0.0120 |
0.9% |
20% |
False |
True |
267,074 |
| 10 |
1.3183 |
1.2641 |
0.0542 |
4.2% |
0.0126 |
1.0% |
63% |
False |
False |
174,369 |
| 20 |
1.3183 |
1.2484 |
0.0699 |
5.4% |
0.0105 |
0.8% |
71% |
False |
False |
88,788 |
| 40 |
1.3183 |
1.2144 |
0.1039 |
8.0% |
0.0108 |
0.8% |
81% |
False |
False |
44,740 |
| 60 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0107 |
0.8% |
82% |
False |
False |
29,969 |
| 80 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0106 |
0.8% |
82% |
False |
False |
22,508 |
| 100 |
1.3300 |
1.2069 |
0.1231 |
9.5% |
0.0097 |
0.7% |
74% |
False |
False |
18,016 |
| 120 |
1.3300 |
1.2069 |
0.1231 |
9.5% |
0.0084 |
0.6% |
74% |
False |
False |
15,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3665 |
|
2.618 |
1.3437 |
|
1.618 |
1.3297 |
|
1.000 |
1.3210 |
|
0.618 |
1.3157 |
|
HIGH |
1.3070 |
|
0.618 |
1.3017 |
|
0.500 |
1.3000 |
|
0.382 |
1.2983 |
|
LOW |
1.2930 |
|
0.618 |
1.2843 |
|
1.000 |
1.2790 |
|
1.618 |
1.2703 |
|
2.618 |
1.2563 |
|
4.250 |
1.2335 |
|
|
| Fisher Pivots for day following 20-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3000 |
1.3030 |
| PP |
1.2994 |
1.3014 |
| S1 |
1.2987 |
1.2997 |
|