CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 25-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2012 |
25-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2988 |
1.2944 |
-0.0044 |
-0.3% |
1.3135 |
| High |
1.2991 |
1.2983 |
-0.0008 |
-0.1% |
1.3183 |
| Low |
1.2902 |
1.2898 |
-0.0004 |
0.0% |
1.2930 |
| Close |
1.2947 |
1.2938 |
-0.0009 |
-0.1% |
1.3001 |
| Range |
0.0089 |
0.0085 |
-0.0004 |
-4.5% |
0.0253 |
| ATR |
0.0109 |
0.0107 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
210,912 |
256,749 |
45,837 |
21.7% |
1,286,757 |
|
| Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3195 |
1.3151 |
1.2985 |
|
| R3 |
1.3110 |
1.3066 |
1.2961 |
|
| R2 |
1.3025 |
1.3025 |
1.2954 |
|
| R1 |
1.2981 |
1.2981 |
1.2946 |
1.2961 |
| PP |
1.2940 |
1.2940 |
1.2940 |
1.2929 |
| S1 |
1.2896 |
1.2896 |
1.2930 |
1.2876 |
| S2 |
1.2855 |
1.2855 |
1.2922 |
|
| S3 |
1.2770 |
1.2811 |
1.2915 |
|
| S4 |
1.2685 |
1.2726 |
1.2891 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3797 |
1.3652 |
1.3140 |
|
| R3 |
1.3544 |
1.3399 |
1.3071 |
|
| R2 |
1.3291 |
1.3291 |
1.3047 |
|
| R1 |
1.3146 |
1.3146 |
1.3024 |
1.3092 |
| PP |
1.3038 |
1.3038 |
1.3038 |
1.3011 |
| S1 |
1.2893 |
1.2893 |
1.2978 |
1.2839 |
| S2 |
1.2785 |
1.2785 |
1.2955 |
|
| S3 |
1.2532 |
1.2640 |
1.2931 |
|
| S4 |
1.2279 |
1.2387 |
1.2862 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3097 |
1.2898 |
0.0199 |
1.5% |
0.0100 |
0.8% |
20% |
False |
True |
258,217 |
| 10 |
1.3183 |
1.2827 |
0.0356 |
2.8% |
0.0117 |
0.9% |
31% |
False |
False |
238,696 |
| 20 |
1.3183 |
1.2484 |
0.0699 |
5.4% |
0.0109 |
0.8% |
65% |
False |
False |
126,048 |
| 40 |
1.3183 |
1.2160 |
0.1023 |
7.9% |
0.0104 |
0.8% |
76% |
False |
False |
63,389 |
| 60 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0105 |
0.8% |
78% |
False |
False |
42,440 |
| 80 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0106 |
0.8% |
78% |
False |
False |
31,866 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0098 |
0.8% |
78% |
False |
False |
25,503 |
| 120 |
1.3300 |
1.2069 |
0.1231 |
9.5% |
0.0086 |
0.7% |
71% |
False |
False |
21,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3344 |
|
2.618 |
1.3206 |
|
1.618 |
1.3121 |
|
1.000 |
1.3068 |
|
0.618 |
1.3036 |
|
HIGH |
1.2983 |
|
0.618 |
1.2951 |
|
0.500 |
1.2941 |
|
0.382 |
1.2930 |
|
LOW |
1.2898 |
|
0.618 |
1.2845 |
|
1.000 |
1.2813 |
|
1.618 |
1.2760 |
|
2.618 |
1.2675 |
|
4.250 |
1.2537 |
|
|
| Fisher Pivots for day following 25-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2941 |
1.2979 |
| PP |
1.2940 |
1.2965 |
| S1 |
1.2939 |
1.2952 |
|