CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 26-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2944 |
1.2914 |
-0.0030 |
-0.2% |
1.3135 |
| High |
1.2983 |
1.2938 |
-0.0045 |
-0.3% |
1.3183 |
| Low |
1.2898 |
1.2846 |
-0.0052 |
-0.4% |
1.2930 |
| Close |
1.2938 |
1.2871 |
-0.0067 |
-0.5% |
1.3001 |
| Range |
0.0085 |
0.0092 |
0.0007 |
8.2% |
0.0253 |
| ATR |
0.0107 |
0.0106 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
256,749 |
242,644 |
-14,105 |
-5.5% |
1,286,757 |
|
| Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3161 |
1.3108 |
1.2922 |
|
| R3 |
1.3069 |
1.3016 |
1.2896 |
|
| R2 |
1.2977 |
1.2977 |
1.2888 |
|
| R1 |
1.2924 |
1.2924 |
1.2879 |
1.2905 |
| PP |
1.2885 |
1.2885 |
1.2885 |
1.2875 |
| S1 |
1.2832 |
1.2832 |
1.2863 |
1.2813 |
| S2 |
1.2793 |
1.2793 |
1.2854 |
|
| S3 |
1.2701 |
1.2740 |
1.2846 |
|
| S4 |
1.2609 |
1.2648 |
1.2820 |
|
|
| 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 |
1.3070 |
1.2846 |
0.0224 |
1.7% |
0.0100 |
0.8% |
11% |
False |
True |
253,794 |
| 10 |
1.3183 |
1.2838 |
0.0345 |
2.7% |
0.0114 |
0.9% |
10% |
False |
False |
251,092 |
| 20 |
1.3183 |
1.2506 |
0.0677 |
5.3% |
0.0108 |
0.8% |
54% |
False |
False |
138,149 |
| 40 |
1.3183 |
1.2160 |
0.1023 |
7.9% |
0.0105 |
0.8% |
70% |
False |
False |
69,442 |
| 60 |
1.3183 |
1.2069 |
0.1114 |
8.7% |
0.0105 |
0.8% |
72% |
False |
False |
46,480 |
| 80 |
1.3183 |
1.2069 |
0.1114 |
8.7% |
0.0105 |
0.8% |
72% |
False |
False |
34,898 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.7% |
0.0099 |
0.8% |
72% |
False |
False |
27,929 |
| 120 |
1.3300 |
1.2069 |
0.1231 |
9.6% |
0.0087 |
0.7% |
65% |
False |
False |
23,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3329 |
|
2.618 |
1.3179 |
|
1.618 |
1.3087 |
|
1.000 |
1.3030 |
|
0.618 |
1.2995 |
|
HIGH |
1.2938 |
|
0.618 |
1.2903 |
|
0.500 |
1.2892 |
|
0.382 |
1.2881 |
|
LOW |
1.2846 |
|
0.618 |
1.2789 |
|
1.000 |
1.2754 |
|
1.618 |
1.2697 |
|
2.618 |
1.2605 |
|
4.250 |
1.2455 |
|
|
| Fisher Pivots for day following 26-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2892 |
1.2919 |
| PP |
1.2885 |
1.2903 |
| S1 |
1.2878 |
1.2887 |
|