CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 01-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2012 |
01-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2924 |
1.2858 |
-0.0066 |
-0.5% |
1.2988 |
| High |
1.2971 |
1.2950 |
-0.0021 |
-0.2% |
1.2991 |
| Low |
1.2849 |
1.2813 |
-0.0036 |
-0.3% |
1.2839 |
| Close |
1.2862 |
1.2896 |
0.0034 |
0.3% |
1.2862 |
| Range |
0.0122 |
0.0137 |
0.0015 |
12.3% |
0.0152 |
| ATR |
0.0107 |
0.0109 |
0.0002 |
2.0% |
0.0000 |
| Volume |
305,925 |
282,079 |
-23,846 |
-7.8% |
1,304,346 |
|
| Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3297 |
1.3234 |
1.2971 |
|
| R3 |
1.3160 |
1.3097 |
1.2934 |
|
| R2 |
1.3023 |
1.3023 |
1.2921 |
|
| R1 |
1.2960 |
1.2960 |
1.2909 |
1.2992 |
| PP |
1.2886 |
1.2886 |
1.2886 |
1.2902 |
| S1 |
1.2823 |
1.2823 |
1.2883 |
1.2855 |
| S2 |
1.2749 |
1.2749 |
1.2871 |
|
| S3 |
1.2612 |
1.2686 |
1.2858 |
|
| S4 |
1.2475 |
1.2549 |
1.2821 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3353 |
1.3260 |
1.2946 |
|
| R3 |
1.3201 |
1.3108 |
1.2904 |
|
| R2 |
1.3049 |
1.3049 |
1.2890 |
|
| R1 |
1.2956 |
1.2956 |
1.2876 |
1.2927 |
| PP |
1.2897 |
1.2897 |
1.2897 |
1.2883 |
| S1 |
1.2804 |
1.2804 |
1.2848 |
1.2775 |
| S2 |
1.2745 |
1.2745 |
1.2834 |
|
| S3 |
1.2593 |
1.2652 |
1.2820 |
|
| S4 |
1.2441 |
1.2500 |
1.2778 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2983 |
1.2813 |
0.0170 |
1.3% |
0.0107 |
0.8% |
49% |
False |
True |
275,102 |
| 10 |
1.3130 |
1.2813 |
0.0317 |
2.5% |
0.0104 |
0.8% |
26% |
False |
True |
263,764 |
| 20 |
1.3183 |
1.2520 |
0.0663 |
5.1% |
0.0113 |
0.9% |
57% |
False |
False |
181,637 |
| 40 |
1.3183 |
1.2270 |
0.0913 |
7.1% |
0.0099 |
0.8% |
69% |
False |
False |
91,302 |
| 60 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0104 |
0.8% |
74% |
False |
False |
61,072 |
| 80 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0106 |
0.8% |
74% |
False |
False |
45,843 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0100 |
0.8% |
74% |
False |
False |
36,688 |
| 120 |
1.3300 |
1.2069 |
0.1231 |
9.5% |
0.0089 |
0.7% |
67% |
False |
False |
30,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3532 |
|
2.618 |
1.3309 |
|
1.618 |
1.3172 |
|
1.000 |
1.3087 |
|
0.618 |
1.3035 |
|
HIGH |
1.2950 |
|
0.618 |
1.2898 |
|
0.500 |
1.2882 |
|
0.382 |
1.2865 |
|
LOW |
1.2813 |
|
0.618 |
1.2728 |
|
1.000 |
1.2676 |
|
1.618 |
1.2591 |
|
2.618 |
1.2454 |
|
4.250 |
1.2231 |
|
|
| Fisher Pivots for day following 01-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2891 |
1.2895 |
| PP |
1.2886 |
1.2893 |
| S1 |
1.2882 |
1.2892 |
|