CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 02-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2012 |
02-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2858 |
1.2897 |
0.0039 |
0.3% |
1.2988 |
| High |
1.2950 |
1.2979 |
0.0029 |
0.2% |
1.2991 |
| Low |
1.2813 |
1.2890 |
0.0077 |
0.6% |
1.2839 |
| Close |
1.2896 |
1.2925 |
0.0029 |
0.2% |
1.2862 |
| Range |
0.0137 |
0.0089 |
-0.0048 |
-35.0% |
0.0152 |
| ATR |
0.0109 |
0.0107 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
282,079 |
234,486 |
-47,593 |
-16.9% |
1,304,346 |
|
| Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3198 |
1.3151 |
1.2974 |
|
| R3 |
1.3109 |
1.3062 |
1.2949 |
|
| R2 |
1.3020 |
1.3020 |
1.2941 |
|
| R1 |
1.2973 |
1.2973 |
1.2933 |
1.2997 |
| PP |
1.2931 |
1.2931 |
1.2931 |
1.2943 |
| S1 |
1.2884 |
1.2884 |
1.2917 |
1.2908 |
| S2 |
1.2842 |
1.2842 |
1.2909 |
|
| S3 |
1.2753 |
1.2795 |
1.2901 |
|
| S4 |
1.2664 |
1.2706 |
1.2876 |
|
|
| 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 |
1.2979 |
1.2813 |
0.0166 |
1.3% |
0.0108 |
0.8% |
67% |
True |
False |
270,650 |
| 10 |
1.3097 |
1.2813 |
0.0284 |
2.2% |
0.0104 |
0.8% |
39% |
False |
False |
264,433 |
| 20 |
1.3183 |
1.2520 |
0.0663 |
5.1% |
0.0114 |
0.9% |
61% |
False |
False |
193,225 |
| 40 |
1.3183 |
1.2270 |
0.0913 |
7.1% |
0.0099 |
0.8% |
72% |
False |
False |
97,138 |
| 60 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0104 |
0.8% |
77% |
False |
False |
64,972 |
| 80 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0106 |
0.8% |
77% |
False |
False |
48,773 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0101 |
0.8% |
77% |
False |
False |
39,032 |
| 120 |
1.3300 |
1.2069 |
0.1231 |
9.5% |
0.0090 |
0.7% |
70% |
False |
False |
32,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3357 |
|
2.618 |
1.3212 |
|
1.618 |
1.3123 |
|
1.000 |
1.3068 |
|
0.618 |
1.3034 |
|
HIGH |
1.2979 |
|
0.618 |
1.2945 |
|
0.500 |
1.2935 |
|
0.382 |
1.2924 |
|
LOW |
1.2890 |
|
0.618 |
1.2835 |
|
1.000 |
1.2801 |
|
1.618 |
1.2746 |
|
2.618 |
1.2657 |
|
4.250 |
1.2512 |
|
|
| Fisher Pivots for day following 02-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2935 |
1.2915 |
| PP |
1.2931 |
1.2906 |
| S1 |
1.2928 |
1.2896 |
|