CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 12-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2012 |
12-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2866 |
1.2939 |
0.0073 |
0.6% |
1.3033 |
| High |
1.2960 |
1.3000 |
0.0040 |
0.3% |
1.3034 |
| Low |
1.2833 |
1.2930 |
0.0097 |
0.8% |
1.2833 |
| Close |
1.2938 |
1.2965 |
0.0027 |
0.2% |
1.2965 |
| Range |
0.0127 |
0.0070 |
-0.0057 |
-44.9% |
0.0201 |
| ATR |
0.0106 |
0.0103 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
223,709 |
199,900 |
-23,809 |
-10.6% |
1,111,885 |
|
| Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3175 |
1.3140 |
1.3004 |
|
| R3 |
1.3105 |
1.3070 |
1.2984 |
|
| R2 |
1.3035 |
1.3035 |
1.2978 |
|
| R1 |
1.3000 |
1.3000 |
1.2971 |
1.3018 |
| PP |
1.2965 |
1.2965 |
1.2965 |
1.2974 |
| S1 |
1.2930 |
1.2930 |
1.2959 |
1.2948 |
| S2 |
1.2895 |
1.2895 |
1.2952 |
|
| S3 |
1.2825 |
1.2860 |
1.2946 |
|
| S4 |
1.2755 |
1.2790 |
1.2927 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3547 |
1.3457 |
1.3076 |
|
| R3 |
1.3346 |
1.3256 |
1.3020 |
|
| R2 |
1.3145 |
1.3145 |
1.3002 |
|
| R1 |
1.3055 |
1.3055 |
1.2983 |
1.3000 |
| PP |
1.2944 |
1.2944 |
1.2944 |
1.2916 |
| S1 |
1.2854 |
1.2854 |
1.2947 |
1.2799 |
| S2 |
1.2743 |
1.2743 |
1.2928 |
|
| S3 |
1.2542 |
1.2653 |
1.2910 |
|
| S4 |
1.2341 |
1.2452 |
1.2854 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3034 |
1.2833 |
0.0201 |
1.6% |
0.0100 |
0.8% |
66% |
False |
False |
222,377 |
| 10 |
1.3080 |
1.2813 |
0.0267 |
2.1% |
0.0100 |
0.8% |
57% |
False |
False |
241,095 |
| 20 |
1.3183 |
1.2813 |
0.0370 |
2.9% |
0.0099 |
0.8% |
41% |
False |
False |
250,103 |
| 40 |
1.3183 |
1.2309 |
0.0874 |
6.7% |
0.0102 |
0.8% |
75% |
False |
False |
144,388 |
| 60 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0105 |
0.8% |
80% |
False |
False |
96,490 |
| 80 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0104 |
0.8% |
80% |
False |
False |
72,440 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0104 |
0.8% |
80% |
False |
False |
57,972 |
| 120 |
1.3300 |
1.2069 |
0.1231 |
9.5% |
0.0095 |
0.7% |
73% |
False |
False |
48,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3298 |
|
2.618 |
1.3183 |
|
1.618 |
1.3113 |
|
1.000 |
1.3070 |
|
0.618 |
1.3043 |
|
HIGH |
1.3000 |
|
0.618 |
1.2973 |
|
0.500 |
1.2965 |
|
0.382 |
1.2957 |
|
LOW |
1.2930 |
|
0.618 |
1.2887 |
|
1.000 |
1.2860 |
|
1.618 |
1.2817 |
|
2.618 |
1.2747 |
|
4.250 |
1.2633 |
|
|
| Fisher Pivots for day following 12-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2965 |
1.2949 |
| PP |
1.2965 |
1.2933 |
| S1 |
1.2965 |
1.2917 |
|