CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 15-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2012 |
15-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2939 |
1.2963 |
0.0024 |
0.2% |
1.3033 |
| High |
1.3000 |
1.2987 |
-0.0013 |
-0.1% |
1.3034 |
| Low |
1.2930 |
1.2898 |
-0.0032 |
-0.2% |
1.2833 |
| Close |
1.2965 |
1.2949 |
-0.0016 |
-0.1% |
1.2965 |
| Range |
0.0070 |
0.0089 |
0.0019 |
27.1% |
0.0201 |
| ATR |
0.0103 |
0.0102 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
199,900 |
194,490 |
-5,410 |
-2.7% |
1,111,885 |
|
| Daily Pivots for day following 15-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3212 |
1.3169 |
1.2998 |
|
| R3 |
1.3123 |
1.3080 |
1.2973 |
|
| R2 |
1.3034 |
1.3034 |
1.2965 |
|
| R1 |
1.2991 |
1.2991 |
1.2957 |
1.2968 |
| PP |
1.2945 |
1.2945 |
1.2945 |
1.2933 |
| S1 |
1.2902 |
1.2902 |
1.2941 |
1.2879 |
| S2 |
1.2856 |
1.2856 |
1.2933 |
|
| S3 |
1.2767 |
1.2813 |
1.2925 |
|
| S4 |
1.2678 |
1.2724 |
1.2900 |
|
|
| 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 |
1.3000 |
1.2833 |
0.0167 |
1.3% |
0.0100 |
0.8% |
69% |
False |
False |
228,810 |
| 10 |
1.3080 |
1.2833 |
0.0247 |
1.9% |
0.0095 |
0.7% |
47% |
False |
False |
232,336 |
| 20 |
1.3130 |
1.2813 |
0.0317 |
2.4% |
0.0099 |
0.8% |
43% |
False |
False |
248,050 |
| 40 |
1.3183 |
1.2320 |
0.0863 |
6.7% |
0.0102 |
0.8% |
73% |
False |
False |
149,223 |
| 60 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0104 |
0.8% |
79% |
False |
False |
99,717 |
| 80 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0104 |
0.8% |
79% |
False |
False |
74,869 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0103 |
0.8% |
79% |
False |
False |
59,917 |
| 120 |
1.3300 |
1.2069 |
0.1231 |
9.5% |
0.0095 |
0.7% |
71% |
False |
False |
49,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3365 |
|
2.618 |
1.3220 |
|
1.618 |
1.3131 |
|
1.000 |
1.3076 |
|
0.618 |
1.3042 |
|
HIGH |
1.2987 |
|
0.618 |
1.2953 |
|
0.500 |
1.2943 |
|
0.382 |
1.2932 |
|
LOW |
1.2898 |
|
0.618 |
1.2843 |
|
1.000 |
1.2809 |
|
1.618 |
1.2754 |
|
2.618 |
1.2665 |
|
4.250 |
1.2520 |
|
|
| Fisher Pivots for day following 15-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2947 |
1.2938 |
| PP |
1.2945 |
1.2927 |
| S1 |
1.2943 |
1.2917 |
|