CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 16-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2012 |
16-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2963 |
1.2958 |
-0.0005 |
0.0% |
1.3033 |
| High |
1.2987 |
1.3069 |
0.0082 |
0.6% |
1.3034 |
| Low |
1.2898 |
1.2949 |
0.0051 |
0.4% |
1.2833 |
| Close |
1.2949 |
1.3050 |
0.0101 |
0.8% |
1.2965 |
| Range |
0.0089 |
0.0120 |
0.0031 |
34.8% |
0.0201 |
| ATR |
0.0102 |
0.0103 |
0.0001 |
1.3% |
0.0000 |
| Volume |
194,490 |
273,330 |
78,840 |
40.5% |
1,111,885 |
|
| Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3383 |
1.3336 |
1.3116 |
|
| R3 |
1.3263 |
1.3216 |
1.3083 |
|
| R2 |
1.3143 |
1.3143 |
1.3072 |
|
| R1 |
1.3096 |
1.3096 |
1.3061 |
1.3120 |
| PP |
1.3023 |
1.3023 |
1.3023 |
1.3034 |
| S1 |
1.2976 |
1.2976 |
1.3039 |
1.3000 |
| S2 |
1.2903 |
1.2903 |
1.3028 |
|
| S3 |
1.2783 |
1.2856 |
1.3017 |
|
| S4 |
1.2663 |
1.2736 |
1.2984 |
|
|
| 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 |
1.3069 |
1.2833 |
0.0236 |
1.8% |
0.0097 |
0.7% |
92% |
True |
False |
221,823 |
| 10 |
1.3080 |
1.2833 |
0.0247 |
1.9% |
0.0098 |
0.7% |
88% |
False |
False |
236,221 |
| 20 |
1.3097 |
1.2813 |
0.0284 |
2.2% |
0.0101 |
0.8% |
83% |
False |
False |
250,327 |
| 40 |
1.3183 |
1.2366 |
0.0817 |
6.3% |
0.0103 |
0.8% |
84% |
False |
False |
156,049 |
| 60 |
1.3183 |
1.2069 |
0.1114 |
8.5% |
0.0105 |
0.8% |
88% |
False |
False |
104,264 |
| 80 |
1.3183 |
1.2069 |
0.1114 |
8.5% |
0.0104 |
0.8% |
88% |
False |
False |
78,285 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.5% |
0.0104 |
0.8% |
88% |
False |
False |
62,650 |
| 120 |
1.3300 |
1.2069 |
0.1231 |
9.4% |
0.0096 |
0.7% |
80% |
False |
False |
52,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3579 |
|
2.618 |
1.3383 |
|
1.618 |
1.3263 |
|
1.000 |
1.3189 |
|
0.618 |
1.3143 |
|
HIGH |
1.3069 |
|
0.618 |
1.3023 |
|
0.500 |
1.3009 |
|
0.382 |
1.2995 |
|
LOW |
1.2949 |
|
0.618 |
1.2875 |
|
1.000 |
1.2829 |
|
1.618 |
1.2755 |
|
2.618 |
1.2635 |
|
4.250 |
1.2439 |
|
|
| Fisher Pivots for day following 16-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3036 |
1.3028 |
| PP |
1.3023 |
1.3006 |
| S1 |
1.3009 |
1.2984 |
|