CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 18-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3098 |
1.3121 |
0.0023 |
0.2% |
1.3033 |
| High |
1.3147 |
1.3136 |
-0.0011 |
-0.1% |
1.3034 |
| Low |
1.3050 |
1.3062 |
0.0012 |
0.1% |
1.2833 |
| Close |
1.3132 |
1.3070 |
-0.0062 |
-0.5% |
1.2965 |
| Range |
0.0097 |
0.0074 |
-0.0023 |
-23.7% |
0.0201 |
| ATR |
0.0103 |
0.0101 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
237,578 |
237,217 |
-361 |
-0.2% |
1,111,885 |
|
| Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3311 |
1.3265 |
1.3111 |
|
| R3 |
1.3237 |
1.3191 |
1.3090 |
|
| R2 |
1.3163 |
1.3163 |
1.3084 |
|
| R1 |
1.3117 |
1.3117 |
1.3077 |
1.3103 |
| PP |
1.3089 |
1.3089 |
1.3089 |
1.3083 |
| S1 |
1.3043 |
1.3043 |
1.3063 |
1.3029 |
| S2 |
1.3015 |
1.3015 |
1.3056 |
|
| S3 |
1.2941 |
1.2969 |
1.3050 |
|
| S4 |
1.2867 |
1.2895 |
1.3029 |
|
|
| 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 |
1.3147 |
1.2898 |
0.0249 |
1.9% |
0.0090 |
0.7% |
69% |
False |
False |
228,503 |
| 10 |
1.3147 |
1.2833 |
0.0314 |
2.4% |
0.0096 |
0.7% |
75% |
False |
False |
230,185 |
| 20 |
1.3147 |
1.2813 |
0.0334 |
2.6% |
0.0098 |
0.7% |
77% |
False |
False |
246,949 |
| 40 |
1.3183 |
1.2484 |
0.0699 |
5.3% |
0.0101 |
0.8% |
84% |
False |
False |
167,868 |
| 60 |
1.3183 |
1.2144 |
0.1039 |
7.9% |
0.0105 |
0.8% |
89% |
False |
False |
112,143 |
| 80 |
1.3183 |
1.2069 |
0.1114 |
8.5% |
0.0105 |
0.8% |
90% |
False |
False |
84,214 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.5% |
0.0104 |
0.8% |
90% |
False |
False |
67,396 |
| 120 |
1.3300 |
1.2069 |
0.1231 |
9.4% |
0.0097 |
0.7% |
81% |
False |
False |
56,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3451 |
|
2.618 |
1.3330 |
|
1.618 |
1.3256 |
|
1.000 |
1.3210 |
|
0.618 |
1.3182 |
|
HIGH |
1.3136 |
|
0.618 |
1.3108 |
|
0.500 |
1.3099 |
|
0.382 |
1.3090 |
|
LOW |
1.3062 |
|
0.618 |
1.3016 |
|
1.000 |
1.2988 |
|
1.618 |
1.2942 |
|
2.618 |
1.2868 |
|
4.250 |
1.2748 |
|
|
| Fisher Pivots for day following 18-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3099 |
1.3063 |
| PP |
1.3089 |
1.3055 |
| S1 |
1.3080 |
1.3048 |
|