CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 19-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3121 |
1.3075 |
-0.0046 |
-0.4% |
1.2963 |
| High |
1.3136 |
1.3084 |
-0.0052 |
-0.4% |
1.3147 |
| Low |
1.3062 |
1.3019 |
-0.0043 |
-0.3% |
1.2898 |
| Close |
1.3070 |
1.3030 |
-0.0040 |
-0.3% |
1.3030 |
| Range |
0.0074 |
0.0065 |
-0.0009 |
-12.2% |
0.0249 |
| ATR |
0.0101 |
0.0098 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
237,217 |
217,244 |
-19,973 |
-8.4% |
1,159,859 |
|
| Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3239 |
1.3200 |
1.3066 |
|
| R3 |
1.3174 |
1.3135 |
1.3048 |
|
| R2 |
1.3109 |
1.3109 |
1.3042 |
|
| R1 |
1.3070 |
1.3070 |
1.3036 |
1.3057 |
| PP |
1.3044 |
1.3044 |
1.3044 |
1.3038 |
| S1 |
1.3005 |
1.3005 |
1.3024 |
1.2992 |
| S2 |
1.2979 |
1.2979 |
1.3018 |
|
| S3 |
1.2914 |
1.2940 |
1.3012 |
|
| S4 |
1.2849 |
1.2875 |
1.2994 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3772 |
1.3650 |
1.3167 |
|
| R3 |
1.3523 |
1.3401 |
1.3098 |
|
| R2 |
1.3274 |
1.3274 |
1.3076 |
|
| R1 |
1.3152 |
1.3152 |
1.3053 |
1.3213 |
| PP |
1.3025 |
1.3025 |
1.3025 |
1.3056 |
| S1 |
1.2903 |
1.2903 |
1.3007 |
1.2964 |
| S2 |
1.2776 |
1.2776 |
1.2984 |
|
| S3 |
1.2527 |
1.2654 |
1.2962 |
|
| S4 |
1.2278 |
1.2405 |
1.2893 |
|
|
| 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% |
0.0089 |
0.7% |
53% |
False |
False |
231,971 |
| 10 |
1.3147 |
1.2833 |
0.0314 |
2.4% |
0.0095 |
0.7% |
63% |
False |
False |
227,174 |
| 20 |
1.3147 |
1.2813 |
0.0334 |
2.6% |
0.0096 |
0.7% |
65% |
False |
False |
243,758 |
| 40 |
1.3183 |
1.2484 |
0.0699 |
5.4% |
0.0101 |
0.8% |
78% |
False |
False |
173,277 |
| 60 |
1.3183 |
1.2160 |
0.1023 |
7.9% |
0.0103 |
0.8% |
85% |
False |
False |
115,749 |
| 80 |
1.3183 |
1.2069 |
0.1114 |
8.5% |
0.0105 |
0.8% |
86% |
False |
False |
86,928 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.5% |
0.0104 |
0.8% |
86% |
False |
False |
69,568 |
| 120 |
1.3233 |
1.2069 |
0.1164 |
8.9% |
0.0097 |
0.7% |
83% |
False |
False |
57,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3360 |
|
2.618 |
1.3254 |
|
1.618 |
1.3189 |
|
1.000 |
1.3149 |
|
0.618 |
1.3124 |
|
HIGH |
1.3084 |
|
0.618 |
1.3059 |
|
0.500 |
1.3052 |
|
0.382 |
1.3044 |
|
LOW |
1.3019 |
|
0.618 |
1.2979 |
|
1.000 |
1.2954 |
|
1.618 |
1.2914 |
|
2.618 |
1.2849 |
|
4.250 |
1.2743 |
|
|
| Fisher Pivots for day following 19-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3052 |
1.3083 |
| PP |
1.3044 |
1.3065 |
| S1 |
1.3037 |
1.3048 |
|