CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 24-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3069 |
1.2995 |
-0.0074 |
-0.6% |
1.2963 |
| High |
1.3082 |
1.3003 |
-0.0079 |
-0.6% |
1.3147 |
| Low |
1.2957 |
1.2926 |
-0.0031 |
-0.2% |
1.2898 |
| Close |
1.2979 |
1.2980 |
0.0001 |
0.0% |
1.3030 |
| Range |
0.0125 |
0.0077 |
-0.0048 |
-38.4% |
0.0249 |
| ATR |
0.0098 |
0.0097 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
245,218 |
228,980 |
-16,238 |
-6.6% |
1,159,859 |
|
| Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3201 |
1.3167 |
1.3022 |
|
| R3 |
1.3124 |
1.3090 |
1.3001 |
|
| R2 |
1.3047 |
1.3047 |
1.2994 |
|
| R1 |
1.3013 |
1.3013 |
1.2987 |
1.2992 |
| PP |
1.2970 |
1.2970 |
1.2970 |
1.2959 |
| S1 |
1.2936 |
1.2936 |
1.2973 |
1.2915 |
| S2 |
1.2893 |
1.2893 |
1.2966 |
|
| S3 |
1.2816 |
1.2859 |
1.2959 |
|
| S4 |
1.2739 |
1.2782 |
1.2938 |
|
|
| 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 |
1.3136 |
1.2926 |
0.0210 |
1.6% |
0.0082 |
0.6% |
26% |
False |
True |
226,758 |
| 10 |
1.3147 |
1.2833 |
0.0314 |
2.4% |
0.0091 |
0.7% |
47% |
False |
False |
226,280 |
| 20 |
1.3147 |
1.2813 |
0.0334 |
2.6% |
0.0097 |
0.7% |
50% |
False |
False |
242,209 |
| 40 |
1.3183 |
1.2506 |
0.0677 |
5.2% |
0.0102 |
0.8% |
70% |
False |
False |
190,179 |
| 60 |
1.3183 |
1.2160 |
0.1023 |
7.9% |
0.0102 |
0.8% |
80% |
False |
False |
127,031 |
| 80 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0103 |
0.8% |
82% |
False |
False |
95,413 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0103 |
0.8% |
82% |
False |
False |
76,360 |
| 120 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0098 |
0.8% |
82% |
False |
False |
63,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3330 |
|
2.618 |
1.3205 |
|
1.618 |
1.3128 |
|
1.000 |
1.3080 |
|
0.618 |
1.3051 |
|
HIGH |
1.3003 |
|
0.618 |
1.2974 |
|
0.500 |
1.2965 |
|
0.382 |
1.2955 |
|
LOW |
1.2926 |
|
0.618 |
1.2878 |
|
1.000 |
1.2849 |
|
1.618 |
1.2801 |
|
2.618 |
1.2724 |
|
4.250 |
1.2599 |
|
|
| Fisher Pivots for day following 24-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2975 |
1.3008 |
| PP |
1.2970 |
1.2999 |
| S1 |
1.2965 |
1.2989 |
|