CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 26-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2976 |
1.2945 |
-0.0031 |
-0.2% |
1.3034 |
| High |
1.3029 |
1.2962 |
-0.0067 |
-0.5% |
1.3090 |
| Low |
1.2932 |
1.2887 |
-0.0045 |
-0.3% |
1.2887 |
| Close |
1.2955 |
1.2939 |
-0.0016 |
-0.1% |
1.2939 |
| Range |
0.0097 |
0.0075 |
-0.0022 |
-22.7% |
0.0203 |
| ATR |
0.0097 |
0.0095 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
226,534 |
261,817 |
35,283 |
15.6% |
1,167,684 |
|
| Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3154 |
1.3122 |
1.2980 |
|
| R3 |
1.3079 |
1.3047 |
1.2960 |
|
| R2 |
1.3004 |
1.3004 |
1.2953 |
|
| R1 |
1.2972 |
1.2972 |
1.2946 |
1.2951 |
| PP |
1.2929 |
1.2929 |
1.2929 |
1.2919 |
| S1 |
1.2897 |
1.2897 |
1.2932 |
1.2876 |
| S2 |
1.2854 |
1.2854 |
1.2925 |
|
| S3 |
1.2779 |
1.2822 |
1.2918 |
|
| S4 |
1.2704 |
1.2747 |
1.2898 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3581 |
1.3463 |
1.3051 |
|
| R3 |
1.3378 |
1.3260 |
1.2995 |
|
| R2 |
1.3175 |
1.3175 |
1.2976 |
|
| R1 |
1.3057 |
1.3057 |
1.2958 |
1.3015 |
| PP |
1.2972 |
1.2972 |
1.2972 |
1.2951 |
| S1 |
1.2854 |
1.2854 |
1.2920 |
1.2812 |
| S2 |
1.2769 |
1.2769 |
1.2902 |
|
| S3 |
1.2566 |
1.2651 |
1.2883 |
|
| S4 |
1.2363 |
1.2448 |
1.2827 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3090 |
1.2887 |
0.0203 |
1.6% |
0.0088 |
0.7% |
26% |
False |
True |
233,536 |
| 10 |
1.3147 |
1.2887 |
0.0260 |
2.0% |
0.0089 |
0.7% |
20% |
False |
True |
232,754 |
| 20 |
1.3147 |
1.2813 |
0.0334 |
2.6% |
0.0094 |
0.7% |
38% |
False |
False |
236,925 |
| 40 |
1.3183 |
1.2512 |
0.0671 |
5.2% |
0.0104 |
0.8% |
64% |
False |
False |
202,315 |
| 60 |
1.3183 |
1.2191 |
0.0992 |
7.7% |
0.0099 |
0.8% |
75% |
False |
False |
135,160 |
| 80 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0101 |
0.8% |
78% |
False |
False |
101,515 |
| 100 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0103 |
0.8% |
78% |
False |
False |
81,239 |
| 120 |
1.3183 |
1.2069 |
0.1114 |
8.6% |
0.0099 |
0.8% |
78% |
False |
False |
67,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3281 |
|
2.618 |
1.3158 |
|
1.618 |
1.3083 |
|
1.000 |
1.3037 |
|
0.618 |
1.3008 |
|
HIGH |
1.2962 |
|
0.618 |
1.2933 |
|
0.500 |
1.2925 |
|
0.382 |
1.2916 |
|
LOW |
1.2887 |
|
0.618 |
1.2841 |
|
1.000 |
1.2812 |
|
1.618 |
1.2766 |
|
2.618 |
1.2691 |
|
4.250 |
1.2568 |
|
|
| Fisher Pivots for day following 26-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2934 |
1.2958 |
| PP |
1.2929 |
1.2952 |
| S1 |
1.2925 |
1.2945 |
|