CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 07-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2670 |
1.2670 |
0.0000 |
0.0% |
1.2588 |
| High |
1.2677 |
1.2825 |
0.0148 |
1.2% |
1.2825 |
| Low |
1.2670 |
1.2670 |
0.0000 |
0.0% |
1.2588 |
| Close |
1.2677 |
1.2825 |
0.0148 |
1.2% |
1.2825 |
| Range |
0.0007 |
0.0155 |
0.0148 |
2,114.3% |
0.0237 |
| ATR |
0.0058 |
0.0065 |
0.0007 |
11.8% |
0.0000 |
| Volume |
15 |
7 |
-8 |
-53.3% |
66 |
|
| Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3238 |
1.3187 |
1.2910 |
|
| R3 |
1.3083 |
1.3032 |
1.2868 |
|
| R2 |
1.2928 |
1.2928 |
1.2853 |
|
| R1 |
1.2877 |
1.2877 |
1.2839 |
1.2903 |
| PP |
1.2773 |
1.2773 |
1.2773 |
1.2786 |
| S1 |
1.2722 |
1.2722 |
1.2811 |
1.2748 |
| S2 |
1.2618 |
1.2618 |
1.2797 |
|
| S3 |
1.2463 |
1.2567 |
1.2782 |
|
| S4 |
1.2308 |
1.2412 |
1.2740 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3457 |
1.3378 |
1.2955 |
|
| R3 |
1.3220 |
1.3141 |
1.2890 |
|
| R2 |
1.2983 |
1.2983 |
1.2868 |
|
| R1 |
1.2904 |
1.2904 |
1.2847 |
1.2944 |
| PP |
1.2746 |
1.2746 |
1.2746 |
1.2766 |
| S1 |
1.2667 |
1.2667 |
1.2803 |
1.2707 |
| S2 |
1.2509 |
1.2509 |
1.2782 |
|
| S3 |
1.2272 |
1.2430 |
1.2760 |
|
| S4 |
1.2035 |
1.2193 |
1.2695 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2825 |
1.2588 |
0.0237 |
1.8% |
0.0056 |
0.4% |
100% |
True |
False |
15 |
| 10 |
1.2825 |
1.2537 |
0.0288 |
2.2% |
0.0031 |
0.2% |
100% |
True |
False |
19 |
| 20 |
1.2825 |
1.2300 |
0.0525 |
4.1% |
0.0030 |
0.2% |
100% |
True |
False |
11 |
| 40 |
1.2825 |
1.2090 |
0.0735 |
5.7% |
0.0034 |
0.3% |
100% |
True |
False |
10 |
| 60 |
1.2825 |
1.2090 |
0.0735 |
5.7% |
0.0040 |
0.3% |
100% |
True |
False |
9 |
| 80 |
1.2847 |
1.2090 |
0.0757 |
5.9% |
0.0040 |
0.3% |
97% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3484 |
|
2.618 |
1.3231 |
|
1.618 |
1.3076 |
|
1.000 |
1.2980 |
|
0.618 |
1.2921 |
|
HIGH |
1.2825 |
|
0.618 |
1.2766 |
|
0.500 |
1.2748 |
|
0.382 |
1.2729 |
|
LOW |
1.2670 |
|
0.618 |
1.2574 |
|
1.000 |
1.2515 |
|
1.618 |
1.2419 |
|
2.618 |
1.2264 |
|
4.250 |
1.2011 |
|
|
| Fisher Pivots for day following 07-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2799 |
1.2791 |
| PP |
1.2773 |
1.2757 |
| S1 |
1.2748 |
1.2723 |
|