CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 11-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2819 |
1.2796 |
-0.0023 |
-0.2% |
1.2588 |
| High |
1.2821 |
1.2890 |
0.0069 |
0.5% |
1.2825 |
| Low |
1.2786 |
1.2794 |
0.0008 |
0.1% |
1.2588 |
| Close |
1.2797 |
1.2888 |
0.0091 |
0.7% |
1.2825 |
| Range |
0.0035 |
0.0096 |
0.0061 |
174.3% |
0.0237 |
| ATR |
0.0063 |
0.0066 |
0.0002 |
3.7% |
0.0000 |
| Volume |
31 |
49 |
18 |
58.1% |
66 |
|
| Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3145 |
1.3113 |
1.2941 |
|
| R3 |
1.3049 |
1.3017 |
1.2914 |
|
| R2 |
1.2953 |
1.2953 |
1.2906 |
|
| R1 |
1.2921 |
1.2921 |
1.2897 |
1.2937 |
| PP |
1.2857 |
1.2857 |
1.2857 |
1.2866 |
| S1 |
1.2825 |
1.2825 |
1.2879 |
1.2841 |
| S2 |
1.2761 |
1.2761 |
1.2870 |
|
| S3 |
1.2665 |
1.2729 |
1.2862 |
|
| S4 |
1.2569 |
1.2633 |
1.2835 |
|
|
| 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 |
1.2890 |
1.2620 |
0.0270 |
2.1% |
0.0065 |
0.5% |
99% |
True |
False |
21 |
| 10 |
1.2890 |
1.2541 |
0.0349 |
2.7% |
0.0043 |
0.3% |
99% |
True |
False |
22 |
| 20 |
1.2890 |
1.2318 |
0.0572 |
4.4% |
0.0032 |
0.2% |
100% |
True |
False |
15 |
| 40 |
1.2890 |
1.2090 |
0.0800 |
6.2% |
0.0037 |
0.3% |
100% |
True |
False |
12 |
| 60 |
1.2890 |
1.2090 |
0.0800 |
6.2% |
0.0042 |
0.3% |
100% |
True |
False |
10 |
| 80 |
1.2890 |
1.2090 |
0.0800 |
6.2% |
0.0041 |
0.3% |
100% |
True |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3298 |
|
2.618 |
1.3141 |
|
1.618 |
1.3045 |
|
1.000 |
1.2986 |
|
0.618 |
1.2949 |
|
HIGH |
1.2890 |
|
0.618 |
1.2853 |
|
0.500 |
1.2842 |
|
0.382 |
1.2831 |
|
LOW |
1.2794 |
|
0.618 |
1.2735 |
|
1.000 |
1.2698 |
|
1.618 |
1.2639 |
|
2.618 |
1.2543 |
|
4.250 |
1.2386 |
|
|
| Fisher Pivots for day following 11-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2873 |
1.2852 |
| PP |
1.2857 |
1.2816 |
| S1 |
1.2842 |
1.2780 |
|