CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 12-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2796 |
1.2899 |
0.0103 |
0.8% |
1.2588 |
| High |
1.2890 |
1.2946 |
0.0056 |
0.4% |
1.2825 |
| Low |
1.2794 |
1.2877 |
0.0083 |
0.6% |
1.2588 |
| Close |
1.2888 |
1.2920 |
0.0032 |
0.2% |
1.2825 |
| Range |
0.0096 |
0.0069 |
-0.0027 |
-28.1% |
0.0237 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.4% |
0.0000 |
| Volume |
49 |
62 |
13 |
26.5% |
66 |
|
| Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3121 |
1.3090 |
1.2958 |
|
| R3 |
1.3052 |
1.3021 |
1.2939 |
|
| R2 |
1.2983 |
1.2983 |
1.2933 |
|
| R1 |
1.2952 |
1.2952 |
1.2926 |
1.2968 |
| PP |
1.2914 |
1.2914 |
1.2914 |
1.2922 |
| S1 |
1.2883 |
1.2883 |
1.2914 |
1.2899 |
| S2 |
1.2845 |
1.2845 |
1.2907 |
|
| S3 |
1.2776 |
1.2814 |
1.2901 |
|
| S4 |
1.2707 |
1.2745 |
1.2882 |
|
|
| 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 |
1.2946 |
1.2670 |
0.0276 |
2.1% |
0.0072 |
0.6% |
91% |
True |
False |
32 |
| 10 |
1.2946 |
1.2541 |
0.0405 |
3.1% |
0.0050 |
0.4% |
94% |
True |
False |
25 |
| 20 |
1.2946 |
1.2318 |
0.0628 |
4.9% |
0.0034 |
0.3% |
96% |
True |
False |
18 |
| 40 |
1.2946 |
1.2090 |
0.0856 |
6.6% |
0.0037 |
0.3% |
97% |
True |
False |
13 |
| 60 |
1.2946 |
1.2090 |
0.0856 |
6.6% |
0.0041 |
0.3% |
97% |
True |
False |
11 |
| 80 |
1.2946 |
1.2090 |
0.0856 |
6.6% |
0.0041 |
0.3% |
97% |
True |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3239 |
|
2.618 |
1.3127 |
|
1.618 |
1.3058 |
|
1.000 |
1.3015 |
|
0.618 |
1.2989 |
|
HIGH |
1.2946 |
|
0.618 |
1.2920 |
|
0.500 |
1.2912 |
|
0.382 |
1.2903 |
|
LOW |
1.2877 |
|
0.618 |
1.2834 |
|
1.000 |
1.2808 |
|
1.618 |
1.2765 |
|
2.618 |
1.2696 |
|
4.250 |
1.2584 |
|
|
| Fisher Pivots for day following 12-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2917 |
1.2902 |
| PP |
1.2914 |
1.2884 |
| S1 |
1.2912 |
1.2866 |
|