CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 13-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2899 |
1.2939 |
0.0040 |
0.3% |
1.2588 |
| High |
1.2946 |
1.3024 |
0.0078 |
0.6% |
1.2825 |
| Low |
1.2877 |
1.2855 |
-0.0022 |
-0.2% |
1.2588 |
| Close |
1.2920 |
1.3007 |
0.0087 |
0.7% |
1.2825 |
| Range |
0.0069 |
0.0169 |
0.0100 |
144.9% |
0.0237 |
| ATR |
0.0066 |
0.0073 |
0.0007 |
11.2% |
0.0000 |
| Volume |
62 |
110 |
48 |
77.4% |
66 |
|
| Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3469 |
1.3407 |
1.3100 |
|
| R3 |
1.3300 |
1.3238 |
1.3053 |
|
| R2 |
1.3131 |
1.3131 |
1.3038 |
|
| R1 |
1.3069 |
1.3069 |
1.3022 |
1.3100 |
| PP |
1.2962 |
1.2962 |
1.2962 |
1.2978 |
| S1 |
1.2900 |
1.2900 |
1.2992 |
1.2931 |
| S2 |
1.2793 |
1.2793 |
1.2976 |
|
| S3 |
1.2624 |
1.2731 |
1.2961 |
|
| S4 |
1.2455 |
1.2562 |
1.2914 |
|
|
| 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 |
1.3024 |
1.2670 |
0.0354 |
2.7% |
0.0105 |
0.8% |
95% |
True |
False |
51 |
| 10 |
1.3024 |
1.2541 |
0.0483 |
3.7% |
0.0065 |
0.5% |
96% |
True |
False |
34 |
| 20 |
1.3024 |
1.2350 |
0.0674 |
5.2% |
0.0043 |
0.3% |
97% |
True |
False |
24 |
| 40 |
1.3024 |
1.2090 |
0.0934 |
7.2% |
0.0040 |
0.3% |
98% |
True |
False |
16 |
| 60 |
1.3024 |
1.2090 |
0.0934 |
7.2% |
0.0043 |
0.3% |
98% |
True |
False |
13 |
| 80 |
1.3024 |
1.2090 |
0.0934 |
7.2% |
0.0043 |
0.3% |
98% |
True |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3742 |
|
2.618 |
1.3466 |
|
1.618 |
1.3297 |
|
1.000 |
1.3193 |
|
0.618 |
1.3128 |
|
HIGH |
1.3024 |
|
0.618 |
1.2959 |
|
0.500 |
1.2940 |
|
0.382 |
1.2920 |
|
LOW |
1.2855 |
|
0.618 |
1.2751 |
|
1.000 |
1.2686 |
|
1.618 |
1.2582 |
|
2.618 |
1.2413 |
|
4.250 |
1.2137 |
|
|
| Fisher Pivots for day following 13-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2985 |
1.2974 |
| PP |
1.2962 |
1.2942 |
| S1 |
1.2940 |
1.2909 |
|