CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 18-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3148 |
1.3120 |
-0.0028 |
-0.2% |
1.2819 |
| High |
1.3188 |
1.3120 |
-0.0068 |
-0.5% |
1.3170 |
| Low |
1.3093 |
1.3058 |
-0.0035 |
-0.3% |
1.2786 |
| Close |
1.3127 |
1.3061 |
-0.0066 |
-0.5% |
1.3139 |
| Range |
0.0095 |
0.0062 |
-0.0033 |
-34.7% |
0.0384 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
89 |
59 |
-30 |
-33.7% |
468 |
|
| Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3266 |
1.3225 |
1.3095 |
|
| R3 |
1.3204 |
1.3163 |
1.3078 |
|
| R2 |
1.3142 |
1.3142 |
1.3072 |
|
| R1 |
1.3101 |
1.3101 |
1.3067 |
1.3091 |
| PP |
1.3080 |
1.3080 |
1.3080 |
1.3074 |
| S1 |
1.3039 |
1.3039 |
1.3055 |
1.3029 |
| S2 |
1.3018 |
1.3018 |
1.3050 |
|
| S3 |
1.2956 |
1.2977 |
1.3044 |
|
| S4 |
1.2894 |
1.2915 |
1.3027 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4184 |
1.4045 |
1.3350 |
|
| R3 |
1.3800 |
1.3661 |
1.3245 |
|
| R2 |
1.3416 |
1.3416 |
1.3209 |
|
| R1 |
1.3277 |
1.3277 |
1.3174 |
1.3347 |
| PP |
1.3032 |
1.3032 |
1.3032 |
1.3066 |
| S1 |
1.2893 |
1.2893 |
1.3104 |
1.2963 |
| S2 |
1.2648 |
1.2648 |
1.3069 |
|
| S3 |
1.2264 |
1.2509 |
1.3033 |
|
| S4 |
1.1880 |
1.2125 |
1.2928 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3188 |
1.2855 |
0.0333 |
2.5% |
0.0115 |
0.9% |
62% |
False |
False |
107 |
| 10 |
1.3188 |
1.2620 |
0.0568 |
4.3% |
0.0090 |
0.7% |
78% |
False |
False |
64 |
| 20 |
1.3188 |
1.2484 |
0.0704 |
5.4% |
0.0056 |
0.4% |
82% |
False |
False |
41 |
| 40 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0043 |
0.3% |
88% |
False |
False |
23 |
| 60 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0048 |
0.4% |
88% |
False |
False |
19 |
| 80 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0046 |
0.4% |
88% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3384 |
|
2.618 |
1.3282 |
|
1.618 |
1.3220 |
|
1.000 |
1.3182 |
|
0.618 |
1.3158 |
|
HIGH |
1.3120 |
|
0.618 |
1.3096 |
|
0.500 |
1.3089 |
|
0.382 |
1.3082 |
|
LOW |
1.3058 |
|
0.618 |
1.3020 |
|
1.000 |
1.2996 |
|
1.618 |
1.2958 |
|
2.618 |
1.2896 |
|
4.250 |
1.2795 |
|
|
| Fisher Pivots for day following 18-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3089 |
1.3090 |
| PP |
1.3080 |
1.3080 |
| S1 |
1.3070 |
1.3071 |
|