CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 26-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2960 |
1.2925 |
-0.0035 |
-0.3% |
1.3148 |
| High |
1.2988 |
1.2928 |
-0.0060 |
-0.5% |
1.3188 |
| Low |
1.2918 |
1.2863 |
-0.0055 |
-0.4% |
1.2946 |
| Close |
1.2951 |
1.2885 |
-0.0066 |
-0.5% |
1.3014 |
| Range |
0.0070 |
0.0065 |
-0.0005 |
-7.1% |
0.0242 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
0.3% |
0.0000 |
| Volume |
119 |
106 |
-13 |
-10.9% |
559 |
|
| Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3087 |
1.3051 |
1.2921 |
|
| R3 |
1.3022 |
1.2986 |
1.2903 |
|
| R2 |
1.2957 |
1.2957 |
1.2897 |
|
| R1 |
1.2921 |
1.2921 |
1.2891 |
1.2907 |
| PP |
1.2892 |
1.2892 |
1.2892 |
1.2885 |
| S1 |
1.2856 |
1.2856 |
1.2879 |
1.2842 |
| S2 |
1.2827 |
1.2827 |
1.2873 |
|
| S3 |
1.2762 |
1.2791 |
1.2867 |
|
| S4 |
1.2697 |
1.2726 |
1.2849 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3775 |
1.3637 |
1.3147 |
|
| R3 |
1.3533 |
1.3395 |
1.3081 |
|
| R2 |
1.3291 |
1.3291 |
1.3058 |
|
| R1 |
1.3153 |
1.3153 |
1.3036 |
1.3101 |
| PP |
1.3049 |
1.3049 |
1.3049 |
1.3024 |
| S1 |
1.2911 |
1.2911 |
1.2992 |
1.2859 |
| S2 |
1.2807 |
1.2807 |
1.2970 |
|
| S3 |
1.2565 |
1.2669 |
1.2947 |
|
| S4 |
1.2323 |
1.2427 |
1.2881 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3074 |
1.2863 |
0.0211 |
1.6% |
0.0083 |
0.6% |
10% |
False |
True |
139 |
| 10 |
1.3188 |
1.2855 |
0.0333 |
2.6% |
0.0101 |
0.8% |
9% |
False |
False |
129 |
| 20 |
1.3188 |
1.2541 |
0.0647 |
5.0% |
0.0076 |
0.6% |
53% |
False |
False |
77 |
| 40 |
1.3188 |
1.2204 |
0.0984 |
7.6% |
0.0050 |
0.4% |
69% |
False |
False |
42 |
| 60 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0051 |
0.4% |
72% |
False |
False |
32 |
| 80 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0049 |
0.4% |
72% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3204 |
|
2.618 |
1.3098 |
|
1.618 |
1.3033 |
|
1.000 |
1.2993 |
|
0.618 |
1.2968 |
|
HIGH |
1.2928 |
|
0.618 |
1.2903 |
|
0.500 |
1.2896 |
|
0.382 |
1.2888 |
|
LOW |
1.2863 |
|
0.618 |
1.2823 |
|
1.000 |
1.2798 |
|
1.618 |
1.2758 |
|
2.618 |
1.2693 |
|
4.250 |
1.2587 |
|
|
| Fisher Pivots for day following 26-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2896 |
1.2930 |
| PP |
1.2892 |
1.2915 |
| S1 |
1.2889 |
1.2900 |
|