CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 28-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2901 |
1.2968 |
0.0067 |
0.5% |
1.2985 |
| High |
1.2950 |
1.2986 |
0.0036 |
0.3% |
1.2996 |
| Low |
1.2859 |
1.2868 |
0.0009 |
0.1% |
1.2859 |
| Close |
1.2941 |
1.2875 |
-0.0066 |
-0.5% |
1.2875 |
| Range |
0.0091 |
0.0118 |
0.0027 |
29.7% |
0.0137 |
| ATR |
0.0085 |
0.0088 |
0.0002 |
2.7% |
0.0000 |
| Volume |
136 |
397 |
261 |
191.9% |
945 |
|
| Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3264 |
1.3187 |
1.2940 |
|
| R3 |
1.3146 |
1.3069 |
1.2907 |
|
| R2 |
1.3028 |
1.3028 |
1.2897 |
|
| R1 |
1.2951 |
1.2951 |
1.2886 |
1.2931 |
| PP |
1.2910 |
1.2910 |
1.2910 |
1.2899 |
| S1 |
1.2833 |
1.2833 |
1.2864 |
1.2813 |
| S2 |
1.2792 |
1.2792 |
1.2853 |
|
| S3 |
1.2674 |
1.2715 |
1.2843 |
|
| S4 |
1.2556 |
1.2597 |
1.2810 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3321 |
1.3235 |
1.2950 |
|
| R3 |
1.3184 |
1.3098 |
1.2913 |
|
| R2 |
1.3047 |
1.3047 |
1.2900 |
|
| R1 |
1.2961 |
1.2961 |
1.2888 |
1.2936 |
| PP |
1.2910 |
1.2910 |
1.2910 |
1.2897 |
| S1 |
1.2824 |
1.2824 |
1.2862 |
1.2799 |
| S2 |
1.2773 |
1.2773 |
1.2850 |
|
| S3 |
1.2636 |
1.2687 |
1.2837 |
|
| S4 |
1.2499 |
1.2550 |
1.2800 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2996 |
1.2859 |
0.0137 |
1.1% |
0.0084 |
0.6% |
12% |
False |
False |
189 |
| 10 |
1.3188 |
1.2859 |
0.0329 |
2.6% |
0.0087 |
0.7% |
5% |
False |
False |
150 |
| 20 |
1.3188 |
1.2588 |
0.0600 |
4.7% |
0.0085 |
0.7% |
48% |
False |
False |
102 |
| 40 |
1.3188 |
1.2300 |
0.0888 |
6.9% |
0.0051 |
0.4% |
65% |
False |
False |
55 |
| 60 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0051 |
0.4% |
71% |
False |
False |
41 |
| 80 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0052 |
0.4% |
71% |
False |
False |
32 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0047 |
0.4% |
71% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3488 |
|
2.618 |
1.3295 |
|
1.618 |
1.3177 |
|
1.000 |
1.3104 |
|
0.618 |
1.3059 |
|
HIGH |
1.2986 |
|
0.618 |
1.2941 |
|
0.500 |
1.2927 |
|
0.382 |
1.2913 |
|
LOW |
1.2868 |
|
0.618 |
1.2795 |
|
1.000 |
1.2750 |
|
1.618 |
1.2677 |
|
2.618 |
1.2559 |
|
4.250 |
1.2367 |
|
|
| Fisher Pivots for day following 28-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2927 |
1.2923 |
| PP |
1.2910 |
1.2907 |
| S1 |
1.2892 |
1.2891 |
|