CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 01-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2012 |
01-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2968 |
1.2900 |
-0.0068 |
-0.5% |
1.2985 |
| High |
1.2986 |
1.2961 |
-0.0025 |
-0.2% |
1.2996 |
| Low |
1.2868 |
1.2900 |
0.0032 |
0.2% |
1.2859 |
| Close |
1.2875 |
1.2909 |
0.0034 |
0.3% |
1.2875 |
| Range |
0.0118 |
0.0061 |
-0.0057 |
-48.3% |
0.0137 |
| ATR |
0.0088 |
0.0088 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
397 |
118 |
-279 |
-70.3% |
945 |
|
| Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3106 |
1.3069 |
1.2943 |
|
| R3 |
1.3045 |
1.3008 |
1.2926 |
|
| R2 |
1.2984 |
1.2984 |
1.2920 |
|
| R1 |
1.2947 |
1.2947 |
1.2915 |
1.2966 |
| PP |
1.2923 |
1.2923 |
1.2923 |
1.2933 |
| S1 |
1.2886 |
1.2886 |
1.2903 |
1.2905 |
| S2 |
1.2862 |
1.2862 |
1.2898 |
|
| S3 |
1.2801 |
1.2825 |
1.2892 |
|
| S4 |
1.2740 |
1.2764 |
1.2875 |
|
|
| 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 |
1.2988 |
1.2859 |
0.0129 |
1.0% |
0.0081 |
0.6% |
39% |
False |
False |
175 |
| 10 |
1.3120 |
1.2859 |
0.0261 |
2.0% |
0.0084 |
0.7% |
19% |
False |
False |
153 |
| 20 |
1.3188 |
1.2588 |
0.0600 |
4.6% |
0.0087 |
0.7% |
54% |
False |
False |
107 |
| 40 |
1.3188 |
1.2300 |
0.0888 |
6.9% |
0.0052 |
0.4% |
69% |
False |
False |
58 |
| 60 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0050 |
0.4% |
75% |
False |
False |
42 |
| 80 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0052 |
0.4% |
75% |
False |
False |
33 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0048 |
0.4% |
75% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3220 |
|
2.618 |
1.3121 |
|
1.618 |
1.3060 |
|
1.000 |
1.3022 |
|
0.618 |
1.2999 |
|
HIGH |
1.2961 |
|
0.618 |
1.2938 |
|
0.500 |
1.2931 |
|
0.382 |
1.2923 |
|
LOW |
1.2900 |
|
0.618 |
1.2862 |
|
1.000 |
1.2839 |
|
1.618 |
1.2801 |
|
2.618 |
1.2740 |
|
4.250 |
1.2641 |
|
|
| Fisher Pivots for day following 01-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2931 |
1.2923 |
| PP |
1.2923 |
1.2918 |
| S1 |
1.2916 |
1.2914 |
|