CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 02-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2012 |
02-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2900 |
1.2919 |
0.0019 |
0.1% |
1.2985 |
| High |
1.2961 |
1.2992 |
0.0031 |
0.2% |
1.2996 |
| Low |
1.2900 |
1.2919 |
0.0019 |
0.1% |
1.2859 |
| Close |
1.2909 |
1.2938 |
0.0029 |
0.2% |
1.2875 |
| Range |
0.0061 |
0.0073 |
0.0012 |
19.7% |
0.0137 |
| ATR |
0.0088 |
0.0087 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
118 |
121 |
3 |
2.5% |
945 |
|
| Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3169 |
1.3126 |
1.2978 |
|
| R3 |
1.3096 |
1.3053 |
1.2958 |
|
| R2 |
1.3023 |
1.3023 |
1.2951 |
|
| R1 |
1.2980 |
1.2980 |
1.2945 |
1.3002 |
| PP |
1.2950 |
1.2950 |
1.2950 |
1.2960 |
| S1 |
1.2907 |
1.2907 |
1.2931 |
1.2929 |
| S2 |
1.2877 |
1.2877 |
1.2925 |
|
| S3 |
1.2804 |
1.2834 |
1.2918 |
|
| S4 |
1.2731 |
1.2761 |
1.2898 |
|
|
| 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 |
1.2992 |
1.2859 |
0.0133 |
1.0% |
0.0082 |
0.6% |
59% |
True |
False |
175 |
| 10 |
1.3112 |
1.2859 |
0.0253 |
2.0% |
0.0085 |
0.7% |
31% |
False |
False |
159 |
| 20 |
1.3188 |
1.2620 |
0.0568 |
4.4% |
0.0087 |
0.7% |
56% |
False |
False |
111 |
| 40 |
1.3188 |
1.2300 |
0.0888 |
6.9% |
0.0054 |
0.4% |
72% |
False |
False |
61 |
| 60 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0051 |
0.4% |
77% |
False |
False |
44 |
| 80 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0052 |
0.4% |
77% |
False |
False |
35 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0048 |
0.4% |
77% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3302 |
|
2.618 |
1.3183 |
|
1.618 |
1.3110 |
|
1.000 |
1.3065 |
|
0.618 |
1.3037 |
|
HIGH |
1.2992 |
|
0.618 |
1.2964 |
|
0.500 |
1.2956 |
|
0.382 |
1.2947 |
|
LOW |
1.2919 |
|
0.618 |
1.2874 |
|
1.000 |
1.2846 |
|
1.618 |
1.2801 |
|
2.618 |
1.2728 |
|
4.250 |
1.2609 |
|
|
| Fisher Pivots for day following 02-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2956 |
1.2935 |
| PP |
1.2950 |
1.2933 |
| S1 |
1.2944 |
1.2930 |
|