CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 03-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2012 |
03-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2919 |
1.2930 |
0.0011 |
0.1% |
1.2985 |
| High |
1.2992 |
1.2958 |
-0.0034 |
-0.3% |
1.2996 |
| Low |
1.2919 |
1.2909 |
-0.0010 |
-0.1% |
1.2859 |
| Close |
1.2938 |
1.2922 |
-0.0016 |
-0.1% |
1.2875 |
| Range |
0.0073 |
0.0049 |
-0.0024 |
-32.9% |
0.0137 |
| ATR |
0.0087 |
0.0085 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
121 |
80 |
-41 |
-33.9% |
945 |
|
| Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3077 |
1.3048 |
1.2949 |
|
| R3 |
1.3028 |
1.2999 |
1.2935 |
|
| R2 |
1.2979 |
1.2979 |
1.2931 |
|
| R1 |
1.2950 |
1.2950 |
1.2926 |
1.2940 |
| PP |
1.2930 |
1.2930 |
1.2930 |
1.2925 |
| S1 |
1.2901 |
1.2901 |
1.2918 |
1.2891 |
| S2 |
1.2881 |
1.2881 |
1.2913 |
|
| S3 |
1.2832 |
1.2852 |
1.2909 |
|
| S4 |
1.2783 |
1.2803 |
1.2895 |
|
|
| 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% |
0.0078 |
0.6% |
47% |
False |
False |
170 |
| 10 |
1.3074 |
1.2859 |
0.0215 |
1.7% |
0.0081 |
0.6% |
29% |
False |
False |
154 |
| 20 |
1.3188 |
1.2670 |
0.0518 |
4.0% |
0.0088 |
0.7% |
49% |
False |
False |
115 |
| 40 |
1.3188 |
1.2300 |
0.0888 |
6.9% |
0.0055 |
0.4% |
70% |
False |
False |
63 |
| 60 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0050 |
0.4% |
76% |
False |
False |
45 |
| 80 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0051 |
0.4% |
76% |
False |
False |
35 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0049 |
0.4% |
76% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3166 |
|
2.618 |
1.3086 |
|
1.618 |
1.3037 |
|
1.000 |
1.3007 |
|
0.618 |
1.2988 |
|
HIGH |
1.2958 |
|
0.618 |
1.2939 |
|
0.500 |
1.2934 |
|
0.382 |
1.2928 |
|
LOW |
1.2909 |
|
0.618 |
1.2879 |
|
1.000 |
1.2860 |
|
1.618 |
1.2830 |
|
2.618 |
1.2781 |
|
4.250 |
1.2701 |
|
|
| Fisher Pivots for day following 03-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2934 |
1.2946 |
| PP |
1.2930 |
1.2938 |
| S1 |
1.2926 |
1.2930 |
|