CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 05-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2012 |
05-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2944 |
1.3036 |
0.0092 |
0.7% |
1.2900 |
| High |
1.3047 |
1.3085 |
0.0038 |
0.3% |
1.3085 |
| Low |
1.2944 |
1.3022 |
0.0078 |
0.6% |
1.2900 |
| Close |
1.3041 |
1.3055 |
0.0014 |
0.1% |
1.3055 |
| Range |
0.0103 |
0.0063 |
-0.0040 |
-38.8% |
0.0185 |
| ATR |
0.0087 |
0.0086 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
139 |
245 |
106 |
76.3% |
703 |
|
| Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3243 |
1.3212 |
1.3090 |
|
| R3 |
1.3180 |
1.3149 |
1.3072 |
|
| R2 |
1.3117 |
1.3117 |
1.3067 |
|
| R1 |
1.3086 |
1.3086 |
1.3061 |
1.3102 |
| PP |
1.3054 |
1.3054 |
1.3054 |
1.3062 |
| S1 |
1.3023 |
1.3023 |
1.3049 |
1.3039 |
| S2 |
1.2991 |
1.2991 |
1.3043 |
|
| S3 |
1.2928 |
1.2960 |
1.3038 |
|
| S4 |
1.2865 |
1.2897 |
1.3020 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3568 |
1.3497 |
1.3157 |
|
| R3 |
1.3383 |
1.3312 |
1.3106 |
|
| R2 |
1.3198 |
1.3198 |
1.3089 |
|
| R1 |
1.3127 |
1.3127 |
1.3072 |
1.3163 |
| PP |
1.3013 |
1.3013 |
1.3013 |
1.3031 |
| S1 |
1.2942 |
1.2942 |
1.3038 |
1.2978 |
| S2 |
1.2828 |
1.2828 |
1.3021 |
|
| S3 |
1.2643 |
1.2757 |
1.3004 |
|
| S4 |
1.2458 |
1.2572 |
1.2953 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3085 |
1.2900 |
0.0185 |
1.4% |
0.0070 |
0.5% |
84% |
True |
False |
140 |
| 10 |
1.3085 |
1.2859 |
0.0226 |
1.7% |
0.0077 |
0.6% |
87% |
True |
False |
164 |
| 20 |
1.3188 |
1.2786 |
0.0402 |
3.1% |
0.0089 |
0.7% |
67% |
False |
False |
133 |
| 40 |
1.3188 |
1.2300 |
0.0888 |
6.8% |
0.0059 |
0.5% |
85% |
False |
False |
72 |
| 60 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0052 |
0.4% |
88% |
False |
False |
51 |
| 80 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0052 |
0.4% |
88% |
False |
False |
40 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0050 |
0.4% |
88% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3353 |
|
2.618 |
1.3250 |
|
1.618 |
1.3187 |
|
1.000 |
1.3148 |
|
0.618 |
1.3124 |
|
HIGH |
1.3085 |
|
0.618 |
1.3061 |
|
0.500 |
1.3054 |
|
0.382 |
1.3046 |
|
LOW |
1.3022 |
|
0.618 |
1.2983 |
|
1.000 |
1.2959 |
|
1.618 |
1.2920 |
|
2.618 |
1.2857 |
|
4.250 |
1.2754 |
|
|
| Fisher Pivots for day following 05-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3055 |
1.3036 |
| PP |
1.3054 |
1.3016 |
| S1 |
1.3054 |
1.2997 |
|