CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 09-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2012 |
09-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3032 |
1.3000 |
-0.0032 |
-0.2% |
1.2900 |
| High |
1.3032 |
1.3011 |
-0.0021 |
-0.2% |
1.3085 |
| Low |
1.2960 |
1.2881 |
-0.0079 |
-0.6% |
1.2900 |
| Close |
1.2997 |
1.2905 |
-0.0092 |
-0.7% |
1.3055 |
| Range |
0.0072 |
0.0130 |
0.0058 |
80.6% |
0.0185 |
| ATR |
0.0086 |
0.0089 |
0.0003 |
3.6% |
0.0000 |
| Volume |
136 |
75 |
-61 |
-44.9% |
703 |
|
| Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3322 |
1.3244 |
1.2977 |
|
| R3 |
1.3192 |
1.3114 |
1.2941 |
|
| R2 |
1.3062 |
1.3062 |
1.2929 |
|
| R1 |
1.2984 |
1.2984 |
1.2917 |
1.2958 |
| PP |
1.2932 |
1.2932 |
1.2932 |
1.2920 |
| S1 |
1.2854 |
1.2854 |
1.2893 |
1.2828 |
| S2 |
1.2802 |
1.2802 |
1.2881 |
|
| S3 |
1.2672 |
1.2724 |
1.2869 |
|
| S4 |
1.2542 |
1.2594 |
1.2834 |
|
|
| 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 |
1.2881 |
0.0204 |
1.6% |
0.0083 |
0.6% |
12% |
False |
True |
135 |
| 10 |
1.3085 |
1.2859 |
0.0226 |
1.8% |
0.0083 |
0.6% |
20% |
False |
False |
155 |
| 20 |
1.3188 |
1.2855 |
0.0333 |
2.6% |
0.0092 |
0.7% |
15% |
False |
False |
140 |
| 40 |
1.3188 |
1.2318 |
0.0870 |
6.7% |
0.0062 |
0.5% |
67% |
False |
False |
78 |
| 60 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0055 |
0.4% |
74% |
False |
False |
54 |
| 80 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0054 |
0.4% |
74% |
False |
False |
43 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0051 |
0.4% |
74% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3564 |
|
2.618 |
1.3351 |
|
1.618 |
1.3221 |
|
1.000 |
1.3141 |
|
0.618 |
1.3091 |
|
HIGH |
1.3011 |
|
0.618 |
1.2961 |
|
0.500 |
1.2946 |
|
0.382 |
1.2931 |
|
LOW |
1.2881 |
|
0.618 |
1.2801 |
|
1.000 |
1.2751 |
|
1.618 |
1.2671 |
|
2.618 |
1.2541 |
|
4.250 |
1.2329 |
|
|
| Fisher Pivots for day following 09-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2946 |
1.2983 |
| PP |
1.2932 |
1.2957 |
| S1 |
1.2919 |
1.2931 |
|