CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 11-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2012 |
11-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2905 |
1.2878 |
-0.0027 |
-0.2% |
1.2900 |
| High |
1.2929 |
1.2968 |
0.0039 |
0.3% |
1.3085 |
| Low |
1.2865 |
1.2860 |
-0.0005 |
0.0% |
1.2900 |
| Close |
1.2918 |
1.2951 |
0.0033 |
0.3% |
1.3055 |
| Range |
0.0064 |
0.0108 |
0.0044 |
68.8% |
0.0185 |
| ATR |
0.0088 |
0.0089 |
0.0001 |
1.7% |
0.0000 |
| Volume |
220 |
93 |
-127 |
-57.7% |
703 |
|
| Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3250 |
1.3209 |
1.3010 |
|
| R3 |
1.3142 |
1.3101 |
1.2981 |
|
| R2 |
1.3034 |
1.3034 |
1.2971 |
|
| R1 |
1.2993 |
1.2993 |
1.2961 |
1.3014 |
| PP |
1.2926 |
1.2926 |
1.2926 |
1.2937 |
| S1 |
1.2885 |
1.2885 |
1.2941 |
1.2906 |
| S2 |
1.2818 |
1.2818 |
1.2931 |
|
| S3 |
1.2710 |
1.2777 |
1.2921 |
|
| S4 |
1.2602 |
1.2669 |
1.2892 |
|
|
| 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 |
1.2860 |
0.0225 |
1.7% |
0.0087 |
0.7% |
40% |
False |
True |
153 |
| 10 |
1.3085 |
1.2860 |
0.0225 |
1.7% |
0.0084 |
0.6% |
40% |
False |
True |
162 |
| 20 |
1.3188 |
1.2859 |
0.0329 |
2.5% |
0.0089 |
0.7% |
28% |
False |
False |
147 |
| 40 |
1.3188 |
1.2350 |
0.0838 |
6.5% |
0.0066 |
0.5% |
72% |
False |
False |
85 |
| 60 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0056 |
0.4% |
78% |
False |
False |
59 |
| 80 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0054 |
0.4% |
78% |
False |
False |
46 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0052 |
0.4% |
78% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3427 |
|
2.618 |
1.3251 |
|
1.618 |
1.3143 |
|
1.000 |
1.3076 |
|
0.618 |
1.3035 |
|
HIGH |
1.2968 |
|
0.618 |
1.2927 |
|
0.500 |
1.2914 |
|
0.382 |
1.2901 |
|
LOW |
1.2860 |
|
0.618 |
1.2793 |
|
1.000 |
1.2752 |
|
1.618 |
1.2685 |
|
2.618 |
1.2577 |
|
4.250 |
1.2401 |
|
|
| Fisher Pivots for day following 11-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2939 |
1.2946 |
| PP |
1.2926 |
1.2941 |
| S1 |
1.2914 |
1.2936 |
|