CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 16-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2012 |
16-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2927 |
1.2990 |
0.0063 |
0.5% |
1.3032 |
| High |
1.2996 |
1.3080 |
0.0084 |
0.6% |
1.3032 |
| Low |
1.2909 |
1.2990 |
0.0081 |
0.6% |
1.2860 |
| Close |
1.2962 |
1.3062 |
0.0100 |
0.8% |
1.2978 |
| Range |
0.0087 |
0.0090 |
0.0003 |
3.4% |
0.0172 |
| ATR |
0.0087 |
0.0089 |
0.0002 |
2.6% |
0.0000 |
| Volume |
83 |
70 |
-13 |
-15.7% |
595 |
|
| Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3314 |
1.3278 |
1.3112 |
|
| R3 |
1.3224 |
1.3188 |
1.3087 |
|
| R2 |
1.3134 |
1.3134 |
1.3079 |
|
| R1 |
1.3098 |
1.3098 |
1.3070 |
1.3116 |
| PP |
1.3044 |
1.3044 |
1.3044 |
1.3053 |
| S1 |
1.3008 |
1.3008 |
1.3054 |
1.3026 |
| S2 |
1.2954 |
1.2954 |
1.3046 |
|
| S3 |
1.2864 |
1.2918 |
1.3037 |
|
| S4 |
1.2774 |
1.2828 |
1.3013 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3473 |
1.3397 |
1.3073 |
|
| R3 |
1.3301 |
1.3225 |
1.3025 |
|
| R2 |
1.3129 |
1.3129 |
1.3010 |
|
| R1 |
1.3053 |
1.3053 |
1.2994 |
1.3005 |
| PP |
1.2957 |
1.2957 |
1.2957 |
1.2933 |
| S1 |
1.2881 |
1.2881 |
1.2962 |
1.2833 |
| S2 |
1.2785 |
1.2785 |
1.2946 |
|
| S3 |
1.2613 |
1.2709 |
1.2931 |
|
| S4 |
1.2441 |
1.2537 |
1.2883 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3080 |
1.2860 |
0.0220 |
1.7% |
0.0079 |
0.6% |
92% |
True |
False |
107 |
| 10 |
1.3085 |
1.2860 |
0.0225 |
1.7% |
0.0081 |
0.6% |
90% |
False |
False |
121 |
| 20 |
1.3112 |
1.2859 |
0.0253 |
1.9% |
0.0083 |
0.6% |
80% |
False |
False |
140 |
| 40 |
1.3188 |
1.2484 |
0.0704 |
5.4% |
0.0070 |
0.5% |
82% |
False |
False |
90 |
| 60 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0057 |
0.4% |
89% |
False |
False |
62 |
| 80 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0056 |
0.4% |
89% |
False |
False |
49 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0054 |
0.4% |
89% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3463 |
|
2.618 |
1.3316 |
|
1.618 |
1.3226 |
|
1.000 |
1.3170 |
|
0.618 |
1.3136 |
|
HIGH |
1.3080 |
|
0.618 |
1.3046 |
|
0.500 |
1.3035 |
|
0.382 |
1.3024 |
|
LOW |
1.2990 |
|
0.618 |
1.2934 |
|
1.000 |
1.2900 |
|
1.618 |
1.2844 |
|
2.618 |
1.2754 |
|
4.250 |
1.2608 |
|
|
| Fisher Pivots for day following 16-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3053 |
1.3040 |
| PP |
1.3044 |
1.3017 |
| S1 |
1.3035 |
1.2995 |
|