CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 17-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2990 |
1.3114 |
0.0124 |
1.0% |
1.3032 |
| High |
1.3080 |
1.3155 |
0.0075 |
0.6% |
1.3032 |
| Low |
1.2990 |
1.3101 |
0.0111 |
0.9% |
1.2860 |
| Close |
1.3062 |
1.3144 |
0.0082 |
0.6% |
1.2978 |
| Range |
0.0090 |
0.0054 |
-0.0036 |
-40.0% |
0.0172 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
0.3% |
0.0000 |
| Volume |
70 |
353 |
283 |
404.3% |
595 |
|
| Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3295 |
1.3274 |
1.3174 |
|
| R3 |
1.3241 |
1.3220 |
1.3159 |
|
| R2 |
1.3187 |
1.3187 |
1.3154 |
|
| R1 |
1.3166 |
1.3166 |
1.3149 |
1.3177 |
| PP |
1.3133 |
1.3133 |
1.3133 |
1.3139 |
| S1 |
1.3112 |
1.3112 |
1.3139 |
1.3123 |
| S2 |
1.3079 |
1.3079 |
1.3134 |
|
| S3 |
1.3025 |
1.3058 |
1.3129 |
|
| S4 |
1.2971 |
1.3004 |
1.3114 |
|
|
| 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 |
1.3155 |
1.2860 |
0.0295 |
2.2% |
0.0077 |
0.6% |
96% |
True |
False |
134 |
| 10 |
1.3155 |
1.2860 |
0.0295 |
2.2% |
0.0082 |
0.6% |
96% |
True |
False |
148 |
| 20 |
1.3155 |
1.2859 |
0.0296 |
2.3% |
0.0081 |
0.6% |
96% |
True |
False |
151 |
| 40 |
1.3188 |
1.2507 |
0.0681 |
5.2% |
0.0071 |
0.5% |
94% |
False |
False |
99 |
| 60 |
1.3188 |
1.2143 |
0.1045 |
8.0% |
0.0057 |
0.4% |
96% |
False |
False |
68 |
| 80 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0057 |
0.4% |
96% |
False |
False |
53 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0054 |
0.4% |
96% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3385 |
|
2.618 |
1.3296 |
|
1.618 |
1.3242 |
|
1.000 |
1.3209 |
|
0.618 |
1.3188 |
|
HIGH |
1.3155 |
|
0.618 |
1.3134 |
|
0.500 |
1.3128 |
|
0.382 |
1.3122 |
|
LOW |
1.3101 |
|
0.618 |
1.3068 |
|
1.000 |
1.3047 |
|
1.618 |
1.3014 |
|
2.618 |
1.2960 |
|
4.250 |
1.2872 |
|
|
| Fisher Pivots for day following 17-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3139 |
1.3107 |
| PP |
1.3133 |
1.3069 |
| S1 |
1.3128 |
1.3032 |
|