CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 22-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3093 |
1.3045 |
-0.0048 |
-0.4% |
1.2927 |
| High |
1.3093 |
1.3096 |
0.0003 |
0.0% |
1.3155 |
| Low |
1.3038 |
1.3045 |
0.0007 |
0.1% |
1.2909 |
| Close |
1.3043 |
1.3064 |
0.0021 |
0.2% |
1.3043 |
| Range |
0.0055 |
0.0051 |
-0.0004 |
-7.3% |
0.0246 |
| ATR |
0.0086 |
0.0083 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
172 |
131 |
-41 |
-23.8% |
926 |
|
| Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3221 |
1.3194 |
1.3092 |
|
| R3 |
1.3170 |
1.3143 |
1.3078 |
|
| R2 |
1.3119 |
1.3119 |
1.3073 |
|
| R1 |
1.3092 |
1.3092 |
1.3069 |
1.3106 |
| PP |
1.3068 |
1.3068 |
1.3068 |
1.3075 |
| S1 |
1.3041 |
1.3041 |
1.3059 |
1.3055 |
| S2 |
1.3017 |
1.3017 |
1.3055 |
|
| S3 |
1.2966 |
1.2990 |
1.3050 |
|
| S4 |
1.2915 |
1.2939 |
1.3036 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3774 |
1.3654 |
1.3178 |
|
| R3 |
1.3528 |
1.3408 |
1.3111 |
|
| R2 |
1.3282 |
1.3282 |
1.3088 |
|
| R1 |
1.3162 |
1.3162 |
1.3066 |
1.3222 |
| PP |
1.3036 |
1.3036 |
1.3036 |
1.3066 |
| S1 |
1.2916 |
1.2916 |
1.3020 |
1.2976 |
| S2 |
1.2790 |
1.2790 |
1.2998 |
|
| S3 |
1.2544 |
1.2670 |
1.2975 |
|
| S4 |
1.2298 |
1.2424 |
1.2908 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3155 |
1.2990 |
0.0165 |
1.3% |
0.0064 |
0.5% |
45% |
False |
False |
194 |
| 10 |
1.3155 |
1.2860 |
0.0295 |
2.3% |
0.0076 |
0.6% |
69% |
False |
False |
151 |
| 20 |
1.3155 |
1.2859 |
0.0296 |
2.3% |
0.0076 |
0.6% |
69% |
False |
False |
155 |
| 40 |
1.3188 |
1.2537 |
0.0651 |
5.0% |
0.0073 |
0.6% |
81% |
False |
False |
112 |
| 60 |
1.3188 |
1.2204 |
0.0984 |
7.5% |
0.0057 |
0.4% |
87% |
False |
False |
76 |
| 80 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0058 |
0.4% |
89% |
False |
False |
60 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.4% |
0.0054 |
0.4% |
89% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3313 |
|
2.618 |
1.3230 |
|
1.618 |
1.3179 |
|
1.000 |
1.3147 |
|
0.618 |
1.3128 |
|
HIGH |
1.3096 |
|
0.618 |
1.3077 |
|
0.500 |
1.3071 |
|
0.382 |
1.3064 |
|
LOW |
1.3045 |
|
0.618 |
1.3013 |
|
1.000 |
1.2994 |
|
1.618 |
1.2962 |
|
2.618 |
1.2911 |
|
4.250 |
1.2828 |
|
|
| Fisher Pivots for day following 22-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3071 |
1.3093 |
| PP |
1.3068 |
1.3083 |
| S1 |
1.3066 |
1.3074 |
|