CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 24-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3080 |
1.3011 |
-0.0069 |
-0.5% |
1.2927 |
| High |
1.3080 |
1.3011 |
-0.0069 |
-0.5% |
1.3155 |
| Low |
1.2972 |
1.2940 |
-0.0032 |
-0.2% |
1.2909 |
| Close |
1.2991 |
1.2992 |
0.0001 |
0.0% |
1.3043 |
| Range |
0.0108 |
0.0071 |
-0.0037 |
-34.3% |
0.0246 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
96 |
132 |
36 |
37.5% |
926 |
|
| Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3194 |
1.3164 |
1.3031 |
|
| R3 |
1.3123 |
1.3093 |
1.3012 |
|
| R2 |
1.3052 |
1.3052 |
1.3005 |
|
| R1 |
1.3022 |
1.3022 |
1.2999 |
1.3002 |
| PP |
1.2981 |
1.2981 |
1.2981 |
1.2971 |
| S1 |
1.2951 |
1.2951 |
1.2985 |
1.2931 |
| S2 |
1.2910 |
1.2910 |
1.2979 |
|
| S3 |
1.2839 |
1.2880 |
1.2972 |
|
| S4 |
1.2768 |
1.2809 |
1.2953 |
|
|
| 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 |
1.3147 |
1.2940 |
0.0207 |
1.6% |
0.0071 |
0.5% |
25% |
False |
True |
155 |
| 10 |
1.3155 |
1.2860 |
0.0295 |
2.3% |
0.0074 |
0.6% |
45% |
False |
False |
144 |
| 20 |
1.3155 |
1.2859 |
0.0296 |
2.3% |
0.0078 |
0.6% |
45% |
False |
False |
155 |
| 40 |
1.3188 |
1.2541 |
0.0647 |
5.0% |
0.0077 |
0.6% |
70% |
False |
False |
116 |
| 60 |
1.3188 |
1.2204 |
0.0984 |
7.6% |
0.0059 |
0.5% |
80% |
False |
False |
80 |
| 80 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0058 |
0.4% |
82% |
False |
False |
63 |
| 100 |
1.3188 |
1.2090 |
0.1098 |
8.5% |
0.0055 |
0.4% |
82% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3313 |
|
2.618 |
1.3197 |
|
1.618 |
1.3126 |
|
1.000 |
1.3082 |
|
0.618 |
1.3055 |
|
HIGH |
1.3011 |
|
0.618 |
1.2984 |
|
0.500 |
1.2976 |
|
0.382 |
1.2967 |
|
LOW |
1.2940 |
|
0.618 |
1.2896 |
|
1.000 |
1.2869 |
|
1.618 |
1.2825 |
|
2.618 |
1.2754 |
|
4.250 |
1.2638 |
|
|
| Fisher Pivots for day following 24-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2987 |
1.3018 |
| PP |
1.2981 |
1.3009 |
| S1 |
1.2976 |
1.3001 |
|