CME Euro FX (E) Future June 2013
Trading Metrics calculated at close of trading on 23-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1.3108 |
1.3002 |
-0.0106 |
-0.8% |
1.2962 |
High |
1.3108 |
1.3002 |
-0.0106 |
-0.8% |
1.3158 |
Low |
1.3075 |
1.3002 |
-0.0073 |
-0.6% |
1.2962 |
Close |
1.3075 |
1.3002 |
-0.0073 |
-0.6% |
1.3054 |
Range |
0.0033 |
0.0000 |
-0.0033 |
-100.0% |
0.0196 |
ATR |
0.0059 |
0.0060 |
0.0001 |
1.7% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
17 |
|
Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3002 |
1.3002 |
1.3002 |
|
R3 |
1.3002 |
1.3002 |
1.3002 |
|
R2 |
1.3002 |
1.3002 |
1.3002 |
|
R1 |
1.3002 |
1.3002 |
1.3002 |
1.3002 |
PP |
1.3002 |
1.3002 |
1.3002 |
1.3002 |
S1 |
1.3002 |
1.3002 |
1.3002 |
1.3002 |
S2 |
1.3002 |
1.3002 |
1.3002 |
|
S3 |
1.3002 |
1.3002 |
1.3002 |
|
S4 |
1.3002 |
1.3002 |
1.3002 |
|
|
Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3646 |
1.3546 |
1.3162 |
|
R3 |
1.3450 |
1.3350 |
1.3108 |
|
R2 |
1.3254 |
1.3254 |
1.3090 |
|
R1 |
1.3154 |
1.3154 |
1.3072 |
1.3204 |
PP |
1.3058 |
1.3058 |
1.3058 |
1.3083 |
S1 |
1.2958 |
1.2958 |
1.3036 |
1.3008 |
S2 |
1.2862 |
1.2862 |
1.3018 |
|
S3 |
1.2666 |
1.2762 |
1.3000 |
|
S4 |
1.2470 |
1.2566 |
1.2946 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3158 |
1.3002 |
0.0156 |
1.2% |
0.0015 |
0.1% |
0% |
False |
True |
2 |
10 |
1.3158 |
1.2926 |
0.0232 |
1.8% |
0.0013 |
0.1% |
33% |
False |
False |
2 |
20 |
1.3158 |
1.2888 |
0.0270 |
2.1% |
0.0016 |
0.1% |
42% |
False |
False |
1 |
40 |
1.3200 |
1.2557 |
0.0643 |
4.9% |
0.0027 |
0.2% |
69% |
False |
False |
8 |
60 |
1.3200 |
1.2232 |
0.0968 |
7.4% |
0.0026 |
0.2% |
80% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3002 |
2.618 |
1.3002 |
1.618 |
1.3002 |
1.000 |
1.3002 |
0.618 |
1.3002 |
HIGH |
1.3002 |
0.618 |
1.3002 |
0.500 |
1.3002 |
0.382 |
1.3002 |
LOW |
1.3002 |
0.618 |
1.3002 |
1.000 |
1.3002 |
1.618 |
1.3002 |
2.618 |
1.3002 |
4.250 |
1.3002 |
|
|
Fisher Pivots for day following 23-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1.3002 |
1.3055 |
PP |
1.3002 |
1.3037 |
S1 |
1.3002 |
1.3020 |
|