CME Euro FX (E) Future June 2013
Trading Metrics calculated at close of trading on 26-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1.2979 |
1.2963 |
-0.0016 |
-0.1% |
1.3108 |
High |
1.2979 |
1.2963 |
-0.0016 |
-0.1% |
1.3108 |
Low |
1.2979 |
1.2963 |
-0.0016 |
-0.1% |
1.2963 |
Close |
1.2979 |
1.2963 |
-0.0016 |
-0.1% |
1.2963 |
Range |
|
|
|
|
|
ATR |
0.0054 |
0.0051 |
-0.0003 |
-5.0% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2963 |
1.2963 |
1.2963 |
|
R3 |
1.2963 |
1.2963 |
1.2963 |
|
R2 |
1.2963 |
1.2963 |
1.2963 |
|
R1 |
1.2963 |
1.2963 |
1.2963 |
1.2963 |
PP |
1.2963 |
1.2963 |
1.2963 |
1.2963 |
S1 |
1.2963 |
1.2963 |
1.2963 |
1.2963 |
S2 |
1.2963 |
1.2963 |
1.2963 |
|
S3 |
1.2963 |
1.2963 |
1.2963 |
|
S4 |
1.2963 |
1.2963 |
1.2963 |
|
|
Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3446 |
1.3350 |
1.3043 |
|
R3 |
1.3301 |
1.3205 |
1.3003 |
|
R2 |
1.3156 |
1.3156 |
1.2990 |
|
R1 |
1.3060 |
1.3060 |
1.2976 |
1.3036 |
PP |
1.3011 |
1.3011 |
1.3011 |
1.2999 |
S1 |
1.2915 |
1.2915 |
1.2950 |
1.2891 |
S2 |
1.2866 |
1.2866 |
1.2936 |
|
S3 |
1.2721 |
1.2770 |
1.2923 |
|
S4 |
1.2576 |
1.2625 |
1.2883 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3108 |
1.2963 |
0.0145 |
1.1% |
0.0007 |
0.1% |
0% |
False |
True |
1 |
10 |
1.3158 |
1.2962 |
0.0196 |
1.5% |
0.0010 |
0.1% |
1% |
False |
False |
2 |
20 |
1.3158 |
1.2890 |
0.0268 |
2.1% |
0.0009 |
0.1% |
27% |
False |
False |
1 |
40 |
1.3200 |
1.2572 |
0.0628 |
4.8% |
0.0025 |
0.2% |
62% |
False |
False |
8 |
60 |
1.3200 |
1.2295 |
0.0905 |
7.0% |
0.0026 |
0.2% |
74% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2963 |
2.618 |
1.2963 |
1.618 |
1.2963 |
1.000 |
1.2963 |
0.618 |
1.2963 |
HIGH |
1.2963 |
0.618 |
1.2963 |
0.500 |
1.2963 |
0.382 |
1.2963 |
LOW |
1.2963 |
0.618 |
1.2963 |
1.000 |
1.2963 |
1.618 |
1.2963 |
2.618 |
1.2963 |
4.250 |
1.2963 |
|
|
Fisher Pivots for day following 26-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2963 |
1.2984 |
PP |
1.2963 |
1.2977 |
S1 |
1.2963 |
1.2970 |
|