CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 16-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2318 |
1.2389 |
0.0071 |
0.6% |
1.2432 |
| High |
1.2325 |
1.2405 |
0.0080 |
0.6% |
1.2449 |
| Low |
1.2318 |
1.2389 |
0.0071 |
0.6% |
1.2300 |
| Close |
1.2325 |
1.2398 |
0.0073 |
0.6% |
1.2331 |
| Range |
0.0007 |
0.0016 |
0.0009 |
128.6% |
0.0149 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
1.0% |
0.0000 |
| Volume |
4 |
2 |
-2 |
-50.0% |
8 |
|
| Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2445 |
1.2438 |
1.2407 |
|
| R3 |
1.2429 |
1.2422 |
1.2402 |
|
| R2 |
1.2413 |
1.2413 |
1.2401 |
|
| R1 |
1.2406 |
1.2406 |
1.2399 |
1.2410 |
| PP |
1.2397 |
1.2397 |
1.2397 |
1.2399 |
| S1 |
1.2390 |
1.2390 |
1.2397 |
1.2394 |
| S2 |
1.2381 |
1.2381 |
1.2395 |
|
| S3 |
1.2365 |
1.2374 |
1.2394 |
|
| S4 |
1.2349 |
1.2358 |
1.2389 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2807 |
1.2718 |
1.2413 |
|
| R3 |
1.2658 |
1.2569 |
1.2372 |
|
| R2 |
1.2509 |
1.2509 |
1.2358 |
|
| R1 |
1.2420 |
1.2420 |
1.2345 |
1.2390 |
| PP |
1.2360 |
1.2360 |
1.2360 |
1.2345 |
| S1 |
1.2271 |
1.2271 |
1.2317 |
1.2241 |
| S2 |
1.2211 |
1.2211 |
1.2304 |
|
| S3 |
1.2062 |
1.2122 |
1.2290 |
|
| S4 |
1.1913 |
1.1973 |
1.2249 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2405 |
1.2300 |
0.0105 |
0.8% |
0.0027 |
0.2% |
93% |
True |
False |
2 |
| 10 |
1.2449 |
1.2300 |
0.0149 |
1.2% |
0.0015 |
0.1% |
66% |
False |
False |
2 |
| 20 |
1.2449 |
1.2090 |
0.0359 |
2.9% |
0.0037 |
0.3% |
86% |
False |
False |
8 |
| 40 |
1.2720 |
1.2090 |
0.0630 |
5.1% |
0.0042 |
0.3% |
49% |
False |
False |
8 |
| 60 |
1.2749 |
1.2090 |
0.0659 |
5.3% |
0.0043 |
0.3% |
47% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2473 |
|
2.618 |
1.2447 |
|
1.618 |
1.2431 |
|
1.000 |
1.2421 |
|
0.618 |
1.2415 |
|
HIGH |
1.2405 |
|
0.618 |
1.2399 |
|
0.500 |
1.2397 |
|
0.382 |
1.2395 |
|
LOW |
1.2389 |
|
0.618 |
1.2379 |
|
1.000 |
1.2373 |
|
1.618 |
1.2363 |
|
2.618 |
1.2347 |
|
4.250 |
1.2321 |
|
|
| Fisher Pivots for day following 16-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2398 |
1.2386 |
| PP |
1.2397 |
1.2374 |
| S1 |
1.2397 |
1.2362 |
|