CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 06-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2188 |
1.2398 |
0.0210 |
1.7% |
1.2310 |
| High |
1.2399 |
1.2450 |
0.0051 |
0.4% |
1.2399 |
| Low |
1.2173 |
1.2347 |
0.0174 |
1.4% |
1.2140 |
| Close |
1.2382 |
1.2400 |
0.0018 |
0.1% |
1.2382 |
| Range |
0.0226 |
0.0103 |
-0.0123 |
-54.4% |
0.0259 |
| ATR |
0.0134 |
0.0132 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
292,415 |
204,547 |
-87,868 |
-30.0% |
1,369,993 |
|
| Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2708 |
1.2657 |
1.2457 |
|
| R3 |
1.2605 |
1.2554 |
1.2428 |
|
| R2 |
1.2502 |
1.2502 |
1.2419 |
|
| R1 |
1.2451 |
1.2451 |
1.2409 |
1.2477 |
| PP |
1.2399 |
1.2399 |
1.2399 |
1.2412 |
| S1 |
1.2348 |
1.2348 |
1.2391 |
1.2374 |
| S2 |
1.2296 |
1.2296 |
1.2381 |
|
| S3 |
1.2193 |
1.2245 |
1.2372 |
|
| S4 |
1.2090 |
1.2142 |
1.2343 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3084 |
1.2992 |
1.2524 |
|
| R3 |
1.2825 |
1.2733 |
1.2453 |
|
| R2 |
1.2566 |
1.2566 |
1.2429 |
|
| R1 |
1.2474 |
1.2474 |
1.2406 |
1.2520 |
| PP |
1.2307 |
1.2307 |
1.2307 |
1.2330 |
| S1 |
1.2215 |
1.2215 |
1.2358 |
1.2261 |
| S2 |
1.2048 |
1.2048 |
1.2335 |
|
| S3 |
1.1789 |
1.1956 |
1.2311 |
|
| S4 |
1.1530 |
1.1697 |
1.2240 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2450 |
1.2140 |
0.0310 |
2.5% |
0.0157 |
1.3% |
84% |
True |
False |
278,826 |
| 10 |
1.2450 |
1.2051 |
0.0399 |
3.2% |
0.0145 |
1.2% |
87% |
True |
False |
277,011 |
| 20 |
1.2450 |
1.2051 |
0.0399 |
3.2% |
0.0123 |
1.0% |
87% |
True |
False |
255,542 |
| 40 |
1.2759 |
1.2051 |
0.0708 |
5.7% |
0.0125 |
1.0% |
49% |
False |
False |
247,750 |
| 60 |
1.2964 |
1.2051 |
0.0913 |
7.4% |
0.0122 |
1.0% |
38% |
False |
False |
166,549 |
| 80 |
1.3292 |
1.2051 |
0.1241 |
10.0% |
0.0111 |
0.9% |
28% |
False |
False |
124,978 |
| 100 |
1.3396 |
1.2051 |
0.1345 |
10.8% |
0.0107 |
0.9% |
26% |
False |
False |
100,006 |
| 120 |
1.3500 |
1.2051 |
0.1449 |
11.7% |
0.0101 |
0.8% |
24% |
False |
False |
83,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2888 |
|
2.618 |
1.2720 |
|
1.618 |
1.2617 |
|
1.000 |
1.2553 |
|
0.618 |
1.2514 |
|
HIGH |
1.2450 |
|
0.618 |
1.2411 |
|
0.500 |
1.2399 |
|
0.382 |
1.2386 |
|
LOW |
1.2347 |
|
0.618 |
1.2283 |
|
1.000 |
1.2244 |
|
1.618 |
1.2180 |
|
2.618 |
1.2077 |
|
4.250 |
1.1909 |
|
|
| Fisher Pivots for day following 06-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2400 |
1.2365 |
| PP |
1.2399 |
1.2330 |
| S1 |
1.2399 |
1.2295 |
|