CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 07-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2398 |
1.2402 |
0.0004 |
0.0% |
1.2310 |
| High |
1.2450 |
1.2448 |
-0.0002 |
0.0% |
1.2399 |
| Low |
1.2347 |
1.2381 |
0.0034 |
0.3% |
1.2140 |
| Close |
1.2400 |
1.2417 |
0.0017 |
0.1% |
1.2382 |
| Range |
0.0103 |
0.0067 |
-0.0036 |
-35.0% |
0.0259 |
| ATR |
0.0132 |
0.0127 |
-0.0005 |
-3.5% |
0.0000 |
| Volume |
204,547 |
171,535 |
-33,012 |
-16.1% |
1,369,993 |
|
| Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2616 |
1.2584 |
1.2454 |
|
| R3 |
1.2549 |
1.2517 |
1.2435 |
|
| R2 |
1.2482 |
1.2482 |
1.2429 |
|
| R1 |
1.2450 |
1.2450 |
1.2423 |
1.2466 |
| PP |
1.2415 |
1.2415 |
1.2415 |
1.2424 |
| S1 |
1.2383 |
1.2383 |
1.2411 |
1.2399 |
| S2 |
1.2348 |
1.2348 |
1.2405 |
|
| S3 |
1.2281 |
1.2316 |
1.2399 |
|
| S4 |
1.2214 |
1.2249 |
1.2380 |
|
|
| 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% |
0.0154 |
1.2% |
89% |
False |
False |
269,182 |
| 10 |
1.2450 |
1.2061 |
0.0389 |
3.1% |
0.0142 |
1.1% |
92% |
False |
False |
270,131 |
| 20 |
1.2450 |
1.2051 |
0.0399 |
3.2% |
0.0121 |
1.0% |
92% |
False |
False |
252,946 |
| 40 |
1.2759 |
1.2051 |
0.0708 |
5.7% |
0.0122 |
1.0% |
52% |
False |
False |
250,217 |
| 60 |
1.2906 |
1.2051 |
0.0855 |
6.9% |
0.0122 |
1.0% |
43% |
False |
False |
169,401 |
| 80 |
1.3292 |
1.2051 |
0.1241 |
10.0% |
0.0111 |
0.9% |
29% |
False |
False |
127,120 |
| 100 |
1.3396 |
1.2051 |
0.1345 |
10.8% |
0.0107 |
0.9% |
27% |
False |
False |
101,721 |
| 120 |
1.3500 |
1.2051 |
0.1449 |
11.7% |
0.0100 |
0.8% |
25% |
False |
False |
84,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2733 |
|
2.618 |
1.2623 |
|
1.618 |
1.2556 |
|
1.000 |
1.2515 |
|
0.618 |
1.2489 |
|
HIGH |
1.2448 |
|
0.618 |
1.2422 |
|
0.500 |
1.2415 |
|
0.382 |
1.2407 |
|
LOW |
1.2381 |
|
0.618 |
1.2340 |
|
1.000 |
1.2314 |
|
1.618 |
1.2273 |
|
2.618 |
1.2206 |
|
4.250 |
1.2096 |
|
|
| Fisher Pivots for day following 07-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2416 |
1.2382 |
| PP |
1.2415 |
1.2347 |
| S1 |
1.2415 |
1.2312 |
|