CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 08-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2012 |
08-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2402 |
1.2403 |
0.0001 |
0.0% |
1.2310 |
| High |
1.2448 |
1.2407 |
-0.0041 |
-0.3% |
1.2399 |
| Low |
1.2381 |
1.2331 |
-0.0050 |
-0.4% |
1.2140 |
| Close |
1.2417 |
1.2360 |
-0.0057 |
-0.5% |
1.2382 |
| Range |
0.0067 |
0.0076 |
0.0009 |
13.4% |
0.0259 |
| ATR |
0.0127 |
0.0124 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
171,535 |
183,906 |
12,371 |
7.2% |
1,369,993 |
|
| Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2594 |
1.2553 |
1.2402 |
|
| R3 |
1.2518 |
1.2477 |
1.2381 |
|
| R2 |
1.2442 |
1.2442 |
1.2374 |
|
| R1 |
1.2401 |
1.2401 |
1.2367 |
1.2384 |
| PP |
1.2366 |
1.2366 |
1.2366 |
1.2357 |
| S1 |
1.2325 |
1.2325 |
1.2353 |
1.2308 |
| S2 |
1.2290 |
1.2290 |
1.2346 |
|
| S3 |
1.2214 |
1.2249 |
1.2339 |
|
| S4 |
1.2138 |
1.2173 |
1.2318 |
|
|
| 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% |
0.0145 |
1.2% |
71% |
False |
False |
263,975 |
| 10 |
1.2450 |
1.2124 |
0.0326 |
2.6% |
0.0137 |
1.1% |
72% |
False |
False |
260,629 |
| 20 |
1.2450 |
1.2051 |
0.0399 |
3.2% |
0.0121 |
1.0% |
77% |
False |
False |
250,753 |
| 40 |
1.2759 |
1.2051 |
0.0708 |
5.7% |
0.0121 |
1.0% |
44% |
False |
False |
252,263 |
| 60 |
1.2875 |
1.2051 |
0.0824 |
6.7% |
0.0122 |
1.0% |
38% |
False |
False |
172,462 |
| 80 |
1.3292 |
1.2051 |
0.1241 |
10.0% |
0.0110 |
0.9% |
25% |
False |
False |
129,417 |
| 100 |
1.3396 |
1.2051 |
0.1345 |
10.9% |
0.0106 |
0.9% |
23% |
False |
False |
103,557 |
| 120 |
1.3500 |
1.2051 |
0.1449 |
11.7% |
0.0100 |
0.8% |
21% |
False |
False |
86,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2730 |
|
2.618 |
1.2606 |
|
1.618 |
1.2530 |
|
1.000 |
1.2483 |
|
0.618 |
1.2454 |
|
HIGH |
1.2407 |
|
0.618 |
1.2378 |
|
0.500 |
1.2369 |
|
0.382 |
1.2360 |
|
LOW |
1.2331 |
|
0.618 |
1.2284 |
|
1.000 |
1.2255 |
|
1.618 |
1.2208 |
|
2.618 |
1.2132 |
|
4.250 |
1.2008 |
|
|
| Fisher Pivots for day following 08-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2369 |
1.2391 |
| PP |
1.2366 |
1.2380 |
| S1 |
1.2363 |
1.2370 |
|