CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 09-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2403 |
1.2370 |
-0.0033 |
-0.3% |
1.2310 |
| High |
1.2407 |
1.2392 |
-0.0015 |
-0.1% |
1.2399 |
| Low |
1.2331 |
1.2270 |
-0.0061 |
-0.5% |
1.2140 |
| Close |
1.2360 |
1.2300 |
-0.0060 |
-0.5% |
1.2382 |
| Range |
0.0076 |
0.0122 |
0.0046 |
60.5% |
0.0259 |
| ATR |
0.0124 |
0.0124 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
183,906 |
187,692 |
3,786 |
2.1% |
1,369,993 |
|
| Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2687 |
1.2615 |
1.2367 |
|
| R3 |
1.2565 |
1.2493 |
1.2334 |
|
| R2 |
1.2443 |
1.2443 |
1.2322 |
|
| R1 |
1.2371 |
1.2371 |
1.2311 |
1.2346 |
| PP |
1.2321 |
1.2321 |
1.2321 |
1.2308 |
| S1 |
1.2249 |
1.2249 |
1.2289 |
1.2224 |
| S2 |
1.2199 |
1.2199 |
1.2278 |
|
| S3 |
1.2077 |
1.2127 |
1.2266 |
|
| S4 |
1.1955 |
1.2005 |
1.2233 |
|
|
| 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 |
1.2173 |
0.0277 |
2.3% |
0.0119 |
1.0% |
46% |
False |
False |
208,019 |
| 10 |
1.2450 |
1.2140 |
0.0310 |
2.5% |
0.0128 |
1.0% |
52% |
False |
False |
245,839 |
| 20 |
1.2450 |
1.2051 |
0.0399 |
3.2% |
0.0123 |
1.0% |
62% |
False |
False |
249,991 |
| 40 |
1.2759 |
1.2051 |
0.0708 |
5.8% |
0.0121 |
1.0% |
35% |
False |
False |
253,337 |
| 60 |
1.2838 |
1.2051 |
0.0787 |
6.4% |
0.0122 |
1.0% |
32% |
False |
False |
175,573 |
| 80 |
1.3292 |
1.2051 |
0.1241 |
10.1% |
0.0111 |
0.9% |
20% |
False |
False |
131,760 |
| 100 |
1.3396 |
1.2051 |
0.1345 |
10.9% |
0.0107 |
0.9% |
19% |
False |
False |
105,434 |
| 120 |
1.3500 |
1.2051 |
0.1449 |
11.8% |
0.0101 |
0.8% |
17% |
False |
False |
87,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2911 |
|
2.618 |
1.2711 |
|
1.618 |
1.2589 |
|
1.000 |
1.2514 |
|
0.618 |
1.2467 |
|
HIGH |
1.2392 |
|
0.618 |
1.2345 |
|
0.500 |
1.2331 |
|
0.382 |
1.2317 |
|
LOW |
1.2270 |
|
0.618 |
1.2195 |
|
1.000 |
1.2148 |
|
1.618 |
1.2073 |
|
2.618 |
1.1951 |
|
4.250 |
1.1752 |
|
|
| Fisher Pivots for day following 09-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2331 |
1.2359 |
| PP |
1.2321 |
1.2339 |
| S1 |
1.2310 |
1.2320 |
|