CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 10-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2370 |
1.2309 |
-0.0061 |
-0.5% |
1.2398 |
| High |
1.2392 |
1.2322 |
-0.0070 |
-0.6% |
1.2450 |
| Low |
1.2270 |
1.2245 |
-0.0025 |
-0.2% |
1.2245 |
| Close |
1.2300 |
1.2297 |
-0.0003 |
0.0% |
1.2297 |
| Range |
0.0122 |
0.0077 |
-0.0045 |
-36.9% |
0.0205 |
| ATR |
0.0124 |
0.0121 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
187,692 |
167,358 |
-20,334 |
-10.8% |
915,038 |
|
| Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2519 |
1.2485 |
1.2339 |
|
| R3 |
1.2442 |
1.2408 |
1.2318 |
|
| R2 |
1.2365 |
1.2365 |
1.2311 |
|
| R1 |
1.2331 |
1.2331 |
1.2304 |
1.2310 |
| PP |
1.2288 |
1.2288 |
1.2288 |
1.2277 |
| S1 |
1.2254 |
1.2254 |
1.2290 |
1.2233 |
| S2 |
1.2211 |
1.2211 |
1.2283 |
|
| S3 |
1.2134 |
1.2177 |
1.2276 |
|
| S4 |
1.2057 |
1.2100 |
1.2255 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2946 |
1.2826 |
1.2410 |
|
| R3 |
1.2741 |
1.2621 |
1.2353 |
|
| R2 |
1.2536 |
1.2536 |
1.2335 |
|
| R1 |
1.2416 |
1.2416 |
1.2316 |
1.2374 |
| PP |
1.2331 |
1.2331 |
1.2331 |
1.2309 |
| S1 |
1.2211 |
1.2211 |
1.2278 |
1.2169 |
| S2 |
1.2126 |
1.2126 |
1.2259 |
|
| S3 |
1.1921 |
1.2006 |
1.2241 |
|
| S4 |
1.1716 |
1.1801 |
1.2184 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2450 |
1.2245 |
0.0205 |
1.7% |
0.0089 |
0.7% |
25% |
False |
True |
183,007 |
| 10 |
1.2450 |
1.2140 |
0.0310 |
2.5% |
0.0121 |
1.0% |
51% |
False |
False |
228,503 |
| 20 |
1.2450 |
1.2051 |
0.0399 |
3.2% |
0.0122 |
1.0% |
62% |
False |
False |
247,141 |
| 40 |
1.2759 |
1.2051 |
0.0708 |
5.8% |
0.0120 |
1.0% |
35% |
False |
False |
253,804 |
| 60 |
1.2838 |
1.2051 |
0.0787 |
6.4% |
0.0122 |
1.0% |
31% |
False |
False |
178,344 |
| 80 |
1.3292 |
1.2051 |
0.1241 |
10.1% |
0.0111 |
0.9% |
20% |
False |
False |
133,848 |
| 100 |
1.3396 |
1.2051 |
0.1345 |
10.9% |
0.0107 |
0.9% |
18% |
False |
False |
107,106 |
| 120 |
1.3500 |
1.2051 |
0.1449 |
11.8% |
0.0101 |
0.8% |
17% |
False |
False |
89,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2649 |
|
2.618 |
1.2524 |
|
1.618 |
1.2447 |
|
1.000 |
1.2399 |
|
0.618 |
1.2370 |
|
HIGH |
1.2322 |
|
0.618 |
1.2293 |
|
0.500 |
1.2284 |
|
0.382 |
1.2274 |
|
LOW |
1.2245 |
|
0.618 |
1.2197 |
|
1.000 |
1.2168 |
|
1.618 |
1.2120 |
|
2.618 |
1.2043 |
|
4.250 |
1.1918 |
|
|
| Fisher Pivots for day following 10-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2293 |
1.2326 |
| PP |
1.2288 |
1.2316 |
| S1 |
1.2284 |
1.2307 |
|