CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 13-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2309 |
1.2292 |
-0.0017 |
-0.1% |
1.2398 |
| High |
1.2322 |
1.2378 |
0.0056 |
0.5% |
1.2450 |
| Low |
1.2245 |
1.2265 |
0.0020 |
0.2% |
1.2245 |
| Close |
1.2297 |
1.2338 |
0.0041 |
0.3% |
1.2297 |
| Range |
0.0077 |
0.0113 |
0.0036 |
46.8% |
0.0205 |
| ATR |
0.0121 |
0.0120 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
167,358 |
185,061 |
17,703 |
10.6% |
915,038 |
|
| Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2666 |
1.2615 |
1.2400 |
|
| R3 |
1.2553 |
1.2502 |
1.2369 |
|
| R2 |
1.2440 |
1.2440 |
1.2359 |
|
| R1 |
1.2389 |
1.2389 |
1.2348 |
1.2415 |
| PP |
1.2327 |
1.2327 |
1.2327 |
1.2340 |
| S1 |
1.2276 |
1.2276 |
1.2328 |
1.2302 |
| S2 |
1.2214 |
1.2214 |
1.2317 |
|
| S3 |
1.2101 |
1.2163 |
1.2307 |
|
| S4 |
1.1988 |
1.2050 |
1.2276 |
|
|
| 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 |
1.2448 |
1.2245 |
0.0203 |
1.6% |
0.0091 |
0.7% |
46% |
False |
False |
179,110 |
| 10 |
1.2450 |
1.2140 |
0.0310 |
2.5% |
0.0124 |
1.0% |
64% |
False |
False |
228,968 |
| 20 |
1.2450 |
1.2051 |
0.0399 |
3.2% |
0.0122 |
1.0% |
72% |
False |
False |
245,873 |
| 40 |
1.2759 |
1.2051 |
0.0708 |
5.7% |
0.0121 |
1.0% |
41% |
False |
False |
253,168 |
| 60 |
1.2838 |
1.2051 |
0.0787 |
6.4% |
0.0123 |
1.0% |
36% |
False |
False |
181,414 |
| 80 |
1.3292 |
1.2051 |
0.1241 |
10.1% |
0.0111 |
0.9% |
23% |
False |
False |
136,154 |
| 100 |
1.3396 |
1.2051 |
0.1345 |
10.9% |
0.0107 |
0.9% |
21% |
False |
False |
108,955 |
| 120 |
1.3500 |
1.2051 |
0.1449 |
11.7% |
0.0102 |
0.8% |
20% |
False |
False |
90,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2858 |
|
2.618 |
1.2674 |
|
1.618 |
1.2561 |
|
1.000 |
1.2491 |
|
0.618 |
1.2448 |
|
HIGH |
1.2378 |
|
0.618 |
1.2335 |
|
0.500 |
1.2322 |
|
0.382 |
1.2308 |
|
LOW |
1.2265 |
|
0.618 |
1.2195 |
|
1.000 |
1.2152 |
|
1.618 |
1.2082 |
|
2.618 |
1.1969 |
|
4.250 |
1.1785 |
|
|
| Fisher Pivots for day following 13-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2333 |
1.2332 |
| PP |
1.2327 |
1.2325 |
| S1 |
1.2322 |
1.2319 |
|