CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 14-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2292 |
1.2335 |
0.0043 |
0.3% |
1.2398 |
| High |
1.2378 |
1.2390 |
0.0012 |
0.1% |
1.2450 |
| Low |
1.2265 |
1.2320 |
0.0055 |
0.4% |
1.2245 |
| Close |
1.2338 |
1.2335 |
-0.0003 |
0.0% |
1.2297 |
| Range |
0.0113 |
0.0070 |
-0.0043 |
-38.1% |
0.0205 |
| ATR |
0.0120 |
0.0117 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
185,061 |
182,625 |
-2,436 |
-1.3% |
915,038 |
|
| Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2558 |
1.2517 |
1.2374 |
|
| R3 |
1.2488 |
1.2447 |
1.2354 |
|
| R2 |
1.2418 |
1.2418 |
1.2348 |
|
| R1 |
1.2377 |
1.2377 |
1.2341 |
1.2370 |
| PP |
1.2348 |
1.2348 |
1.2348 |
1.2345 |
| S1 |
1.2307 |
1.2307 |
1.2329 |
1.2300 |
| S2 |
1.2278 |
1.2278 |
1.2322 |
|
| S3 |
1.2208 |
1.2237 |
1.2316 |
|
| S4 |
1.2138 |
1.2167 |
1.2297 |
|
|
| 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 |
1.2407 |
1.2245 |
0.0162 |
1.3% |
0.0092 |
0.7% |
56% |
False |
False |
181,328 |
| 10 |
1.2450 |
1.2140 |
0.0310 |
2.5% |
0.0123 |
1.0% |
63% |
False |
False |
225,255 |
| 20 |
1.2450 |
1.2051 |
0.0399 |
3.2% |
0.0119 |
1.0% |
71% |
False |
False |
241,805 |
| 40 |
1.2741 |
1.2051 |
0.0690 |
5.6% |
0.0118 |
1.0% |
41% |
False |
False |
250,216 |
| 60 |
1.2838 |
1.2051 |
0.0787 |
6.4% |
0.0121 |
1.0% |
36% |
False |
False |
184,439 |
| 80 |
1.3292 |
1.2051 |
0.1241 |
10.1% |
0.0111 |
0.9% |
23% |
False |
False |
138,433 |
| 100 |
1.3396 |
1.2051 |
0.1345 |
10.9% |
0.0107 |
0.9% |
21% |
False |
False |
110,780 |
| 120 |
1.3493 |
1.2051 |
0.1442 |
11.7% |
0.0102 |
0.8% |
20% |
False |
False |
92,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2688 |
|
2.618 |
1.2573 |
|
1.618 |
1.2503 |
|
1.000 |
1.2460 |
|
0.618 |
1.2433 |
|
HIGH |
1.2390 |
|
0.618 |
1.2363 |
|
0.500 |
1.2355 |
|
0.382 |
1.2347 |
|
LOW |
1.2320 |
|
0.618 |
1.2277 |
|
1.000 |
1.2250 |
|
1.618 |
1.2207 |
|
2.618 |
1.2137 |
|
4.250 |
1.2023 |
|
|
| Fisher Pivots for day following 14-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2355 |
1.2329 |
| PP |
1.2348 |
1.2323 |
| S1 |
1.2342 |
1.2318 |
|