CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 15-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2335 |
1.2322 |
-0.0013 |
-0.1% |
1.2398 |
| High |
1.2390 |
1.2348 |
-0.0042 |
-0.3% |
1.2450 |
| Low |
1.2320 |
1.2267 |
-0.0053 |
-0.4% |
1.2245 |
| Close |
1.2335 |
1.2293 |
-0.0042 |
-0.3% |
1.2297 |
| Range |
0.0070 |
0.0081 |
0.0011 |
15.7% |
0.0205 |
| ATR |
0.0117 |
0.0114 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
182,625 |
156,297 |
-26,328 |
-14.4% |
915,038 |
|
| Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2546 |
1.2500 |
1.2338 |
|
| R3 |
1.2465 |
1.2419 |
1.2315 |
|
| R2 |
1.2384 |
1.2384 |
1.2308 |
|
| R1 |
1.2338 |
1.2338 |
1.2300 |
1.2321 |
| PP |
1.2303 |
1.2303 |
1.2303 |
1.2294 |
| S1 |
1.2257 |
1.2257 |
1.2286 |
1.2240 |
| S2 |
1.2222 |
1.2222 |
1.2278 |
|
| S3 |
1.2141 |
1.2176 |
1.2271 |
|
| S4 |
1.2060 |
1.2095 |
1.2248 |
|
|
| 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 |
1.2392 |
1.2245 |
0.0147 |
1.2% |
0.0093 |
0.8% |
33% |
False |
False |
175,806 |
| 10 |
1.2450 |
1.2140 |
0.0310 |
2.5% |
0.0119 |
1.0% |
49% |
False |
False |
219,891 |
| 20 |
1.2450 |
1.2051 |
0.0399 |
3.2% |
0.0118 |
1.0% |
61% |
False |
False |
238,942 |
| 40 |
1.2740 |
1.2051 |
0.0689 |
5.6% |
0.0116 |
0.9% |
35% |
False |
False |
246,508 |
| 60 |
1.2824 |
1.2051 |
0.0773 |
6.3% |
0.0121 |
1.0% |
31% |
False |
False |
187,028 |
| 80 |
1.3292 |
1.2051 |
0.1241 |
10.1% |
0.0111 |
0.9% |
20% |
False |
False |
140,383 |
| 100 |
1.3396 |
1.2051 |
0.1345 |
10.9% |
0.0106 |
0.9% |
18% |
False |
False |
112,343 |
| 120 |
1.3493 |
1.2051 |
0.1442 |
11.7% |
0.0102 |
0.8% |
17% |
False |
False |
93,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2692 |
|
2.618 |
1.2560 |
|
1.618 |
1.2479 |
|
1.000 |
1.2429 |
|
0.618 |
1.2398 |
|
HIGH |
1.2348 |
|
0.618 |
1.2317 |
|
0.500 |
1.2308 |
|
0.382 |
1.2298 |
|
LOW |
1.2267 |
|
0.618 |
1.2217 |
|
1.000 |
1.2186 |
|
1.618 |
1.2136 |
|
2.618 |
1.2055 |
|
4.250 |
1.1923 |
|
|
| Fisher Pivots for day following 15-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2308 |
1.2328 |
| PP |
1.2303 |
1.2316 |
| S1 |
1.2298 |
1.2305 |
|