CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 16-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2322 |
1.2293 |
-0.0029 |
-0.2% |
1.2398 |
| High |
1.2348 |
1.2377 |
0.0029 |
0.2% |
1.2450 |
| Low |
1.2267 |
1.2258 |
-0.0009 |
-0.1% |
1.2245 |
| Close |
1.2293 |
1.2366 |
0.0073 |
0.6% |
1.2297 |
| Range |
0.0081 |
0.0119 |
0.0038 |
46.9% |
0.0205 |
| ATR |
0.0114 |
0.0114 |
0.0000 |
0.3% |
0.0000 |
| Volume |
156,297 |
220,994 |
64,697 |
41.4% |
915,038 |
|
| Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2691 |
1.2647 |
1.2431 |
|
| R3 |
1.2572 |
1.2528 |
1.2399 |
|
| R2 |
1.2453 |
1.2453 |
1.2388 |
|
| R1 |
1.2409 |
1.2409 |
1.2377 |
1.2431 |
| PP |
1.2334 |
1.2334 |
1.2334 |
1.2345 |
| S1 |
1.2290 |
1.2290 |
1.2355 |
1.2312 |
| S2 |
1.2215 |
1.2215 |
1.2344 |
|
| S3 |
1.2096 |
1.2171 |
1.2333 |
|
| S4 |
1.1977 |
1.2052 |
1.2301 |
|
|
| 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 |
1.2390 |
1.2245 |
0.0145 |
1.2% |
0.0092 |
0.7% |
83% |
False |
False |
182,467 |
| 10 |
1.2450 |
1.2173 |
0.0277 |
2.2% |
0.0105 |
0.9% |
70% |
False |
False |
195,243 |
| 20 |
1.2450 |
1.2051 |
0.0399 |
3.2% |
0.0119 |
1.0% |
79% |
False |
False |
237,374 |
| 40 |
1.2711 |
1.2051 |
0.0660 |
5.3% |
0.0117 |
0.9% |
48% |
False |
False |
244,747 |
| 60 |
1.2759 |
1.2051 |
0.0708 |
5.7% |
0.0120 |
1.0% |
44% |
False |
False |
190,704 |
| 80 |
1.3292 |
1.2051 |
0.1241 |
10.0% |
0.0111 |
0.9% |
25% |
False |
False |
143,142 |
| 100 |
1.3390 |
1.2051 |
0.1339 |
10.8% |
0.0107 |
0.9% |
24% |
False |
False |
114,552 |
| 120 |
1.3450 |
1.2051 |
0.1399 |
11.3% |
0.0102 |
0.8% |
23% |
False |
False |
95,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2883 |
|
2.618 |
1.2689 |
|
1.618 |
1.2570 |
|
1.000 |
1.2496 |
|
0.618 |
1.2451 |
|
HIGH |
1.2377 |
|
0.618 |
1.2332 |
|
0.500 |
1.2318 |
|
0.382 |
1.2303 |
|
LOW |
1.2258 |
|
0.618 |
1.2184 |
|
1.000 |
1.2139 |
|
1.618 |
1.2065 |
|
2.618 |
1.1946 |
|
4.250 |
1.1752 |
|
|
| Fisher Pivots for day following 16-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2350 |
1.2352 |
| PP |
1.2334 |
1.2338 |
| S1 |
1.2318 |
1.2324 |
|