CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 29-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2012 |
29-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2500 |
1.2568 |
0.0068 |
0.5% |
1.2342 |
| High |
1.2580 |
1.2576 |
-0.0004 |
0.0% |
1.2593 |
| Low |
1.2467 |
1.2521 |
0.0054 |
0.4% |
1.2298 |
| Close |
1.2565 |
1.2529 |
-0.0036 |
-0.3% |
1.2521 |
| Range |
0.0113 |
0.0055 |
-0.0058 |
-51.3% |
0.0295 |
| ATR |
0.0104 |
0.0101 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
206,837 |
177,345 |
-29,492 |
-14.3% |
1,152,198 |
|
| Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2707 |
1.2673 |
1.2559 |
|
| R3 |
1.2652 |
1.2618 |
1.2544 |
|
| R2 |
1.2597 |
1.2597 |
1.2539 |
|
| R1 |
1.2563 |
1.2563 |
1.2534 |
1.2553 |
| PP |
1.2542 |
1.2542 |
1.2542 |
1.2537 |
| S1 |
1.2508 |
1.2508 |
1.2524 |
1.2498 |
| S2 |
1.2487 |
1.2487 |
1.2519 |
|
| S3 |
1.2432 |
1.2453 |
1.2514 |
|
| S4 |
1.2377 |
1.2398 |
1.2499 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3356 |
1.3233 |
1.2683 |
|
| R3 |
1.3061 |
1.2938 |
1.2602 |
|
| R2 |
1.2766 |
1.2766 |
1.2575 |
|
| R1 |
1.2643 |
1.2643 |
1.2548 |
1.2705 |
| PP |
1.2471 |
1.2471 |
1.2471 |
1.2501 |
| S1 |
1.2348 |
1.2348 |
1.2494 |
1.2410 |
| S2 |
1.2176 |
1.2176 |
1.2467 |
|
| S3 |
1.1881 |
1.2053 |
1.2440 |
|
| S4 |
1.1586 |
1.1758 |
1.2359 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2593 |
1.2467 |
0.0126 |
1.0% |
0.0074 |
0.6% |
49% |
False |
False |
190,042 |
| 10 |
1.2593 |
1.2258 |
0.0335 |
2.7% |
0.0091 |
0.7% |
81% |
False |
False |
206,764 |
| 20 |
1.2593 |
1.2140 |
0.0453 |
3.6% |
0.0105 |
0.8% |
86% |
False |
False |
213,327 |
| 40 |
1.2619 |
1.2051 |
0.0568 |
4.5% |
0.0111 |
0.9% |
84% |
False |
False |
232,641 |
| 60 |
1.2759 |
1.2051 |
0.0708 |
5.7% |
0.0115 |
0.9% |
68% |
False |
False |
221,106 |
| 80 |
1.3050 |
1.2051 |
0.0999 |
8.0% |
0.0112 |
0.9% |
48% |
False |
False |
166,206 |
| 100 |
1.3292 |
1.2051 |
0.1241 |
9.9% |
0.0106 |
0.8% |
39% |
False |
False |
133,008 |
| 120 |
1.3396 |
1.2051 |
0.1345 |
10.7% |
0.0104 |
0.8% |
36% |
False |
False |
110,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2810 |
|
2.618 |
1.2720 |
|
1.618 |
1.2665 |
|
1.000 |
1.2631 |
|
0.618 |
1.2610 |
|
HIGH |
1.2576 |
|
0.618 |
1.2555 |
|
0.500 |
1.2549 |
|
0.382 |
1.2542 |
|
LOW |
1.2521 |
|
0.618 |
1.2487 |
|
1.000 |
1.2466 |
|
1.618 |
1.2432 |
|
2.618 |
1.2377 |
|
4.250 |
1.2287 |
|
|
| Fisher Pivots for day following 29-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2549 |
1.2527 |
| PP |
1.2542 |
1.2525 |
| S1 |
1.2536 |
1.2524 |
|