CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 30-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2568 |
1.2533 |
-0.0035 |
-0.3% |
1.2342 |
| High |
1.2576 |
1.2566 |
-0.0010 |
-0.1% |
1.2593 |
| Low |
1.2521 |
1.2488 |
-0.0033 |
-0.3% |
1.2298 |
| Close |
1.2529 |
1.2509 |
-0.0020 |
-0.2% |
1.2521 |
| Range |
0.0055 |
0.0078 |
0.0023 |
41.8% |
0.0295 |
| ATR |
0.0101 |
0.0099 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
177,345 |
162,678 |
-14,667 |
-8.3% |
1,152,198 |
|
| Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2755 |
1.2710 |
1.2552 |
|
| R3 |
1.2677 |
1.2632 |
1.2530 |
|
| R2 |
1.2599 |
1.2599 |
1.2523 |
|
| R1 |
1.2554 |
1.2554 |
1.2516 |
1.2538 |
| PP |
1.2521 |
1.2521 |
1.2521 |
1.2513 |
| S1 |
1.2476 |
1.2476 |
1.2502 |
1.2460 |
| S2 |
1.2443 |
1.2443 |
1.2495 |
|
| S3 |
1.2365 |
1.2398 |
1.2488 |
|
| S4 |
1.2287 |
1.2320 |
1.2466 |
|
|
| 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 |
1.2580 |
1.2467 |
0.0113 |
0.9% |
0.0077 |
0.6% |
37% |
False |
False |
177,266 |
| 10 |
1.2593 |
1.2292 |
0.0301 |
2.4% |
0.0087 |
0.7% |
72% |
False |
False |
200,933 |
| 20 |
1.2593 |
1.2173 |
0.0420 |
3.4% |
0.0096 |
0.8% |
80% |
False |
False |
198,088 |
| 40 |
1.2593 |
1.2051 |
0.0542 |
4.3% |
0.0107 |
0.9% |
85% |
False |
False |
226,961 |
| 60 |
1.2759 |
1.2051 |
0.0708 |
5.7% |
0.0114 |
0.9% |
65% |
False |
False |
223,647 |
| 80 |
1.3010 |
1.2051 |
0.0959 |
7.7% |
0.0113 |
0.9% |
48% |
False |
False |
168,232 |
| 100 |
1.3292 |
1.2051 |
0.1241 |
9.9% |
0.0107 |
0.9% |
37% |
False |
False |
134,634 |
| 120 |
1.3396 |
1.2051 |
0.1345 |
10.8% |
0.0104 |
0.8% |
34% |
False |
False |
112,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2898 |
|
2.618 |
1.2770 |
|
1.618 |
1.2692 |
|
1.000 |
1.2644 |
|
0.618 |
1.2614 |
|
HIGH |
1.2566 |
|
0.618 |
1.2536 |
|
0.500 |
1.2527 |
|
0.382 |
1.2518 |
|
LOW |
1.2488 |
|
0.618 |
1.2440 |
|
1.000 |
1.2410 |
|
1.618 |
1.2362 |
|
2.618 |
1.2284 |
|
4.250 |
1.2157 |
|
|
| Fisher Pivots for day following 30-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2527 |
1.2524 |
| PP |
1.2521 |
1.2519 |
| S1 |
1.2515 |
1.2514 |
|