CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 31-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2012 |
31-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2533 |
1.2509 |
-0.0024 |
-0.2% |
1.2512 |
| High |
1.2566 |
1.2640 |
0.0074 |
0.6% |
1.2640 |
| Low |
1.2488 |
1.2496 |
0.0008 |
0.1% |
1.2467 |
| Close |
1.2509 |
1.2582 |
0.0073 |
0.6% |
1.2582 |
| Range |
0.0078 |
0.0144 |
0.0066 |
84.6% |
0.0173 |
| ATR |
0.0099 |
0.0102 |
0.0003 |
3.3% |
0.0000 |
| Volume |
162,678 |
312,652 |
149,974 |
92.2% |
973,539 |
|
| Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3005 |
1.2937 |
1.2661 |
|
| R3 |
1.2861 |
1.2793 |
1.2622 |
|
| R2 |
1.2717 |
1.2717 |
1.2608 |
|
| R1 |
1.2649 |
1.2649 |
1.2595 |
1.2683 |
| PP |
1.2573 |
1.2573 |
1.2573 |
1.2590 |
| S1 |
1.2505 |
1.2505 |
1.2569 |
1.2539 |
| S2 |
1.2429 |
1.2429 |
1.2556 |
|
| S3 |
1.2285 |
1.2361 |
1.2542 |
|
| S4 |
1.2141 |
1.2217 |
1.2503 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3082 |
1.3005 |
1.2677 |
|
| R3 |
1.2909 |
1.2832 |
1.2630 |
|
| R2 |
1.2736 |
1.2736 |
1.2614 |
|
| R1 |
1.2659 |
1.2659 |
1.2598 |
1.2698 |
| PP |
1.2563 |
1.2563 |
1.2563 |
1.2582 |
| S1 |
1.2486 |
1.2486 |
1.2566 |
1.2525 |
| S2 |
1.2390 |
1.2390 |
1.2550 |
|
| S3 |
1.2217 |
1.2313 |
1.2534 |
|
| S4 |
1.2044 |
1.2140 |
1.2487 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2640 |
1.2467 |
0.0173 |
1.4% |
0.0087 |
0.7% |
66% |
True |
False |
194,707 |
| 10 |
1.2640 |
1.2298 |
0.0342 |
2.7% |
0.0092 |
0.7% |
83% |
True |
False |
212,573 |
| 20 |
1.2640 |
1.2245 |
0.0395 |
3.1% |
0.0092 |
0.7% |
85% |
True |
False |
199,099 |
| 40 |
1.2640 |
1.2051 |
0.0589 |
4.7% |
0.0107 |
0.8% |
90% |
True |
False |
227,623 |
| 60 |
1.2759 |
1.2051 |
0.0708 |
5.6% |
0.0115 |
0.9% |
75% |
False |
False |
228,652 |
| 80 |
1.2989 |
1.2051 |
0.0938 |
7.5% |
0.0114 |
0.9% |
57% |
False |
False |
172,136 |
| 100 |
1.3292 |
1.2051 |
0.1241 |
9.9% |
0.0107 |
0.9% |
43% |
False |
False |
137,757 |
| 120 |
1.3396 |
1.2051 |
0.1345 |
10.7% |
0.0105 |
0.8% |
39% |
False |
False |
114,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3252 |
|
2.618 |
1.3017 |
|
1.618 |
1.2873 |
|
1.000 |
1.2784 |
|
0.618 |
1.2729 |
|
HIGH |
1.2640 |
|
0.618 |
1.2585 |
|
0.500 |
1.2568 |
|
0.382 |
1.2551 |
|
LOW |
1.2496 |
|
0.618 |
1.2407 |
|
1.000 |
1.2352 |
|
1.618 |
1.2263 |
|
2.618 |
1.2119 |
|
4.250 |
1.1884 |
|
|
| Fisher Pivots for day following 31-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2577 |
1.2576 |
| PP |
1.2573 |
1.2570 |
| S1 |
1.2568 |
1.2564 |
|