CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 04-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2509 |
1.2581 |
0.0072 |
0.6% |
1.2512 |
| High |
1.2640 |
1.2630 |
-0.0010 |
-0.1% |
1.2640 |
| Low |
1.2496 |
1.2556 |
0.0060 |
0.5% |
1.2467 |
| Close |
1.2582 |
1.2574 |
-0.0008 |
-0.1% |
1.2582 |
| Range |
0.0144 |
0.0074 |
-0.0070 |
-48.6% |
0.0173 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
312,652 |
268,497 |
-44,155 |
-14.1% |
973,539 |
|
| Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2809 |
1.2765 |
1.2615 |
|
| R3 |
1.2735 |
1.2691 |
1.2594 |
|
| R2 |
1.2661 |
1.2661 |
1.2588 |
|
| R1 |
1.2617 |
1.2617 |
1.2581 |
1.2602 |
| PP |
1.2587 |
1.2587 |
1.2587 |
1.2579 |
| S1 |
1.2543 |
1.2543 |
1.2567 |
1.2528 |
| S2 |
1.2513 |
1.2513 |
1.2560 |
|
| S3 |
1.2439 |
1.2469 |
1.2554 |
|
| S4 |
1.2365 |
1.2395 |
1.2533 |
|
|
| 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% |
0.0093 |
0.7% |
62% |
False |
False |
225,601 |
| 10 |
1.2640 |
1.2349 |
0.0291 |
2.3% |
0.0092 |
0.7% |
77% |
False |
False |
221,069 |
| 20 |
1.2640 |
1.2245 |
0.0395 |
3.1% |
0.0091 |
0.7% |
83% |
False |
False |
202,297 |
| 40 |
1.2640 |
1.2051 |
0.0589 |
4.7% |
0.0107 |
0.8% |
89% |
False |
False |
228,920 |
| 60 |
1.2759 |
1.2051 |
0.0708 |
5.6% |
0.0113 |
0.9% |
74% |
False |
False |
232,599 |
| 80 |
1.2964 |
1.2051 |
0.0913 |
7.3% |
0.0114 |
0.9% |
57% |
False |
False |
175,486 |
| 100 |
1.3292 |
1.2051 |
0.1241 |
9.9% |
0.0107 |
0.9% |
42% |
False |
False |
140,442 |
| 120 |
1.3396 |
1.2051 |
0.1345 |
10.7% |
0.0104 |
0.8% |
39% |
False |
False |
117,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2945 |
|
2.618 |
1.2824 |
|
1.618 |
1.2750 |
|
1.000 |
1.2704 |
|
0.618 |
1.2676 |
|
HIGH |
1.2630 |
|
0.618 |
1.2602 |
|
0.500 |
1.2593 |
|
0.382 |
1.2584 |
|
LOW |
1.2556 |
|
0.618 |
1.2510 |
|
1.000 |
1.2482 |
|
1.618 |
1.2436 |
|
2.618 |
1.2362 |
|
4.250 |
1.2242 |
|
|
| Fisher Pivots for day following 04-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2593 |
1.2571 |
| PP |
1.2587 |
1.2567 |
| S1 |
1.2580 |
1.2564 |
|