CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 05-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2012 |
05-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2581 |
1.2568 |
-0.0013 |
-0.1% |
1.2512 |
| High |
1.2630 |
1.2626 |
-0.0004 |
0.0% |
1.2640 |
| Low |
1.2556 |
1.2503 |
-0.0053 |
-0.4% |
1.2467 |
| Close |
1.2574 |
1.2601 |
0.0027 |
0.2% |
1.2582 |
| Range |
0.0074 |
0.0123 |
0.0049 |
66.2% |
0.0173 |
| ATR |
0.0100 |
0.0102 |
0.0002 |
1.6% |
0.0000 |
| Volume |
268,497 |
301,738 |
33,241 |
12.4% |
973,539 |
|
| Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2946 |
1.2896 |
1.2669 |
|
| R3 |
1.2823 |
1.2773 |
1.2635 |
|
| R2 |
1.2700 |
1.2700 |
1.2624 |
|
| R1 |
1.2650 |
1.2650 |
1.2612 |
1.2675 |
| PP |
1.2577 |
1.2577 |
1.2577 |
1.2589 |
| S1 |
1.2527 |
1.2527 |
1.2590 |
1.2552 |
| S2 |
1.2454 |
1.2454 |
1.2578 |
|
| S3 |
1.2331 |
1.2404 |
1.2567 |
|
| S4 |
1.2208 |
1.2281 |
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 |
1.2488 |
0.0152 |
1.2% |
0.0095 |
0.8% |
74% |
False |
False |
244,582 |
| 10 |
1.2640 |
1.2434 |
0.0206 |
1.6% |
0.0090 |
0.7% |
81% |
False |
False |
225,420 |
| 20 |
1.2640 |
1.2245 |
0.0395 |
3.1% |
0.0093 |
0.7% |
90% |
False |
False |
208,807 |
| 40 |
1.2640 |
1.2051 |
0.0589 |
4.7% |
0.0107 |
0.9% |
93% |
False |
False |
230,876 |
| 60 |
1.2759 |
1.2051 |
0.0708 |
5.6% |
0.0112 |
0.9% |
78% |
False |
False |
236,413 |
| 80 |
1.2906 |
1.2051 |
0.0855 |
6.8% |
0.0115 |
0.9% |
64% |
False |
False |
179,252 |
| 100 |
1.3292 |
1.2051 |
0.1241 |
9.8% |
0.0107 |
0.9% |
44% |
False |
False |
143,457 |
| 120 |
1.3396 |
1.2051 |
0.1345 |
10.7% |
0.0104 |
0.8% |
41% |
False |
False |
119,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3149 |
|
2.618 |
1.2948 |
|
1.618 |
1.2825 |
|
1.000 |
1.2749 |
|
0.618 |
1.2702 |
|
HIGH |
1.2626 |
|
0.618 |
1.2579 |
|
0.500 |
1.2565 |
|
0.382 |
1.2550 |
|
LOW |
1.2503 |
|
0.618 |
1.2427 |
|
1.000 |
1.2380 |
|
1.618 |
1.2304 |
|
2.618 |
1.2181 |
|
4.250 |
1.1980 |
|
|
| Fisher Pivots for day following 05-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2589 |
1.2590 |
| PP |
1.2577 |
1.2579 |
| S1 |
1.2565 |
1.2568 |
|