CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 06-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2198 |
1.2409 |
0.0211 |
1.7% |
1.2321 |
| High |
1.2413 |
1.2456 |
0.0043 |
0.3% |
1.2425 |
| Low |
1.2191 |
1.2370 |
0.0179 |
1.5% |
1.2160 |
| Close |
1.2397 |
1.2415 |
0.0018 |
0.1% |
1.2397 |
| Range |
0.0222 |
0.0086 |
-0.0136 |
-61.3% |
0.0265 |
| ATR |
0.0126 |
0.0123 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
1,109 |
1,057 |
-52 |
-4.7% |
3,860 |
|
| Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2672 |
1.2629 |
1.2462 |
|
| R3 |
1.2586 |
1.2543 |
1.2439 |
|
| R2 |
1.2500 |
1.2500 |
1.2431 |
|
| R1 |
1.2457 |
1.2457 |
1.2423 |
1.2479 |
| PP |
1.2414 |
1.2414 |
1.2414 |
1.2424 |
| S1 |
1.2371 |
1.2371 |
1.2407 |
1.2393 |
| S2 |
1.2328 |
1.2328 |
1.2399 |
|
| S3 |
1.2242 |
1.2285 |
1.2391 |
|
| S4 |
1.2156 |
1.2199 |
1.2368 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3122 |
1.3025 |
1.2543 |
|
| R3 |
1.2857 |
1.2760 |
1.2470 |
|
| R2 |
1.2592 |
1.2592 |
1.2446 |
|
| R1 |
1.2495 |
1.2495 |
1.2421 |
1.2544 |
| PP |
1.2327 |
1.2327 |
1.2327 |
1.2352 |
| S1 |
1.2230 |
1.2230 |
1.2373 |
1.2279 |
| S2 |
1.2062 |
1.2062 |
1.2348 |
|
| S3 |
1.1797 |
1.1965 |
1.2324 |
|
| S4 |
1.1532 |
1.1700 |
1.2251 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2456 |
1.2160 |
0.0296 |
2.4% |
0.0151 |
1.2% |
86% |
True |
False |
661 |
| 10 |
1.2456 |
1.2069 |
0.0387 |
3.1% |
0.0138 |
1.1% |
89% |
True |
False |
815 |
| 20 |
1.2456 |
1.2069 |
0.0387 |
3.1% |
0.0115 |
0.9% |
89% |
True |
False |
641 |
| 40 |
1.2805 |
1.2069 |
0.0736 |
5.9% |
0.0113 |
0.9% |
47% |
False |
False |
408 |
| 60 |
1.2950 |
1.2069 |
0.0881 |
7.1% |
0.0103 |
0.8% |
39% |
False |
False |
296 |
| 80 |
1.3300 |
1.2069 |
0.1231 |
9.9% |
0.0085 |
0.7% |
28% |
False |
False |
227 |
| 100 |
1.3364 |
1.2069 |
0.1295 |
10.4% |
0.0072 |
0.6% |
27% |
False |
False |
183 |
| 120 |
1.3491 |
1.2069 |
0.1422 |
11.5% |
0.0064 |
0.5% |
24% |
False |
False |
153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2822 |
|
2.618 |
1.2681 |
|
1.618 |
1.2595 |
|
1.000 |
1.2542 |
|
0.618 |
1.2509 |
|
HIGH |
1.2456 |
|
0.618 |
1.2423 |
|
0.500 |
1.2413 |
|
0.382 |
1.2403 |
|
LOW |
1.2370 |
|
0.618 |
1.2317 |
|
1.000 |
1.2284 |
|
1.618 |
1.2231 |
|
2.618 |
1.2145 |
|
4.250 |
1.2005 |
|
|
| Fisher Pivots for day following 06-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2414 |
1.2379 |
| PP |
1.2414 |
1.2344 |
| S1 |
1.2413 |
1.2308 |
|