CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 07-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2409 |
1.2411 |
0.0002 |
0.0% |
1.2321 |
| High |
1.2456 |
1.2460 |
0.0004 |
0.0% |
1.2425 |
| Low |
1.2370 |
1.2394 |
0.0024 |
0.2% |
1.2160 |
| Close |
1.2415 |
1.2432 |
0.0017 |
0.1% |
1.2397 |
| Range |
0.0086 |
0.0066 |
-0.0020 |
-23.3% |
0.0265 |
| ATR |
0.0123 |
0.0119 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
1,057 |
599 |
-458 |
-43.3% |
3,860 |
|
| Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2627 |
1.2595 |
1.2468 |
|
| R3 |
1.2561 |
1.2529 |
1.2450 |
|
| R2 |
1.2495 |
1.2495 |
1.2444 |
|
| R1 |
1.2463 |
1.2463 |
1.2438 |
1.2479 |
| PP |
1.2429 |
1.2429 |
1.2429 |
1.2437 |
| S1 |
1.2397 |
1.2397 |
1.2426 |
1.2413 |
| S2 |
1.2363 |
1.2363 |
1.2420 |
|
| S3 |
1.2297 |
1.2331 |
1.2414 |
|
| S4 |
1.2231 |
1.2265 |
1.2396 |
|
|
| 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 |
1.2460 |
1.2160 |
0.0300 |
2.4% |
0.0150 |
1.2% |
91% |
True |
False |
676 |
| 10 |
1.2460 |
1.2088 |
0.0372 |
3.0% |
0.0135 |
1.1% |
92% |
True |
False |
749 |
| 20 |
1.2460 |
1.2069 |
0.0391 |
3.1% |
0.0114 |
0.9% |
93% |
True |
False |
662 |
| 40 |
1.2805 |
1.2069 |
0.0736 |
5.9% |
0.0111 |
0.9% |
49% |
False |
False |
421 |
| 60 |
1.2888 |
1.2069 |
0.0819 |
6.6% |
0.0104 |
0.8% |
44% |
False |
False |
305 |
| 80 |
1.3300 |
1.2069 |
0.1231 |
9.9% |
0.0086 |
0.7% |
29% |
False |
False |
234 |
| 100 |
1.3364 |
1.2069 |
0.1295 |
10.4% |
0.0073 |
0.6% |
28% |
False |
False |
188 |
| 120 |
1.3491 |
1.2069 |
0.1422 |
11.4% |
0.0065 |
0.5% |
26% |
False |
False |
158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2741 |
|
2.618 |
1.2633 |
|
1.618 |
1.2567 |
|
1.000 |
1.2526 |
|
0.618 |
1.2501 |
|
HIGH |
1.2460 |
|
0.618 |
1.2435 |
|
0.500 |
1.2427 |
|
0.382 |
1.2419 |
|
LOW |
1.2394 |
|
0.618 |
1.2353 |
|
1.000 |
1.2328 |
|
1.618 |
1.2287 |
|
2.618 |
1.2221 |
|
4.250 |
1.2114 |
|
|
| Fisher Pivots for day following 07-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2430 |
1.2397 |
| PP |
1.2429 |
1.2361 |
| S1 |
1.2427 |
1.2326 |
|