CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 13-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2314 |
1.2300 |
-0.0014 |
-0.1% |
1.2409 |
| High |
1.2336 |
1.2391 |
0.0055 |
0.4% |
1.2460 |
| Low |
1.2270 |
1.2288 |
0.0018 |
0.1% |
1.2270 |
| Close |
1.2313 |
1.2353 |
0.0040 |
0.3% |
1.2313 |
| Range |
0.0066 |
0.0103 |
0.0037 |
56.1% |
0.0190 |
| ATR |
0.0113 |
0.0112 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
682 |
716 |
34 |
5.0% |
3,173 |
|
| Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2653 |
1.2606 |
1.2410 |
|
| R3 |
1.2550 |
1.2503 |
1.2381 |
|
| R2 |
1.2447 |
1.2447 |
1.2372 |
|
| R1 |
1.2400 |
1.2400 |
1.2362 |
1.2424 |
| PP |
1.2344 |
1.2344 |
1.2344 |
1.2356 |
| S1 |
1.2297 |
1.2297 |
1.2344 |
1.2321 |
| S2 |
1.2241 |
1.2241 |
1.2334 |
|
| S3 |
1.2138 |
1.2194 |
1.2325 |
|
| S4 |
1.2035 |
1.2091 |
1.2296 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2918 |
1.2805 |
1.2418 |
|
| R3 |
1.2728 |
1.2615 |
1.2365 |
|
| R2 |
1.2538 |
1.2538 |
1.2348 |
|
| R1 |
1.2425 |
1.2425 |
1.2330 |
1.2387 |
| PP |
1.2348 |
1.2348 |
1.2348 |
1.2328 |
| S1 |
1.2235 |
1.2235 |
1.2296 |
1.2197 |
| S2 |
1.2158 |
1.2158 |
1.2278 |
|
| S3 |
1.1968 |
1.2045 |
1.2261 |
|
| S4 |
1.1778 |
1.1855 |
1.2209 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2460 |
1.2270 |
0.0190 |
1.5% |
0.0084 |
0.7% |
44% |
False |
False |
566 |
| 10 |
1.2460 |
1.2160 |
0.0300 |
2.4% |
0.0118 |
1.0% |
64% |
False |
False |
613 |
| 20 |
1.2460 |
1.2069 |
0.0391 |
3.2% |
0.0115 |
0.9% |
73% |
False |
False |
722 |
| 40 |
1.2805 |
1.2069 |
0.0736 |
6.0% |
0.0112 |
0.9% |
39% |
False |
False |
458 |
| 60 |
1.2833 |
1.2069 |
0.0764 |
6.2% |
0.0105 |
0.9% |
37% |
False |
False |
337 |
| 80 |
1.3300 |
1.2069 |
0.1231 |
10.0% |
0.0089 |
0.7% |
23% |
False |
False |
262 |
| 100 |
1.3364 |
1.2069 |
0.1295 |
10.5% |
0.0075 |
0.6% |
22% |
False |
False |
211 |
| 120 |
1.3491 |
1.2069 |
0.1422 |
11.5% |
0.0066 |
0.5% |
20% |
False |
False |
176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2829 |
|
2.618 |
1.2661 |
|
1.618 |
1.2558 |
|
1.000 |
1.2494 |
|
0.618 |
1.2455 |
|
HIGH |
1.2391 |
|
0.618 |
1.2352 |
|
0.500 |
1.2340 |
|
0.382 |
1.2327 |
|
LOW |
1.2288 |
|
0.618 |
1.2224 |
|
1.000 |
1.2185 |
|
1.618 |
1.2121 |
|
2.618 |
1.2018 |
|
4.250 |
1.1850 |
|
|
| Fisher Pivots for day following 13-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2349 |
1.2347 |
| PP |
1.2344 |
1.2341 |
| S1 |
1.2340 |
1.2335 |
|