CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 14-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2300 |
1.2350 |
0.0050 |
0.4% |
1.2409 |
| High |
1.2391 |
1.2403 |
0.0012 |
0.1% |
1.2460 |
| Low |
1.2288 |
1.2337 |
0.0049 |
0.4% |
1.2270 |
| Close |
1.2353 |
1.2350 |
-0.0003 |
0.0% |
1.2313 |
| Range |
0.0103 |
0.0066 |
-0.0037 |
-35.9% |
0.0190 |
| ATR |
0.0112 |
0.0109 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
716 |
626 |
-90 |
-12.6% |
3,173 |
|
| Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2561 |
1.2522 |
1.2386 |
|
| R3 |
1.2495 |
1.2456 |
1.2368 |
|
| R2 |
1.2429 |
1.2429 |
1.2362 |
|
| R1 |
1.2390 |
1.2390 |
1.2356 |
1.2383 |
| PP |
1.2363 |
1.2363 |
1.2363 |
1.2360 |
| S1 |
1.2324 |
1.2324 |
1.2344 |
1.2317 |
| S2 |
1.2297 |
1.2297 |
1.2338 |
|
| S3 |
1.2231 |
1.2258 |
1.2332 |
|
| S4 |
1.2165 |
1.2192 |
1.2314 |
|
|
| 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 |
1.2421 |
1.2270 |
0.0151 |
1.2% |
0.0084 |
0.7% |
53% |
False |
False |
571 |
| 10 |
1.2460 |
1.2160 |
0.0300 |
2.4% |
0.0117 |
0.9% |
63% |
False |
False |
624 |
| 20 |
1.2460 |
1.2069 |
0.0391 |
3.2% |
0.0112 |
0.9% |
72% |
False |
False |
726 |
| 40 |
1.2750 |
1.2069 |
0.0681 |
5.5% |
0.0108 |
0.9% |
41% |
False |
False |
472 |
| 60 |
1.2833 |
1.2069 |
0.0764 |
6.2% |
0.0105 |
0.8% |
37% |
False |
False |
347 |
| 80 |
1.3300 |
1.2069 |
0.1231 |
10.0% |
0.0090 |
0.7% |
23% |
False |
False |
270 |
| 100 |
1.3364 |
1.2069 |
0.1295 |
10.5% |
0.0076 |
0.6% |
22% |
False |
False |
217 |
| 120 |
1.3484 |
1.2069 |
0.1415 |
11.5% |
0.0067 |
0.5% |
20% |
False |
False |
182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2684 |
|
2.618 |
1.2576 |
|
1.618 |
1.2510 |
|
1.000 |
1.2469 |
|
0.618 |
1.2444 |
|
HIGH |
1.2403 |
|
0.618 |
1.2378 |
|
0.500 |
1.2370 |
|
0.382 |
1.2362 |
|
LOW |
1.2337 |
|
0.618 |
1.2296 |
|
1.000 |
1.2271 |
|
1.618 |
1.2230 |
|
2.618 |
1.2164 |
|
4.250 |
1.2057 |
|
|
| Fisher Pivots for day following 14-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2370 |
1.2346 |
| PP |
1.2363 |
1.2341 |
| S1 |
1.2357 |
1.2337 |
|