CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 16-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2338 |
1.2319 |
-0.0019 |
-0.2% |
1.2409 |
| High |
1.2350 |
1.2392 |
0.0042 |
0.3% |
1.2460 |
| Low |
1.2285 |
1.2284 |
-0.0001 |
0.0% |
1.2270 |
| Close |
1.2308 |
1.2381 |
0.0073 |
0.6% |
1.2313 |
| Range |
0.0065 |
0.0108 |
0.0043 |
66.2% |
0.0190 |
| ATR |
0.0106 |
0.0106 |
0.0000 |
0.2% |
0.0000 |
| Volume |
548 |
353 |
-195 |
-35.6% |
3,173 |
|
| Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2676 |
1.2637 |
1.2440 |
|
| R3 |
1.2568 |
1.2529 |
1.2411 |
|
| R2 |
1.2460 |
1.2460 |
1.2401 |
|
| R1 |
1.2421 |
1.2421 |
1.2391 |
1.2441 |
| PP |
1.2352 |
1.2352 |
1.2352 |
1.2362 |
| S1 |
1.2313 |
1.2313 |
1.2371 |
1.2333 |
| S2 |
1.2244 |
1.2244 |
1.2361 |
|
| S3 |
1.2136 |
1.2205 |
1.2351 |
|
| S4 |
1.2028 |
1.2097 |
1.2322 |
|
|
| 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 |
1.2403 |
1.2270 |
0.0133 |
1.1% |
0.0082 |
0.7% |
83% |
False |
False |
585 |
| 10 |
1.2460 |
1.2191 |
0.0269 |
2.2% |
0.0097 |
0.8% |
71% |
False |
False |
652 |
| 20 |
1.2460 |
1.2069 |
0.0391 |
3.2% |
0.0111 |
0.9% |
80% |
False |
False |
692 |
| 40 |
1.2720 |
1.2069 |
0.0651 |
5.3% |
0.0107 |
0.9% |
48% |
False |
False |
492 |
| 60 |
1.2805 |
1.2069 |
0.0736 |
5.9% |
0.0105 |
0.8% |
42% |
False |
False |
362 |
| 80 |
1.3300 |
1.2069 |
0.1231 |
9.9% |
0.0091 |
0.7% |
25% |
False |
False |
281 |
| 100 |
1.3355 |
1.2069 |
0.1286 |
10.4% |
0.0076 |
0.6% |
24% |
False |
False |
226 |
| 120 |
1.3452 |
1.2069 |
0.1383 |
11.2% |
0.0068 |
0.5% |
23% |
False |
False |
189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2851 |
|
2.618 |
1.2675 |
|
1.618 |
1.2567 |
|
1.000 |
1.2500 |
|
0.618 |
1.2459 |
|
HIGH |
1.2392 |
|
0.618 |
1.2351 |
|
0.500 |
1.2338 |
|
0.382 |
1.2325 |
|
LOW |
1.2284 |
|
0.618 |
1.2217 |
|
1.000 |
1.2176 |
|
1.618 |
1.2109 |
|
2.618 |
1.2001 |
|
4.250 |
1.1825 |
|
|
| Fisher Pivots for day following 16-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2367 |
1.2369 |
| PP |
1.2352 |
1.2356 |
| S1 |
1.2338 |
1.2344 |
|