CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 20-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2373 |
1.2352 |
-0.0021 |
-0.2% |
1.2300 |
| High |
1.2400 |
1.2384 |
-0.0016 |
-0.1% |
1.2403 |
| Low |
1.2309 |
1.2320 |
0.0011 |
0.1% |
1.2284 |
| Close |
1.2339 |
1.2366 |
0.0027 |
0.2% |
1.2339 |
| Range |
0.0091 |
0.0064 |
-0.0027 |
-29.7% |
0.0119 |
| ATR |
0.0105 |
0.0102 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
1,105 |
310 |
-795 |
-71.9% |
3,348 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2549 |
1.2521 |
1.2401 |
|
| R3 |
1.2485 |
1.2457 |
1.2384 |
|
| R2 |
1.2421 |
1.2421 |
1.2378 |
|
| R1 |
1.2393 |
1.2393 |
1.2372 |
1.2407 |
| PP |
1.2357 |
1.2357 |
1.2357 |
1.2364 |
| S1 |
1.2329 |
1.2329 |
1.2360 |
1.2343 |
| S2 |
1.2293 |
1.2293 |
1.2354 |
|
| S3 |
1.2229 |
1.2265 |
1.2348 |
|
| S4 |
1.2165 |
1.2201 |
1.2331 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2699 |
1.2638 |
1.2404 |
|
| R3 |
1.2580 |
1.2519 |
1.2372 |
|
| R2 |
1.2461 |
1.2461 |
1.2361 |
|
| R1 |
1.2400 |
1.2400 |
1.2350 |
1.2431 |
| PP |
1.2342 |
1.2342 |
1.2342 |
1.2357 |
| S1 |
1.2281 |
1.2281 |
1.2328 |
1.2312 |
| S2 |
1.2223 |
1.2223 |
1.2317 |
|
| S3 |
1.2104 |
1.2162 |
1.2306 |
|
| S4 |
1.1985 |
1.2043 |
1.2274 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2403 |
1.2284 |
0.0119 |
1.0% |
0.0079 |
0.6% |
69% |
False |
False |
588 |
| 10 |
1.2460 |
1.2270 |
0.0190 |
1.5% |
0.0081 |
0.7% |
51% |
False |
False |
577 |
| 20 |
1.2460 |
1.2069 |
0.0391 |
3.2% |
0.0110 |
0.9% |
76% |
False |
False |
696 |
| 40 |
1.2710 |
1.2069 |
0.0641 |
5.2% |
0.0105 |
0.9% |
46% |
False |
False |
521 |
| 60 |
1.2805 |
1.2069 |
0.0736 |
6.0% |
0.0104 |
0.8% |
40% |
False |
False |
383 |
| 80 |
1.3300 |
1.2069 |
0.1231 |
10.0% |
0.0093 |
0.7% |
24% |
False |
False |
298 |
| 100 |
1.3355 |
1.2069 |
0.1286 |
10.4% |
0.0077 |
0.6% |
23% |
False |
False |
240 |
| 120 |
1.3364 |
1.2069 |
0.1295 |
10.5% |
0.0068 |
0.6% |
23% |
False |
False |
201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2656 |
|
2.618 |
1.2552 |
|
1.618 |
1.2488 |
|
1.000 |
1.2448 |
|
0.618 |
1.2424 |
|
HIGH |
1.2384 |
|
0.618 |
1.2360 |
|
0.500 |
1.2352 |
|
0.382 |
1.2344 |
|
LOW |
1.2320 |
|
0.618 |
1.2280 |
|
1.000 |
1.2256 |
|
1.618 |
1.2216 |
|
2.618 |
1.2152 |
|
4.250 |
1.2048 |
|
|
| Fisher Pivots for day following 20-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2361 |
1.2358 |
| PP |
1.2357 |
1.2350 |
| S1 |
1.2352 |
1.2342 |
|