CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 22-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2374 |
1.2488 |
0.0114 |
0.9% |
1.2300 |
| High |
1.2506 |
1.2554 |
0.0048 |
0.4% |
1.2403 |
| Low |
1.2366 |
1.2453 |
0.0087 |
0.7% |
1.2284 |
| Close |
1.2485 |
1.2546 |
0.0061 |
0.5% |
1.2339 |
| Range |
0.0140 |
0.0101 |
-0.0039 |
-27.9% |
0.0119 |
| ATR |
0.0105 |
0.0104 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
421 |
1,578 |
1,157 |
274.8% |
3,348 |
|
| Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2821 |
1.2784 |
1.2602 |
|
| R3 |
1.2720 |
1.2683 |
1.2574 |
|
| R2 |
1.2619 |
1.2619 |
1.2565 |
|
| R1 |
1.2582 |
1.2582 |
1.2555 |
1.2601 |
| PP |
1.2518 |
1.2518 |
1.2518 |
1.2527 |
| S1 |
1.2481 |
1.2481 |
1.2537 |
1.2500 |
| S2 |
1.2417 |
1.2417 |
1.2527 |
|
| S3 |
1.2316 |
1.2380 |
1.2518 |
|
| S4 |
1.2215 |
1.2279 |
1.2490 |
|
|
| 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 |
1.2554 |
1.2284 |
0.0270 |
2.2% |
0.0101 |
0.8% |
97% |
True |
False |
753 |
| 10 |
1.2554 |
1.2270 |
0.0284 |
2.3% |
0.0092 |
0.7% |
97% |
True |
False |
676 |
| 20 |
1.2554 |
1.2144 |
0.0410 |
3.3% |
0.0112 |
0.9% |
98% |
True |
False |
693 |
| 40 |
1.2710 |
1.2069 |
0.0641 |
5.1% |
0.0108 |
0.9% |
74% |
False |
False |
559 |
| 60 |
1.2805 |
1.2069 |
0.0736 |
5.9% |
0.0106 |
0.8% |
65% |
False |
False |
415 |
| 80 |
1.3300 |
1.2069 |
0.1231 |
9.8% |
0.0095 |
0.8% |
39% |
False |
False |
323 |
| 100 |
1.3300 |
1.2069 |
0.1231 |
9.8% |
0.0080 |
0.6% |
39% |
False |
False |
260 |
| 120 |
1.3364 |
1.2069 |
0.1295 |
10.3% |
0.0070 |
0.6% |
37% |
False |
False |
217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2983 |
|
2.618 |
1.2818 |
|
1.618 |
1.2717 |
|
1.000 |
1.2655 |
|
0.618 |
1.2616 |
|
HIGH |
1.2554 |
|
0.618 |
1.2515 |
|
0.500 |
1.2504 |
|
0.382 |
1.2492 |
|
LOW |
1.2453 |
|
0.618 |
1.2391 |
|
1.000 |
1.2352 |
|
1.618 |
1.2290 |
|
2.618 |
1.2189 |
|
4.250 |
1.2024 |
|
|
| Fisher Pivots for day following 22-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2532 |
1.2510 |
| PP |
1.2518 |
1.2473 |
| S1 |
1.2504 |
1.2437 |
|