CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 23-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2488 |
1.2558 |
0.0070 |
0.6% |
1.2300 |
| High |
1.2554 |
1.2607 |
0.0053 |
0.4% |
1.2403 |
| Low |
1.2453 |
1.2544 |
0.0091 |
0.7% |
1.2284 |
| Close |
1.2546 |
1.2583 |
0.0037 |
0.3% |
1.2339 |
| Range |
0.0101 |
0.0063 |
-0.0038 |
-37.6% |
0.0119 |
| ATR |
0.0104 |
0.0101 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
1,578 |
905 |
-673 |
-42.6% |
3,348 |
|
| Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2767 |
1.2738 |
1.2618 |
|
| R3 |
1.2704 |
1.2675 |
1.2600 |
|
| R2 |
1.2641 |
1.2641 |
1.2595 |
|
| R1 |
1.2612 |
1.2612 |
1.2589 |
1.2627 |
| PP |
1.2578 |
1.2578 |
1.2578 |
1.2585 |
| S1 |
1.2549 |
1.2549 |
1.2577 |
1.2564 |
| S2 |
1.2515 |
1.2515 |
1.2571 |
|
| S3 |
1.2452 |
1.2486 |
1.2566 |
|
| S4 |
1.2389 |
1.2423 |
1.2548 |
|
|
| 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 |
1.2607 |
1.2309 |
0.0298 |
2.4% |
0.0092 |
0.7% |
92% |
True |
False |
863 |
| 10 |
1.2607 |
1.2270 |
0.0337 |
2.7% |
0.0087 |
0.7% |
93% |
True |
False |
724 |
| 20 |
1.2607 |
1.2160 |
0.0447 |
3.6% |
0.0105 |
0.8% |
95% |
True |
False |
694 |
| 40 |
1.2710 |
1.2069 |
0.0641 |
5.1% |
0.0108 |
0.9% |
80% |
False |
False |
580 |
| 60 |
1.2805 |
1.2069 |
0.0736 |
5.8% |
0.0106 |
0.8% |
70% |
False |
False |
429 |
| 80 |
1.3233 |
1.2069 |
0.1164 |
9.3% |
0.0095 |
0.8% |
44% |
False |
False |
334 |
| 100 |
1.3300 |
1.2069 |
0.1231 |
9.8% |
0.0080 |
0.6% |
42% |
False |
False |
269 |
| 120 |
1.3364 |
1.2069 |
0.1295 |
10.3% |
0.0070 |
0.6% |
40% |
False |
False |
225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2875 |
|
2.618 |
1.2772 |
|
1.618 |
1.2709 |
|
1.000 |
1.2670 |
|
0.618 |
1.2646 |
|
HIGH |
1.2607 |
|
0.618 |
1.2583 |
|
0.500 |
1.2576 |
|
0.382 |
1.2568 |
|
LOW |
1.2544 |
|
0.618 |
1.2505 |
|
1.000 |
1.2481 |
|
1.618 |
1.2442 |
|
2.618 |
1.2379 |
|
4.250 |
1.2276 |
|
|
| Fisher Pivots for day following 23-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2581 |
1.2551 |
| PP |
1.2578 |
1.2519 |
| S1 |
1.2576 |
1.2487 |
|