CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 24-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2558 |
1.2586 |
0.0028 |
0.2% |
1.2352 |
| High |
1.2607 |
1.2586 |
-0.0021 |
-0.2% |
1.2607 |
| Low |
1.2544 |
1.2500 |
-0.0044 |
-0.4% |
1.2320 |
| Close |
1.2583 |
1.2536 |
-0.0047 |
-0.4% |
1.2536 |
| Range |
0.0063 |
0.0086 |
0.0023 |
36.5% |
0.0287 |
| ATR |
0.0101 |
0.0100 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
905 |
1,542 |
637 |
70.4% |
4,756 |
|
| Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2799 |
1.2753 |
1.2583 |
|
| R3 |
1.2713 |
1.2667 |
1.2560 |
|
| R2 |
1.2627 |
1.2627 |
1.2552 |
|
| R1 |
1.2581 |
1.2581 |
1.2544 |
1.2561 |
| PP |
1.2541 |
1.2541 |
1.2541 |
1.2531 |
| S1 |
1.2495 |
1.2495 |
1.2528 |
1.2475 |
| S2 |
1.2455 |
1.2455 |
1.2520 |
|
| S3 |
1.2369 |
1.2409 |
1.2512 |
|
| S4 |
1.2283 |
1.2323 |
1.2489 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3349 |
1.3229 |
1.2694 |
|
| R3 |
1.3062 |
1.2942 |
1.2615 |
|
| R2 |
1.2775 |
1.2775 |
1.2589 |
|
| R1 |
1.2655 |
1.2655 |
1.2562 |
1.2715 |
| PP |
1.2488 |
1.2488 |
1.2488 |
1.2518 |
| S1 |
1.2368 |
1.2368 |
1.2510 |
1.2428 |
| S2 |
1.2201 |
1.2201 |
1.2483 |
|
| S3 |
1.1914 |
1.2081 |
1.2457 |
|
| S4 |
1.1627 |
1.1794 |
1.2378 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2607 |
1.2320 |
0.0287 |
2.3% |
0.0091 |
0.7% |
75% |
False |
False |
951 |
| 10 |
1.2607 |
1.2284 |
0.0323 |
2.6% |
0.0089 |
0.7% |
78% |
False |
False |
810 |
| 20 |
1.2607 |
1.2160 |
0.0447 |
3.6% |
0.0102 |
0.8% |
84% |
False |
False |
756 |
| 40 |
1.2710 |
1.2069 |
0.0641 |
5.1% |
0.0108 |
0.9% |
73% |
False |
False |
612 |
| 60 |
1.2805 |
1.2069 |
0.0736 |
5.9% |
0.0106 |
0.8% |
63% |
False |
False |
454 |
| 80 |
1.3190 |
1.2069 |
0.1121 |
8.9% |
0.0095 |
0.8% |
42% |
False |
False |
353 |
| 100 |
1.3300 |
1.2069 |
0.1231 |
9.8% |
0.0081 |
0.6% |
38% |
False |
False |
284 |
| 120 |
1.3364 |
1.2069 |
0.1295 |
10.3% |
0.0070 |
0.6% |
36% |
False |
False |
238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2952 |
|
2.618 |
1.2811 |
|
1.618 |
1.2725 |
|
1.000 |
1.2672 |
|
0.618 |
1.2639 |
|
HIGH |
1.2586 |
|
0.618 |
1.2553 |
|
0.500 |
1.2543 |
|
0.382 |
1.2533 |
|
LOW |
1.2500 |
|
0.618 |
1.2447 |
|
1.000 |
1.2414 |
|
1.618 |
1.2361 |
|
2.618 |
1.2275 |
|
4.250 |
1.2135 |
|
|
| Fisher Pivots for day following 24-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2543 |
1.2534 |
| PP |
1.2541 |
1.2532 |
| S1 |
1.2538 |
1.2530 |
|