CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 28-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2532 |
1.2502 |
-0.0030 |
-0.2% |
1.2352 |
| High |
1.2552 |
1.2590 |
0.0038 |
0.3% |
1.2607 |
| Low |
1.2514 |
1.2484 |
-0.0030 |
-0.2% |
1.2320 |
| Close |
1.2519 |
1.2579 |
0.0060 |
0.5% |
1.2536 |
| Range |
0.0038 |
0.0106 |
0.0068 |
178.9% |
0.0287 |
| ATR |
0.0096 |
0.0097 |
0.0001 |
0.8% |
0.0000 |
| Volume |
1,082 |
627 |
-455 |
-42.1% |
4,756 |
|
| Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2869 |
1.2830 |
1.2637 |
|
| R3 |
1.2763 |
1.2724 |
1.2608 |
|
| R2 |
1.2657 |
1.2657 |
1.2598 |
|
| R1 |
1.2618 |
1.2618 |
1.2589 |
1.2638 |
| PP |
1.2551 |
1.2551 |
1.2551 |
1.2561 |
| S1 |
1.2512 |
1.2512 |
1.2569 |
1.2532 |
| S2 |
1.2445 |
1.2445 |
1.2560 |
|
| S3 |
1.2339 |
1.2406 |
1.2550 |
|
| S4 |
1.2233 |
1.2300 |
1.2521 |
|
|
| 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 |
1.2453 |
0.0154 |
1.2% |
0.0079 |
0.6% |
82% |
False |
False |
1,146 |
| 10 |
1.2607 |
1.2284 |
0.0323 |
2.6% |
0.0086 |
0.7% |
91% |
False |
False |
847 |
| 20 |
1.2607 |
1.2160 |
0.0447 |
3.6% |
0.0102 |
0.8% |
94% |
False |
False |
735 |
| 40 |
1.2648 |
1.2069 |
0.0579 |
4.6% |
0.0103 |
0.8% |
88% |
False |
False |
646 |
| 60 |
1.2805 |
1.2069 |
0.0736 |
5.9% |
0.0104 |
0.8% |
69% |
False |
False |
481 |
| 80 |
1.3077 |
1.2069 |
0.1008 |
8.0% |
0.0096 |
0.8% |
51% |
False |
False |
374 |
| 100 |
1.3300 |
1.2069 |
0.1231 |
9.8% |
0.0082 |
0.7% |
41% |
False |
False |
301 |
| 120 |
1.3364 |
1.2069 |
0.1295 |
10.3% |
0.0072 |
0.6% |
39% |
False |
False |
252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3041 |
|
2.618 |
1.2868 |
|
1.618 |
1.2762 |
|
1.000 |
1.2696 |
|
0.618 |
1.2656 |
|
HIGH |
1.2590 |
|
0.618 |
1.2550 |
|
0.500 |
1.2537 |
|
0.382 |
1.2524 |
|
LOW |
1.2484 |
|
0.618 |
1.2418 |
|
1.000 |
1.2378 |
|
1.618 |
1.2312 |
|
2.618 |
1.2206 |
|
4.250 |
1.2034 |
|
|
| Fisher Pivots for day following 28-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2565 |
1.2565 |
| PP |
1.2551 |
1.2551 |
| S1 |
1.2537 |
1.2537 |
|