CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 30-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2585 |
1.2552 |
-0.0033 |
-0.3% |
1.2352 |
| High |
1.2592 |
1.2580 |
-0.0012 |
-0.1% |
1.2607 |
| Low |
1.2539 |
1.2506 |
-0.0033 |
-0.3% |
1.2320 |
| Close |
1.2543 |
1.2524 |
-0.0019 |
-0.2% |
1.2536 |
| Range |
0.0053 |
0.0074 |
0.0021 |
39.6% |
0.0287 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
2,156 |
750 |
-1,406 |
-65.2% |
4,756 |
|
| Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2759 |
1.2715 |
1.2565 |
|
| R3 |
1.2685 |
1.2641 |
1.2544 |
|
| R2 |
1.2611 |
1.2611 |
1.2538 |
|
| R1 |
1.2567 |
1.2567 |
1.2531 |
1.2552 |
| PP |
1.2537 |
1.2537 |
1.2537 |
1.2529 |
| S1 |
1.2493 |
1.2493 |
1.2517 |
1.2478 |
| S2 |
1.2463 |
1.2463 |
1.2510 |
|
| S3 |
1.2389 |
1.2419 |
1.2504 |
|
| S4 |
1.2315 |
1.2345 |
1.2483 |
|
|
| 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 |
1.2592 |
1.2484 |
0.0108 |
0.9% |
0.0071 |
0.6% |
37% |
False |
False |
1,231 |
| 10 |
1.2607 |
1.2309 |
0.0298 |
2.4% |
0.0082 |
0.7% |
72% |
False |
False |
1,047 |
| 20 |
1.2607 |
1.2191 |
0.0416 |
3.3% |
0.0089 |
0.7% |
80% |
False |
False |
850 |
| 40 |
1.2607 |
1.2069 |
0.0538 |
4.3% |
0.0099 |
0.8% |
85% |
False |
False |
716 |
| 60 |
1.2805 |
1.2069 |
0.0736 |
5.9% |
0.0102 |
0.8% |
62% |
False |
False |
521 |
| 80 |
1.3009 |
1.2069 |
0.0940 |
7.5% |
0.0096 |
0.8% |
48% |
False |
False |
410 |
| 100 |
1.3300 |
1.2069 |
0.1231 |
9.8% |
0.0083 |
0.7% |
37% |
False |
False |
330 |
| 120 |
1.3364 |
1.2069 |
0.1295 |
10.3% |
0.0072 |
0.6% |
35% |
False |
False |
276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2895 |
|
2.618 |
1.2774 |
|
1.618 |
1.2700 |
|
1.000 |
1.2654 |
|
0.618 |
1.2626 |
|
HIGH |
1.2580 |
|
0.618 |
1.2552 |
|
0.500 |
1.2543 |
|
0.382 |
1.2534 |
|
LOW |
1.2506 |
|
0.618 |
1.2460 |
|
1.000 |
1.2432 |
|
1.618 |
1.2386 |
|
2.618 |
1.2312 |
|
4.250 |
1.2192 |
|
|
| Fisher Pivots for day following 30-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2543 |
1.2538 |
| PP |
1.2537 |
1.2533 |
| S1 |
1.2530 |
1.2529 |
|