CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 31-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2012 |
31-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2552 |
1.2524 |
-0.0028 |
-0.2% |
1.2532 |
| High |
1.2580 |
1.2652 |
0.0072 |
0.6% |
1.2652 |
| Low |
1.2506 |
1.2512 |
0.0006 |
0.0% |
1.2484 |
| Close |
1.2524 |
1.2596 |
0.0072 |
0.6% |
1.2596 |
| Range |
0.0074 |
0.0140 |
0.0066 |
89.2% |
0.0168 |
| ATR |
0.0092 |
0.0095 |
0.0003 |
3.7% |
0.0000 |
| Volume |
750 |
3,449 |
2,699 |
359.9% |
8,064 |
|
| Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3007 |
1.2941 |
1.2673 |
|
| R3 |
1.2867 |
1.2801 |
1.2635 |
|
| R2 |
1.2727 |
1.2727 |
1.2622 |
|
| R1 |
1.2661 |
1.2661 |
1.2609 |
1.2694 |
| PP |
1.2587 |
1.2587 |
1.2587 |
1.2603 |
| S1 |
1.2521 |
1.2521 |
1.2583 |
1.2554 |
| S2 |
1.2447 |
1.2447 |
1.2570 |
|
| S3 |
1.2307 |
1.2381 |
1.2558 |
|
| S4 |
1.2167 |
1.2241 |
1.2519 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3081 |
1.3007 |
1.2688 |
|
| R3 |
1.2913 |
1.2839 |
1.2642 |
|
| R2 |
1.2745 |
1.2745 |
1.2627 |
|
| R1 |
1.2671 |
1.2671 |
1.2611 |
1.2708 |
| PP |
1.2577 |
1.2577 |
1.2577 |
1.2596 |
| S1 |
1.2503 |
1.2503 |
1.2581 |
1.2540 |
| S2 |
1.2409 |
1.2409 |
1.2565 |
|
| S3 |
1.2241 |
1.2335 |
1.2550 |
|
| S4 |
1.2073 |
1.2167 |
1.2504 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2652 |
1.2484 |
0.0168 |
1.3% |
0.0082 |
0.7% |
67% |
True |
False |
1,612 |
| 10 |
1.2652 |
1.2320 |
0.0332 |
2.6% |
0.0087 |
0.7% |
83% |
True |
False |
1,282 |
| 20 |
1.2652 |
1.2270 |
0.0382 |
3.0% |
0.0085 |
0.7% |
85% |
True |
False |
967 |
| 40 |
1.2652 |
1.2069 |
0.0583 |
4.6% |
0.0099 |
0.8% |
90% |
True |
False |
789 |
| 60 |
1.2805 |
1.2069 |
0.0736 |
5.8% |
0.0104 |
0.8% |
72% |
False |
False |
578 |
| 80 |
1.2979 |
1.2069 |
0.0910 |
7.2% |
0.0097 |
0.8% |
58% |
False |
False |
451 |
| 100 |
1.3300 |
1.2069 |
0.1231 |
9.8% |
0.0084 |
0.7% |
43% |
False |
False |
364 |
| 120 |
1.3364 |
1.2069 |
0.1295 |
10.3% |
0.0074 |
0.6% |
41% |
False |
False |
304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3247 |
|
2.618 |
1.3019 |
|
1.618 |
1.2879 |
|
1.000 |
1.2792 |
|
0.618 |
1.2739 |
|
HIGH |
1.2652 |
|
0.618 |
1.2599 |
|
0.500 |
1.2582 |
|
0.382 |
1.2565 |
|
LOW |
1.2512 |
|
0.618 |
1.2425 |
|
1.000 |
1.2372 |
|
1.618 |
1.2285 |
|
2.618 |
1.2145 |
|
4.250 |
1.1917 |
|
|
| Fisher Pivots for day following 31-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2591 |
1.2590 |
| PP |
1.2587 |
1.2585 |
| S1 |
1.2582 |
1.2579 |
|