CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 07-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2618 |
1.2643 |
0.0025 |
0.2% |
1.2597 |
| High |
1.2667 |
1.2831 |
0.0164 |
1.3% |
1.2831 |
| Low |
1.2576 |
1.2641 |
0.0065 |
0.5% |
1.2520 |
| Close |
1.2661 |
1.2810 |
0.0149 |
1.2% |
1.2810 |
| Range |
0.0091 |
0.0190 |
0.0099 |
108.8% |
0.0311 |
| ATR |
0.0095 |
0.0102 |
0.0007 |
7.1% |
0.0000 |
| Volume |
12,351 |
12,334 |
-17 |
-0.1% |
33,895 |
|
| Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3331 |
1.3260 |
1.2915 |
|
| R3 |
1.3141 |
1.3070 |
1.2862 |
|
| R2 |
1.2951 |
1.2951 |
1.2845 |
|
| R1 |
1.2880 |
1.2880 |
1.2827 |
1.2916 |
| PP |
1.2761 |
1.2761 |
1.2761 |
1.2778 |
| S1 |
1.2690 |
1.2690 |
1.2793 |
1.2726 |
| S2 |
1.2571 |
1.2571 |
1.2775 |
|
| S3 |
1.2381 |
1.2500 |
1.2758 |
|
| S4 |
1.2191 |
1.2310 |
1.2706 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3653 |
1.3543 |
1.2981 |
|
| R3 |
1.3342 |
1.3232 |
1.2896 |
|
| R2 |
1.3031 |
1.3031 |
1.2867 |
|
| R1 |
1.2921 |
1.2921 |
1.2839 |
1.2976 |
| PP |
1.2720 |
1.2720 |
1.2720 |
1.2748 |
| S1 |
1.2610 |
1.2610 |
1.2781 |
1.2665 |
| S2 |
1.2409 |
1.2409 |
1.2753 |
|
| S3 |
1.2098 |
1.2299 |
1.2724 |
|
| S4 |
1.1787 |
1.1988 |
1.2639 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2831 |
1.2512 |
0.0319 |
2.5% |
0.0122 |
1.0% |
93% |
True |
False |
7,468 |
| 10 |
1.2831 |
1.2484 |
0.0347 |
2.7% |
0.0097 |
0.8% |
94% |
True |
False |
4,350 |
| 20 |
1.2831 |
1.2270 |
0.0561 |
4.4% |
0.0092 |
0.7% |
96% |
True |
False |
2,537 |
| 40 |
1.2831 |
1.2069 |
0.0762 |
5.9% |
0.0104 |
0.8% |
97% |
True |
False |
1,605 |
| 60 |
1.2831 |
1.2069 |
0.0762 |
5.9% |
0.0104 |
0.8% |
97% |
True |
False |
1,130 |
| 80 |
1.2833 |
1.2069 |
0.0764 |
6.0% |
0.0101 |
0.8% |
97% |
False |
False |
874 |
| 100 |
1.3300 |
1.2069 |
0.1231 |
9.6% |
0.0089 |
0.7% |
60% |
False |
False |
703 |
| 120 |
1.3364 |
1.2069 |
0.1295 |
10.1% |
0.0077 |
0.6% |
57% |
False |
False |
587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3639 |
|
2.618 |
1.3328 |
|
1.618 |
1.3138 |
|
1.000 |
1.3021 |
|
0.618 |
1.2948 |
|
HIGH |
1.2831 |
|
0.618 |
1.2758 |
|
0.500 |
1.2736 |
|
0.382 |
1.2714 |
|
LOW |
1.2641 |
|
0.618 |
1.2524 |
|
1.000 |
1.2451 |
|
1.618 |
1.2334 |
|
2.618 |
1.2144 |
|
4.250 |
1.1834 |
|
|
| Fisher Pivots for day following 07-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2785 |
1.2765 |
| PP |
1.2761 |
1.2720 |
| S1 |
1.2736 |
1.2676 |
|