CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 03-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2289 |
1.2417 |
0.0128 |
1.0% |
1.2271 |
| High |
1.2374 |
1.2417 |
0.0043 |
0.3% |
1.2417 |
| Low |
1.2204 |
1.2412 |
0.0208 |
1.7% |
1.2204 |
| Close |
1.2213 |
1.2412 |
0.0199 |
1.6% |
1.2412 |
| Range |
0.0170 |
0.0005 |
-0.0165 |
-97.1% |
0.0213 |
| ATR |
0.0084 |
0.0093 |
0.0009 |
10.2% |
0.0000 |
| Volume |
5 |
4 |
-1 |
-20.0% |
32 |
|
| Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2429 |
1.2425 |
1.2415 |
|
| R3 |
1.2424 |
1.2420 |
1.2413 |
|
| R2 |
1.2419 |
1.2419 |
1.2413 |
|
| R1 |
1.2415 |
1.2415 |
1.2412 |
1.2415 |
| PP |
1.2414 |
1.2414 |
1.2414 |
1.2413 |
| S1 |
1.2410 |
1.2410 |
1.2412 |
1.2410 |
| S2 |
1.2409 |
1.2409 |
1.2411 |
|
| S3 |
1.2404 |
1.2405 |
1.2411 |
|
| S4 |
1.2399 |
1.2400 |
1.2409 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2983 |
1.2911 |
1.2529 |
|
| R3 |
1.2770 |
1.2698 |
1.2471 |
|
| R2 |
1.2557 |
1.2557 |
1.2451 |
|
| R1 |
1.2485 |
1.2485 |
1.2432 |
1.2521 |
| PP |
1.2344 |
1.2344 |
1.2344 |
1.2363 |
| S1 |
1.2272 |
1.2272 |
1.2392 |
1.2308 |
| S2 |
1.2131 |
1.2131 |
1.2373 |
|
| S3 |
1.1918 |
1.2059 |
1.2353 |
|
| S4 |
1.1705 |
1.1846 |
1.2295 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2417 |
1.2204 |
0.0213 |
1.7% |
0.0042 |
0.3% |
98% |
True |
False |
6 |
| 10 |
1.2417 |
1.2090 |
0.0327 |
2.6% |
0.0048 |
0.4% |
98% |
True |
False |
10 |
| 20 |
1.2417 |
1.2090 |
0.0327 |
2.6% |
0.0046 |
0.4% |
98% |
True |
False |
10 |
| 40 |
1.2749 |
1.2090 |
0.0659 |
5.3% |
0.0052 |
0.4% |
49% |
False |
False |
8 |
| 60 |
1.3000 |
1.2090 |
0.0910 |
7.3% |
0.0044 |
0.4% |
35% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2438 |
|
2.618 |
1.2430 |
|
1.618 |
1.2425 |
|
1.000 |
1.2422 |
|
0.618 |
1.2420 |
|
HIGH |
1.2417 |
|
0.618 |
1.2415 |
|
0.500 |
1.2415 |
|
0.382 |
1.2414 |
|
LOW |
1.2412 |
|
0.618 |
1.2409 |
|
1.000 |
1.2407 |
|
1.618 |
1.2404 |
|
2.618 |
1.2399 |
|
4.250 |
1.2391 |
|
|
| Fisher Pivots for day following 03-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2415 |
1.2378 |
| PP |
1.2414 |
1.2344 |
| S1 |
1.2413 |
1.2311 |
|