CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 13-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2300 |
1.2310 |
0.0010 |
0.1% |
1.2432 |
| High |
1.2331 |
1.2370 |
0.0039 |
0.3% |
1.2449 |
| Low |
1.2300 |
1.2310 |
0.0010 |
0.1% |
1.2300 |
| Close |
1.2331 |
1.2370 |
0.0039 |
0.3% |
1.2331 |
| Range |
0.0031 |
0.0060 |
0.0029 |
93.5% |
0.0149 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
8 |
|
| Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2530 |
1.2510 |
1.2403 |
|
| R3 |
1.2470 |
1.2450 |
1.2387 |
|
| R2 |
1.2410 |
1.2410 |
1.2381 |
|
| R1 |
1.2390 |
1.2390 |
1.2376 |
1.2400 |
| PP |
1.2350 |
1.2350 |
1.2350 |
1.2355 |
| S1 |
1.2330 |
1.2330 |
1.2365 |
1.2340 |
| S2 |
1.2290 |
1.2290 |
1.2359 |
|
| S3 |
1.2230 |
1.2270 |
1.2354 |
|
| S4 |
1.2170 |
1.2210 |
1.2337 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2807 |
1.2718 |
1.2413 |
|
| R3 |
1.2658 |
1.2569 |
1.2372 |
|
| R2 |
1.2509 |
1.2509 |
1.2358 |
|
| R1 |
1.2420 |
1.2420 |
1.2345 |
1.2390 |
| PP |
1.2360 |
1.2360 |
1.2360 |
1.2345 |
| S1 |
1.2271 |
1.2271 |
1.2317 |
1.2241 |
| S2 |
1.2211 |
1.2211 |
1.2304 |
|
| S3 |
1.2062 |
1.2122 |
1.2290 |
|
| S4 |
1.1913 |
1.1973 |
1.2249 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2449 |
1.2300 |
0.0149 |
1.2% |
0.0020 |
0.2% |
47% |
False |
False |
1 |
| 10 |
1.2449 |
1.2204 |
0.0245 |
2.0% |
0.0028 |
0.2% |
68% |
False |
False |
2 |
| 20 |
1.2449 |
1.2090 |
0.0359 |
2.9% |
0.0042 |
0.3% |
78% |
False |
False |
8 |
| 40 |
1.2749 |
1.2090 |
0.0659 |
5.3% |
0.0047 |
0.4% |
42% |
False |
False |
8 |
| 60 |
1.2847 |
1.2090 |
0.0757 |
6.1% |
0.0044 |
0.4% |
37% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2625 |
|
2.618 |
1.2527 |
|
1.618 |
1.2467 |
|
1.000 |
1.2430 |
|
0.618 |
1.2407 |
|
HIGH |
1.2370 |
|
0.618 |
1.2347 |
|
0.500 |
1.2340 |
|
0.382 |
1.2333 |
|
LOW |
1.2310 |
|
0.618 |
1.2273 |
|
1.000 |
1.2250 |
|
1.618 |
1.2213 |
|
2.618 |
1.2153 |
|
4.250 |
1.2055 |
|
|
| Fisher Pivots for day following 13-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2360 |
1.2358 |
| PP |
1.2350 |
1.2347 |
| S1 |
1.2340 |
1.2335 |
|