CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 22-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2487 |
1.2507 |
0.0020 |
0.2% |
1.2310 |
| High |
1.2503 |
1.2565 |
0.0062 |
0.5% |
1.2405 |
| Low |
1.2484 |
1.2507 |
0.0023 |
0.2% |
1.2310 |
| Close |
1.2503 |
1.2565 |
0.0062 |
0.5% |
1.2357 |
| Range |
0.0019 |
0.0058 |
0.0039 |
205.3% |
0.0095 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
10 |
4 |
-6 |
-60.0% |
19 |
|
| Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2720 |
1.2700 |
1.2597 |
|
| R3 |
1.2662 |
1.2642 |
1.2581 |
|
| R2 |
1.2604 |
1.2604 |
1.2576 |
|
| R1 |
1.2584 |
1.2584 |
1.2570 |
1.2594 |
| PP |
1.2546 |
1.2546 |
1.2546 |
1.2551 |
| S1 |
1.2526 |
1.2526 |
1.2560 |
1.2536 |
| S2 |
1.2488 |
1.2488 |
1.2554 |
|
| S3 |
1.2430 |
1.2468 |
1.2549 |
|
| S4 |
1.2372 |
1.2410 |
1.2533 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2642 |
1.2595 |
1.2409 |
|
| R3 |
1.2547 |
1.2500 |
1.2383 |
|
| R2 |
1.2452 |
1.2452 |
1.2374 |
|
| R1 |
1.2405 |
1.2405 |
1.2366 |
1.2429 |
| PP |
1.2357 |
1.2357 |
1.2357 |
1.2369 |
| S1 |
1.2310 |
1.2310 |
1.2348 |
1.2334 |
| S2 |
1.2262 |
1.2262 |
1.2340 |
|
| S3 |
1.2167 |
1.2215 |
1.2331 |
|
| S4 |
1.2072 |
1.2120 |
1.2305 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2565 |
1.2350 |
0.0215 |
1.7% |
0.0028 |
0.2% |
100% |
True |
False |
7 |
| 10 |
1.2565 |
1.2300 |
0.0265 |
2.1% |
0.0026 |
0.2% |
100% |
True |
False |
4 |
| 20 |
1.2565 |
1.2204 |
0.0361 |
2.9% |
0.0029 |
0.2% |
100% |
True |
False |
5 |
| 40 |
1.2720 |
1.2090 |
0.0630 |
5.0% |
0.0043 |
0.3% |
75% |
False |
False |
8 |
| 60 |
1.2749 |
1.2090 |
0.0659 |
5.2% |
0.0043 |
0.3% |
72% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2812 |
|
2.618 |
1.2717 |
|
1.618 |
1.2659 |
|
1.000 |
1.2623 |
|
0.618 |
1.2601 |
|
HIGH |
1.2565 |
|
0.618 |
1.2543 |
|
0.500 |
1.2536 |
|
0.382 |
1.2529 |
|
LOW |
1.2507 |
|
0.618 |
1.2471 |
|
1.000 |
1.2449 |
|
1.618 |
1.2413 |
|
2.618 |
1.2355 |
|
4.250 |
1.2261 |
|
|
| Fisher Pivots for day following 22-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2555 |
1.2535 |
| PP |
1.2546 |
1.2505 |
| S1 |
1.2536 |
1.2475 |
|