CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 24-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2588 |
1.2561 |
-0.0027 |
-0.2% |
1.2384 |
| High |
1.2608 |
1.2561 |
-0.0047 |
-0.4% |
1.2608 |
| Low |
1.2578 |
1.2550 |
-0.0028 |
-0.2% |
1.2384 |
| Close |
1.2601 |
1.2553 |
-0.0048 |
-0.4% |
1.2553 |
| Range |
0.0030 |
0.0011 |
-0.0019 |
-63.3% |
0.0224 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
3 |
15 |
12 |
400.0% |
42 |
|
| Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2588 |
1.2581 |
1.2559 |
|
| R3 |
1.2577 |
1.2570 |
1.2556 |
|
| R2 |
1.2566 |
1.2566 |
1.2555 |
|
| R1 |
1.2559 |
1.2559 |
1.2554 |
1.2557 |
| PP |
1.2555 |
1.2555 |
1.2555 |
1.2554 |
| S1 |
1.2548 |
1.2548 |
1.2552 |
1.2546 |
| S2 |
1.2544 |
1.2544 |
1.2551 |
|
| S3 |
1.2533 |
1.2537 |
1.2550 |
|
| S4 |
1.2522 |
1.2526 |
1.2547 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3187 |
1.3094 |
1.2676 |
|
| R3 |
1.2963 |
1.2870 |
1.2615 |
|
| R2 |
1.2739 |
1.2739 |
1.2594 |
|
| R1 |
1.2646 |
1.2646 |
1.2574 |
1.2693 |
| PP |
1.2515 |
1.2515 |
1.2515 |
1.2538 |
| S1 |
1.2422 |
1.2422 |
1.2532 |
1.2469 |
| S2 |
1.2291 |
1.2291 |
1.2512 |
|
| S3 |
1.2067 |
1.2198 |
1.2491 |
|
| S4 |
1.1843 |
1.1974 |
1.2430 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2608 |
1.2384 |
0.0224 |
1.8% |
0.0024 |
0.2% |
75% |
False |
False |
8 |
| 10 |
1.2608 |
1.2310 |
0.0298 |
2.4% |
0.0027 |
0.2% |
82% |
False |
False |
6 |
| 20 |
1.2608 |
1.2204 |
0.0404 |
3.2% |
0.0026 |
0.2% |
86% |
False |
False |
5 |
| 40 |
1.2720 |
1.2090 |
0.0630 |
5.0% |
0.0043 |
0.3% |
73% |
False |
False |
8 |
| 60 |
1.2749 |
1.2090 |
0.0659 |
5.2% |
0.0042 |
0.3% |
70% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2608 |
|
2.618 |
1.2590 |
|
1.618 |
1.2579 |
|
1.000 |
1.2572 |
|
0.618 |
1.2568 |
|
HIGH |
1.2561 |
|
0.618 |
1.2557 |
|
0.500 |
1.2556 |
|
0.382 |
1.2554 |
|
LOW |
1.2550 |
|
0.618 |
1.2543 |
|
1.000 |
1.2539 |
|
1.618 |
1.2532 |
|
2.618 |
1.2521 |
|
4.250 |
1.2503 |
|
|
| Fisher Pivots for day following 24-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2556 |
1.2558 |
| PP |
1.2555 |
1.2556 |
| S1 |
1.2554 |
1.2555 |
|