CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 04-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2615 |
1.2588 |
-0.0027 |
-0.2% |
1.2537 |
| High |
1.2627 |
1.2660 |
0.0033 |
0.3% |
1.2627 |
| Low |
1.2610 |
1.2588 |
-0.0022 |
-0.2% |
1.2537 |
| Close |
1.2612 |
1.2604 |
-0.0008 |
-0.1% |
1.2612 |
| Range |
0.0017 |
0.0072 |
0.0055 |
323.5% |
0.0090 |
| ATR |
0.0059 |
0.0060 |
0.0001 |
1.5% |
0.0000 |
| Volume |
11 |
40 |
29 |
263.6% |
109 |
|
| Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2833 |
1.2791 |
1.2644 |
|
| R3 |
1.2761 |
1.2719 |
1.2624 |
|
| R2 |
1.2689 |
1.2689 |
1.2617 |
|
| R1 |
1.2647 |
1.2647 |
1.2611 |
1.2668 |
| PP |
1.2617 |
1.2617 |
1.2617 |
1.2628 |
| S1 |
1.2575 |
1.2575 |
1.2597 |
1.2596 |
| S2 |
1.2545 |
1.2545 |
1.2591 |
|
| S3 |
1.2473 |
1.2503 |
1.2584 |
|
| S4 |
1.2401 |
1.2431 |
1.2564 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2862 |
1.2827 |
1.2662 |
|
| R3 |
1.2772 |
1.2737 |
1.2637 |
|
| R2 |
1.2682 |
1.2682 |
1.2629 |
|
| R1 |
1.2647 |
1.2647 |
1.2620 |
1.2665 |
| PP |
1.2592 |
1.2592 |
1.2592 |
1.2601 |
| S1 |
1.2557 |
1.2557 |
1.2604 |
1.2575 |
| S2 |
1.2502 |
1.2502 |
1.2596 |
|
| S3 |
1.2412 |
1.2467 |
1.2587 |
|
| S4 |
1.2322 |
1.2377 |
1.2563 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2660 |
1.2541 |
0.0119 |
0.9% |
0.0022 |
0.2% |
53% |
True |
False |
24 |
| 10 |
1.2660 |
1.2484 |
0.0176 |
1.4% |
0.0023 |
0.2% |
68% |
True |
False |
18 |
| 20 |
1.2660 |
1.2300 |
0.0360 |
2.9% |
0.0021 |
0.2% |
84% |
True |
False |
10 |
| 40 |
1.2660 |
1.2090 |
0.0570 |
4.5% |
0.0032 |
0.3% |
90% |
True |
False |
10 |
| 60 |
1.2749 |
1.2090 |
0.0659 |
5.2% |
0.0041 |
0.3% |
78% |
False |
False |
9 |
| 80 |
1.2968 |
1.2090 |
0.0878 |
7.0% |
0.0038 |
0.3% |
59% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2966 |
|
2.618 |
1.2848 |
|
1.618 |
1.2776 |
|
1.000 |
1.2732 |
|
0.618 |
1.2704 |
|
HIGH |
1.2660 |
|
0.618 |
1.2632 |
|
0.500 |
1.2624 |
|
0.382 |
1.2616 |
|
LOW |
1.2588 |
|
0.618 |
1.2544 |
|
1.000 |
1.2516 |
|
1.618 |
1.2472 |
|
2.618 |
1.2400 |
|
4.250 |
1.2282 |
|
|
| Fisher Pivots for day following 04-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2624 |
1.2603 |
| PP |
1.2617 |
1.2602 |
| S1 |
1.2611 |
1.2601 |
|