CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 05-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2012 |
05-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2588 |
1.2620 |
0.0032 |
0.3% |
1.2537 |
| High |
1.2660 |
1.2650 |
-0.0010 |
-0.1% |
1.2627 |
| Low |
1.2588 |
1.2620 |
0.0032 |
0.3% |
1.2537 |
| Close |
1.2604 |
1.2631 |
0.0027 |
0.2% |
1.2612 |
| Range |
0.0072 |
0.0030 |
-0.0042 |
-58.3% |
0.0090 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
40 |
4 |
-36 |
-90.0% |
109 |
|
| Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2724 |
1.2707 |
1.2648 |
|
| R3 |
1.2694 |
1.2677 |
1.2639 |
|
| R2 |
1.2664 |
1.2664 |
1.2637 |
|
| R1 |
1.2647 |
1.2647 |
1.2634 |
1.2656 |
| PP |
1.2634 |
1.2634 |
1.2634 |
1.2638 |
| S1 |
1.2617 |
1.2617 |
1.2628 |
1.2626 |
| S2 |
1.2604 |
1.2604 |
1.2626 |
|
| S3 |
1.2574 |
1.2587 |
1.2623 |
|
| S4 |
1.2544 |
1.2557 |
1.2615 |
|
|
| 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% |
0.0028 |
0.2% |
76% |
False |
False |
19 |
| 10 |
1.2660 |
1.2507 |
0.0153 |
1.2% |
0.0024 |
0.2% |
81% |
False |
False |
17 |
| 20 |
1.2660 |
1.2300 |
0.0360 |
2.9% |
0.0022 |
0.2% |
92% |
False |
False |
10 |
| 40 |
1.2660 |
1.2090 |
0.0570 |
4.5% |
0.0031 |
0.2% |
95% |
False |
False |
10 |
| 60 |
1.2749 |
1.2090 |
0.0659 |
5.2% |
0.0039 |
0.3% |
82% |
False |
False |
9 |
| 80 |
1.2895 |
1.2090 |
0.0805 |
6.4% |
0.0039 |
0.3% |
67% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2778 |
|
2.618 |
1.2729 |
|
1.618 |
1.2699 |
|
1.000 |
1.2680 |
|
0.618 |
1.2669 |
|
HIGH |
1.2650 |
|
0.618 |
1.2639 |
|
0.500 |
1.2635 |
|
0.382 |
1.2631 |
|
LOW |
1.2620 |
|
0.618 |
1.2601 |
|
1.000 |
1.2590 |
|
1.618 |
1.2571 |
|
2.618 |
1.2541 |
|
4.250 |
1.2493 |
|
|
| Fisher Pivots for day following 05-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2635 |
1.2629 |
| PP |
1.2634 |
1.2626 |
| S1 |
1.2632 |
1.2624 |
|