CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 06-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2620 |
1.2670 |
0.0050 |
0.4% |
1.2537 |
| High |
1.2650 |
1.2677 |
0.0027 |
0.2% |
1.2627 |
| Low |
1.2620 |
1.2670 |
0.0050 |
0.4% |
1.2537 |
| Close |
1.2631 |
1.2677 |
0.0046 |
0.4% |
1.2612 |
| Range |
0.0030 |
0.0007 |
-0.0023 |
-76.7% |
0.0090 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
4 |
15 |
11 |
275.0% |
109 |
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2696 |
1.2693 |
1.2681 |
|
| R3 |
1.2689 |
1.2686 |
1.2679 |
|
| R2 |
1.2682 |
1.2682 |
1.2678 |
|
| R1 |
1.2679 |
1.2679 |
1.2678 |
1.2681 |
| PP |
1.2675 |
1.2675 |
1.2675 |
1.2675 |
| S1 |
1.2672 |
1.2672 |
1.2676 |
1.2674 |
| S2 |
1.2668 |
1.2668 |
1.2676 |
|
| S3 |
1.2661 |
1.2665 |
1.2675 |
|
| S4 |
1.2654 |
1.2658 |
1.2673 |
|
|
| 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 |
1.2677 |
1.2541 |
0.0136 |
1.1% |
0.0025 |
0.2% |
100% |
True |
False |
16 |
| 10 |
1.2677 |
1.2537 |
0.0140 |
1.1% |
0.0019 |
0.1% |
100% |
True |
False |
18 |
| 20 |
1.2677 |
1.2300 |
0.0377 |
3.0% |
0.0022 |
0.2% |
100% |
True |
False |
11 |
| 40 |
1.2677 |
1.2090 |
0.0587 |
4.6% |
0.0031 |
0.2% |
100% |
True |
False |
10 |
| 60 |
1.2749 |
1.2090 |
0.0659 |
5.2% |
0.0038 |
0.3% |
89% |
False |
False |
9 |
| 80 |
1.2847 |
1.2090 |
0.0757 |
6.0% |
0.0039 |
0.3% |
78% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2707 |
|
2.618 |
1.2695 |
|
1.618 |
1.2688 |
|
1.000 |
1.2684 |
|
0.618 |
1.2681 |
|
HIGH |
1.2677 |
|
0.618 |
1.2674 |
|
0.500 |
1.2674 |
|
0.382 |
1.2673 |
|
LOW |
1.2670 |
|
0.618 |
1.2666 |
|
1.000 |
1.2663 |
|
1.618 |
1.2659 |
|
2.618 |
1.2652 |
|
4.250 |
1.2640 |
|
|
| Fisher Pivots for day following 06-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2676 |
1.2662 |
| PP |
1.2675 |
1.2647 |
| S1 |
1.2674 |
1.2633 |
|