CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 15-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2414 |
1.2330 |
-0.0084 |
-0.7% |
1.2440 |
| High |
1.2414 |
1.2342 |
-0.0072 |
-0.6% |
1.2483 |
| Low |
1.2383 |
1.2330 |
-0.0053 |
-0.4% |
1.2349 |
| Close |
1.2385 |
1.2342 |
-0.0043 |
-0.3% |
1.2349 |
| Range |
0.0031 |
0.0012 |
-0.0019 |
-61.3% |
0.0134 |
| ATR |
|
|
|
|
|
| Volume |
2 |
9 |
7 |
350.0% |
32 |
|
| Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2374 |
1.2370 |
1.2349 |
|
| R3 |
1.2362 |
1.2358 |
1.2345 |
|
| R2 |
1.2350 |
1.2350 |
1.2344 |
|
| R1 |
1.2346 |
1.2346 |
1.2343 |
1.2348 |
| PP |
1.2338 |
1.2338 |
1.2338 |
1.2339 |
| S1 |
1.2334 |
1.2334 |
1.2341 |
1.2336 |
| S2 |
1.2326 |
1.2326 |
1.2340 |
|
| S3 |
1.2314 |
1.2322 |
1.2339 |
|
| S4 |
1.2302 |
1.2310 |
1.2335 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2796 |
1.2706 |
1.2423 |
|
| R3 |
1.2662 |
1.2572 |
1.2386 |
|
| R2 |
1.2528 |
1.2528 |
1.2374 |
|
| R1 |
1.2438 |
1.2438 |
1.2361 |
1.2416 |
| PP |
1.2394 |
1.2394 |
1.2394 |
1.2383 |
| S1 |
1.2304 |
1.2304 |
1.2337 |
1.2282 |
| S2 |
1.2260 |
1.2260 |
1.2324 |
|
| S3 |
1.2126 |
1.2170 |
1.2312 |
|
| S4 |
1.1992 |
1.2036 |
1.2275 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2393 |
|
2.618 |
1.2373 |
|
1.618 |
1.2361 |
|
1.000 |
1.2354 |
|
0.618 |
1.2349 |
|
HIGH |
1.2342 |
|
0.618 |
1.2337 |
|
0.500 |
1.2336 |
|
0.382 |
1.2335 |
|
LOW |
1.2330 |
|
0.618 |
1.2323 |
|
1.000 |
1.2318 |
|
1.618 |
1.2311 |
|
2.618 |
1.2299 |
|
4.250 |
1.2279 |
|
|
| Fisher Pivots for day following 15-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2340 |
1.2369 |
| PP |
1.2338 |
1.2360 |
| S1 |
1.2336 |
1.2351 |
|