CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 17-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2293 |
1.2359 |
0.0066 |
0.5% |
1.2292 |
| High |
1.2377 |
1.2386 |
0.0009 |
0.1% |
1.2390 |
| Low |
1.2258 |
1.2292 |
0.0034 |
0.3% |
1.2258 |
| Close |
1.2366 |
1.2324 |
-0.0042 |
-0.3% |
1.2324 |
| Range |
0.0119 |
0.0094 |
-0.0025 |
-21.0% |
0.0132 |
| ATR |
0.0114 |
0.0113 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
220,994 |
196,245 |
-24,749 |
-11.2% |
941,222 |
|
| Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2616 |
1.2564 |
1.2376 |
|
| R3 |
1.2522 |
1.2470 |
1.2350 |
|
| R2 |
1.2428 |
1.2428 |
1.2341 |
|
| R1 |
1.2376 |
1.2376 |
1.2333 |
1.2355 |
| PP |
1.2334 |
1.2334 |
1.2334 |
1.2324 |
| S1 |
1.2282 |
1.2282 |
1.2315 |
1.2261 |
| S2 |
1.2240 |
1.2240 |
1.2307 |
|
| S3 |
1.2146 |
1.2188 |
1.2298 |
|
| S4 |
1.2052 |
1.2094 |
1.2272 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2720 |
1.2654 |
1.2397 |
|
| R3 |
1.2588 |
1.2522 |
1.2360 |
|
| R2 |
1.2456 |
1.2456 |
1.2348 |
|
| R1 |
1.2390 |
1.2390 |
1.2336 |
1.2423 |
| PP |
1.2324 |
1.2324 |
1.2324 |
1.2341 |
| S1 |
1.2258 |
1.2258 |
1.2312 |
1.2291 |
| S2 |
1.2192 |
1.2192 |
1.2300 |
|
| S3 |
1.2060 |
1.2126 |
1.2288 |
|
| S4 |
1.1928 |
1.1994 |
1.2251 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2390 |
1.2258 |
0.0132 |
1.1% |
0.0095 |
0.8% |
50% |
False |
False |
188,244 |
| 10 |
1.2450 |
1.2245 |
0.0205 |
1.7% |
0.0092 |
0.7% |
39% |
False |
False |
185,626 |
| 20 |
1.2450 |
1.2051 |
0.0399 |
3.2% |
0.0117 |
1.0% |
68% |
False |
False |
235,174 |
| 40 |
1.2703 |
1.2051 |
0.0652 |
5.3% |
0.0115 |
0.9% |
42% |
False |
False |
240,918 |
| 60 |
1.2759 |
1.2051 |
0.0708 |
5.7% |
0.0120 |
1.0% |
39% |
False |
False |
193,964 |
| 80 |
1.3292 |
1.2051 |
0.1241 |
10.1% |
0.0112 |
0.9% |
22% |
False |
False |
145,595 |
| 100 |
1.3390 |
1.2051 |
0.1339 |
10.9% |
0.0107 |
0.9% |
20% |
False |
False |
116,513 |
| 120 |
1.3396 |
1.2051 |
0.1345 |
10.9% |
0.0102 |
0.8% |
20% |
False |
False |
97,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2786 |
|
2.618 |
1.2632 |
|
1.618 |
1.2538 |
|
1.000 |
1.2480 |
|
0.618 |
1.2444 |
|
HIGH |
1.2386 |
|
0.618 |
1.2350 |
|
0.500 |
1.2339 |
|
0.382 |
1.2328 |
|
LOW |
1.2292 |
|
0.618 |
1.2234 |
|
1.000 |
1.2198 |
|
1.618 |
1.2140 |
|
2.618 |
1.2046 |
|
4.250 |
1.1893 |
|
|
| Fisher Pivots for day following 17-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2339 |
1.2323 |
| PP |
1.2334 |
1.2323 |
| S1 |
1.2329 |
1.2322 |
|