CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 20-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2359 |
1.2342 |
-0.0017 |
-0.1% |
1.2292 |
| High |
1.2386 |
1.2372 |
-0.0014 |
-0.1% |
1.2390 |
| Low |
1.2292 |
1.2298 |
0.0006 |
0.0% |
1.2258 |
| Close |
1.2324 |
1.2351 |
0.0027 |
0.2% |
1.2324 |
| Range |
0.0094 |
0.0074 |
-0.0020 |
-21.3% |
0.0132 |
| ATR |
0.0113 |
0.0110 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
196,245 |
183,542 |
-12,703 |
-6.5% |
941,222 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2562 |
1.2531 |
1.2392 |
|
| R3 |
1.2488 |
1.2457 |
1.2371 |
|
| R2 |
1.2414 |
1.2414 |
1.2365 |
|
| R1 |
1.2383 |
1.2383 |
1.2358 |
1.2399 |
| PP |
1.2340 |
1.2340 |
1.2340 |
1.2348 |
| S1 |
1.2309 |
1.2309 |
1.2344 |
1.2325 |
| S2 |
1.2266 |
1.2266 |
1.2337 |
|
| S3 |
1.2192 |
1.2235 |
1.2331 |
|
| S4 |
1.2118 |
1.2161 |
1.2310 |
|
|
| 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% |
0.0088 |
0.7% |
70% |
False |
False |
187,940 |
| 10 |
1.2448 |
1.2245 |
0.0203 |
1.6% |
0.0089 |
0.7% |
52% |
False |
False |
183,525 |
| 20 |
1.2450 |
1.2051 |
0.0399 |
3.2% |
0.0117 |
0.9% |
75% |
False |
False |
230,268 |
| 40 |
1.2703 |
1.2051 |
0.0652 |
5.3% |
0.0115 |
0.9% |
46% |
False |
False |
239,334 |
| 60 |
1.2759 |
1.2051 |
0.0708 |
5.7% |
0.0119 |
1.0% |
42% |
False |
False |
197,003 |
| 80 |
1.3292 |
1.2051 |
0.1241 |
10.0% |
0.0112 |
0.9% |
24% |
False |
False |
147,888 |
| 100 |
1.3390 |
1.2051 |
0.1339 |
10.8% |
0.0107 |
0.9% |
22% |
False |
False |
118,348 |
| 120 |
1.3396 |
1.2051 |
0.1345 |
10.9% |
0.0103 |
0.8% |
22% |
False |
False |
98,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2687 |
|
2.618 |
1.2566 |
|
1.618 |
1.2492 |
|
1.000 |
1.2446 |
|
0.618 |
1.2418 |
|
HIGH |
1.2372 |
|
0.618 |
1.2344 |
|
0.500 |
1.2335 |
|
0.382 |
1.2326 |
|
LOW |
1.2298 |
|
0.618 |
1.2252 |
|
1.000 |
1.2224 |
|
1.618 |
1.2178 |
|
2.618 |
1.2104 |
|
4.250 |
1.1984 |
|
|
| Fisher Pivots for day following 20-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2346 |
1.2341 |
| PP |
1.2340 |
1.2332 |
| S1 |
1.2335 |
1.2322 |
|