CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 21-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2342 |
1.2349 |
0.0007 |
0.1% |
1.2292 |
| High |
1.2372 |
1.2492 |
0.0120 |
1.0% |
1.2390 |
| Low |
1.2298 |
1.2349 |
0.0051 |
0.4% |
1.2258 |
| Close |
1.2351 |
1.2470 |
0.0119 |
1.0% |
1.2324 |
| Range |
0.0074 |
0.0143 |
0.0069 |
93.2% |
0.0132 |
| ATR |
0.0110 |
0.0112 |
0.0002 |
2.1% |
0.0000 |
| Volume |
183,542 |
258,227 |
74,685 |
40.7% |
941,222 |
|
| Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2866 |
1.2811 |
1.2549 |
|
| R3 |
1.2723 |
1.2668 |
1.2509 |
|
| R2 |
1.2580 |
1.2580 |
1.2496 |
|
| R1 |
1.2525 |
1.2525 |
1.2483 |
1.2553 |
| PP |
1.2437 |
1.2437 |
1.2437 |
1.2451 |
| S1 |
1.2382 |
1.2382 |
1.2457 |
1.2410 |
| S2 |
1.2294 |
1.2294 |
1.2444 |
|
| S3 |
1.2151 |
1.2239 |
1.2431 |
|
| S4 |
1.2008 |
1.2096 |
1.2391 |
|
|
| 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 |
1.2492 |
1.2258 |
0.0234 |
1.9% |
0.0102 |
0.8% |
91% |
True |
False |
203,061 |
| 10 |
1.2492 |
1.2245 |
0.0247 |
2.0% |
0.0097 |
0.8% |
91% |
True |
False |
192,194 |
| 20 |
1.2492 |
1.2061 |
0.0431 |
3.5% |
0.0119 |
1.0% |
95% |
True |
False |
231,163 |
| 40 |
1.2703 |
1.2051 |
0.0652 |
5.2% |
0.0117 |
0.9% |
64% |
False |
False |
240,476 |
| 60 |
1.2759 |
1.2051 |
0.0708 |
5.7% |
0.0120 |
1.0% |
59% |
False |
False |
201,288 |
| 80 |
1.3292 |
1.2051 |
0.1241 |
10.0% |
0.0113 |
0.9% |
34% |
False |
False |
151,110 |
| 100 |
1.3390 |
1.2051 |
0.1339 |
10.7% |
0.0108 |
0.9% |
31% |
False |
False |
120,929 |
| 120 |
1.3396 |
1.2051 |
0.1345 |
10.8% |
0.0103 |
0.8% |
31% |
False |
False |
100,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3100 |
|
2.618 |
1.2866 |
|
1.618 |
1.2723 |
|
1.000 |
1.2635 |
|
0.618 |
1.2580 |
|
HIGH |
1.2492 |
|
0.618 |
1.2437 |
|
0.500 |
1.2421 |
|
0.382 |
1.2404 |
|
LOW |
1.2349 |
|
0.618 |
1.2261 |
|
1.000 |
1.2206 |
|
1.618 |
1.2118 |
|
2.618 |
1.1975 |
|
4.250 |
1.1741 |
|
|
| Fisher Pivots for day following 21-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2454 |
1.2444 |
| PP |
1.2437 |
1.2418 |
| S1 |
1.2421 |
1.2392 |
|