CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 22-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2349 |
1.2473 |
0.0124 |
1.0% |
1.2292 |
| High |
1.2492 |
1.2543 |
0.0051 |
0.4% |
1.2390 |
| Low |
1.2349 |
1.2434 |
0.0085 |
0.7% |
1.2258 |
| Close |
1.2470 |
1.2532 |
0.0062 |
0.5% |
1.2324 |
| Range |
0.0143 |
0.0109 |
-0.0034 |
-23.8% |
0.0132 |
| ATR |
0.0112 |
0.0112 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
258,227 |
258,425 |
198 |
0.1% |
941,222 |
|
| Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2830 |
1.2790 |
1.2592 |
|
| R3 |
1.2721 |
1.2681 |
1.2562 |
|
| R2 |
1.2612 |
1.2612 |
1.2552 |
|
| R1 |
1.2572 |
1.2572 |
1.2542 |
1.2592 |
| PP |
1.2503 |
1.2503 |
1.2503 |
1.2513 |
| S1 |
1.2463 |
1.2463 |
1.2522 |
1.2483 |
| S2 |
1.2394 |
1.2394 |
1.2512 |
|
| S3 |
1.2285 |
1.2354 |
1.2502 |
|
| S4 |
1.2176 |
1.2245 |
1.2472 |
|
|
| 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 |
1.2543 |
1.2258 |
0.0285 |
2.3% |
0.0108 |
0.9% |
96% |
True |
False |
223,486 |
| 10 |
1.2543 |
1.2245 |
0.0298 |
2.4% |
0.0100 |
0.8% |
96% |
True |
False |
199,646 |
| 20 |
1.2543 |
1.2124 |
0.0419 |
3.3% |
0.0119 |
0.9% |
97% |
True |
False |
230,137 |
| 40 |
1.2703 |
1.2051 |
0.0652 |
5.2% |
0.0117 |
0.9% |
74% |
False |
False |
240,146 |
| 60 |
1.2759 |
1.2051 |
0.0708 |
5.6% |
0.0119 |
1.0% |
68% |
False |
False |
205,586 |
| 80 |
1.3292 |
1.2051 |
0.1241 |
9.9% |
0.0113 |
0.9% |
39% |
False |
False |
154,338 |
| 100 |
1.3377 |
1.2051 |
0.1326 |
10.6% |
0.0108 |
0.9% |
36% |
False |
False |
123,512 |
| 120 |
1.3396 |
1.2051 |
0.1345 |
10.7% |
0.0104 |
0.8% |
36% |
False |
False |
102,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3006 |
|
2.618 |
1.2828 |
|
1.618 |
1.2719 |
|
1.000 |
1.2652 |
|
0.618 |
1.2610 |
|
HIGH |
1.2543 |
|
0.618 |
1.2501 |
|
0.500 |
1.2489 |
|
0.382 |
1.2476 |
|
LOW |
1.2434 |
|
0.618 |
1.2367 |
|
1.000 |
1.2325 |
|
1.618 |
1.2258 |
|
2.618 |
1.2149 |
|
4.250 |
1.1971 |
|
|
| Fisher Pivots for day following 22-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2518 |
1.2495 |
| PP |
1.2503 |
1.2458 |
| S1 |
1.2489 |
1.2421 |
|