CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 23-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2473 |
1.2531 |
0.0058 |
0.5% |
1.2292 |
| High |
1.2543 |
1.2593 |
0.0050 |
0.4% |
1.2390 |
| Low |
1.2434 |
1.2527 |
0.0093 |
0.7% |
1.2258 |
| Close |
1.2532 |
1.2568 |
0.0036 |
0.3% |
1.2324 |
| Range |
0.0109 |
0.0066 |
-0.0043 |
-39.4% |
0.0132 |
| ATR |
0.0112 |
0.0109 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
258,425 |
226,560 |
-31,865 |
-12.3% |
941,222 |
|
| Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2761 |
1.2730 |
1.2604 |
|
| R3 |
1.2695 |
1.2664 |
1.2586 |
|
| R2 |
1.2629 |
1.2629 |
1.2580 |
|
| R1 |
1.2598 |
1.2598 |
1.2574 |
1.2614 |
| PP |
1.2563 |
1.2563 |
1.2563 |
1.2570 |
| S1 |
1.2532 |
1.2532 |
1.2562 |
1.2548 |
| S2 |
1.2497 |
1.2497 |
1.2556 |
|
| S3 |
1.2431 |
1.2466 |
1.2550 |
|
| S4 |
1.2365 |
1.2400 |
1.2532 |
|
|
| 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 |
1.2593 |
1.2292 |
0.0301 |
2.4% |
0.0097 |
0.8% |
92% |
True |
False |
224,599 |
| 10 |
1.2593 |
1.2245 |
0.0348 |
2.8% |
0.0095 |
0.8% |
93% |
True |
False |
203,533 |
| 20 |
1.2593 |
1.2140 |
0.0453 |
3.6% |
0.0111 |
0.9% |
94% |
True |
False |
224,686 |
| 40 |
1.2703 |
1.2051 |
0.0652 |
5.2% |
0.0117 |
0.9% |
79% |
False |
False |
240,929 |
| 60 |
1.2759 |
1.2051 |
0.0708 |
5.6% |
0.0118 |
0.9% |
73% |
False |
False |
209,326 |
| 80 |
1.3242 |
1.2051 |
0.1191 |
9.5% |
0.0113 |
0.9% |
43% |
False |
False |
157,169 |
| 100 |
1.3292 |
1.2051 |
0.1241 |
9.9% |
0.0107 |
0.9% |
42% |
False |
False |
125,776 |
| 120 |
1.3396 |
1.2051 |
0.1345 |
10.7% |
0.0104 |
0.8% |
38% |
False |
False |
104,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2874 |
|
2.618 |
1.2766 |
|
1.618 |
1.2700 |
|
1.000 |
1.2659 |
|
0.618 |
1.2634 |
|
HIGH |
1.2593 |
|
0.618 |
1.2568 |
|
0.500 |
1.2560 |
|
0.382 |
1.2552 |
|
LOW |
1.2527 |
|
0.618 |
1.2486 |
|
1.000 |
1.2461 |
|
1.618 |
1.2420 |
|
2.618 |
1.2354 |
|
4.250 |
1.2247 |
|
|
| Fisher Pivots for day following 23-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2565 |
1.2536 |
| PP |
1.2563 |
1.2503 |
| S1 |
1.2560 |
1.2471 |
|