CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 24-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2531 |
1.2568 |
0.0037 |
0.3% |
1.2342 |
| High |
1.2593 |
1.2574 |
-0.0019 |
-0.2% |
1.2593 |
| Low |
1.2527 |
1.2483 |
-0.0044 |
-0.4% |
1.2298 |
| Close |
1.2568 |
1.2521 |
-0.0047 |
-0.4% |
1.2521 |
| Range |
0.0066 |
0.0091 |
0.0025 |
37.9% |
0.0295 |
| ATR |
0.0109 |
0.0108 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
226,560 |
225,444 |
-1,116 |
-0.5% |
1,152,198 |
|
| Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2799 |
1.2751 |
1.2571 |
|
| R3 |
1.2708 |
1.2660 |
1.2546 |
|
| R2 |
1.2617 |
1.2617 |
1.2538 |
|
| R1 |
1.2569 |
1.2569 |
1.2529 |
1.2548 |
| PP |
1.2526 |
1.2526 |
1.2526 |
1.2515 |
| S1 |
1.2478 |
1.2478 |
1.2513 |
1.2457 |
| S2 |
1.2435 |
1.2435 |
1.2504 |
|
| S3 |
1.2344 |
1.2387 |
1.2496 |
|
| S4 |
1.2253 |
1.2296 |
1.2471 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3356 |
1.3233 |
1.2683 |
|
| R3 |
1.3061 |
1.2938 |
1.2602 |
|
| R2 |
1.2766 |
1.2766 |
1.2575 |
|
| R1 |
1.2643 |
1.2643 |
1.2548 |
1.2705 |
| PP |
1.2471 |
1.2471 |
1.2471 |
1.2501 |
| S1 |
1.2348 |
1.2348 |
1.2494 |
1.2410 |
| S2 |
1.2176 |
1.2176 |
1.2467 |
|
| S3 |
1.1881 |
1.2053 |
1.2440 |
|
| S4 |
1.1586 |
1.1758 |
1.2359 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2593 |
1.2298 |
0.0295 |
2.4% |
0.0097 |
0.8% |
76% |
False |
False |
230,439 |
| 10 |
1.2593 |
1.2258 |
0.0335 |
2.7% |
0.0096 |
0.8% |
79% |
False |
False |
209,342 |
| 20 |
1.2593 |
1.2140 |
0.0453 |
3.6% |
0.0109 |
0.9% |
84% |
False |
False |
218,922 |
| 40 |
1.2703 |
1.2051 |
0.0652 |
5.2% |
0.0117 |
0.9% |
72% |
False |
False |
239,673 |
| 60 |
1.2759 |
1.2051 |
0.0708 |
5.7% |
0.0118 |
0.9% |
66% |
False |
False |
213,031 |
| 80 |
1.3190 |
1.2051 |
0.1139 |
9.1% |
0.0113 |
0.9% |
41% |
False |
False |
159,986 |
| 100 |
1.3292 |
1.2051 |
0.1241 |
9.9% |
0.0107 |
0.9% |
38% |
False |
False |
128,029 |
| 120 |
1.3396 |
1.2051 |
0.1345 |
10.7% |
0.0105 |
0.8% |
35% |
False |
False |
106,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2961 |
|
2.618 |
1.2812 |
|
1.618 |
1.2721 |
|
1.000 |
1.2665 |
|
0.618 |
1.2630 |
|
HIGH |
1.2574 |
|
0.618 |
1.2539 |
|
0.500 |
1.2529 |
|
0.382 |
1.2518 |
|
LOW |
1.2483 |
|
0.618 |
1.2427 |
|
1.000 |
1.2392 |
|
1.618 |
1.2336 |
|
2.618 |
1.2245 |
|
4.250 |
1.2096 |
|
|
| Fisher Pivots for day following 24-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2529 |
1.2519 |
| PP |
1.2526 |
1.2516 |
| S1 |
1.2524 |
1.2514 |
|