CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 27-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2012 |
27-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2568 |
1.2512 |
-0.0056 |
-0.4% |
1.2342 |
| High |
1.2574 |
1.2539 |
-0.0035 |
-0.3% |
1.2593 |
| Low |
1.2483 |
1.2492 |
0.0009 |
0.1% |
1.2298 |
| Close |
1.2521 |
1.2505 |
-0.0016 |
-0.1% |
1.2521 |
| Range |
0.0091 |
0.0047 |
-0.0044 |
-48.4% |
0.0295 |
| ATR |
0.0108 |
0.0103 |
-0.0004 |
-4.0% |
0.0000 |
| Volume |
225,444 |
114,027 |
-111,417 |
-49.4% |
1,152,198 |
|
| Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2653 |
1.2626 |
1.2531 |
|
| R3 |
1.2606 |
1.2579 |
1.2518 |
|
| R2 |
1.2559 |
1.2559 |
1.2514 |
|
| R1 |
1.2532 |
1.2532 |
1.2509 |
1.2522 |
| PP |
1.2512 |
1.2512 |
1.2512 |
1.2507 |
| S1 |
1.2485 |
1.2485 |
1.2501 |
1.2475 |
| S2 |
1.2465 |
1.2465 |
1.2496 |
|
| S3 |
1.2418 |
1.2438 |
1.2492 |
|
| S4 |
1.2371 |
1.2391 |
1.2479 |
|
|
| 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 |
1.2349 |
0.0244 |
2.0% |
0.0091 |
0.7% |
64% |
False |
False |
216,536 |
| 10 |
1.2593 |
1.2258 |
0.0335 |
2.7% |
0.0089 |
0.7% |
74% |
False |
False |
202,238 |
| 20 |
1.2593 |
1.2140 |
0.0453 |
3.6% |
0.0107 |
0.9% |
81% |
False |
False |
215,603 |
| 40 |
1.2682 |
1.2051 |
0.0631 |
5.0% |
0.0111 |
0.9% |
72% |
False |
False |
233,098 |
| 60 |
1.2759 |
1.2051 |
0.0708 |
5.7% |
0.0116 |
0.9% |
64% |
False |
False |
214,872 |
| 80 |
1.3186 |
1.2051 |
0.1135 |
9.1% |
0.0113 |
0.9% |
40% |
False |
False |
161,409 |
| 100 |
1.3292 |
1.2051 |
0.1241 |
9.9% |
0.0106 |
0.8% |
37% |
False |
False |
129,168 |
| 120 |
1.3396 |
1.2051 |
0.1345 |
10.8% |
0.0104 |
0.8% |
34% |
False |
False |
107,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2739 |
|
2.618 |
1.2662 |
|
1.618 |
1.2615 |
|
1.000 |
1.2586 |
|
0.618 |
1.2568 |
|
HIGH |
1.2539 |
|
0.618 |
1.2521 |
|
0.500 |
1.2516 |
|
0.382 |
1.2510 |
|
LOW |
1.2492 |
|
0.618 |
1.2463 |
|
1.000 |
1.2445 |
|
1.618 |
1.2416 |
|
2.618 |
1.2369 |
|
4.250 |
1.2292 |
|
|
| Fisher Pivots for day following 27-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2516 |
1.2538 |
| PP |
1.2512 |
1.2527 |
| S1 |
1.2509 |
1.2516 |
|