CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 28-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2512 |
1.2500 |
-0.0012 |
-0.1% |
1.2342 |
| High |
1.2539 |
1.2580 |
0.0041 |
0.3% |
1.2593 |
| Low |
1.2492 |
1.2467 |
-0.0025 |
-0.2% |
1.2298 |
| Close |
1.2505 |
1.2565 |
0.0060 |
0.5% |
1.2521 |
| Range |
0.0047 |
0.0113 |
0.0066 |
140.4% |
0.0295 |
| ATR |
0.0103 |
0.0104 |
0.0001 |
0.7% |
0.0000 |
| Volume |
114,027 |
206,837 |
92,810 |
81.4% |
1,152,198 |
|
| Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2876 |
1.2834 |
1.2627 |
|
| R3 |
1.2763 |
1.2721 |
1.2596 |
|
| R2 |
1.2650 |
1.2650 |
1.2586 |
|
| R1 |
1.2608 |
1.2608 |
1.2575 |
1.2629 |
| PP |
1.2537 |
1.2537 |
1.2537 |
1.2548 |
| S1 |
1.2495 |
1.2495 |
1.2555 |
1.2516 |
| S2 |
1.2424 |
1.2424 |
1.2544 |
|
| S3 |
1.2311 |
1.2382 |
1.2534 |
|
| S4 |
1.2198 |
1.2269 |
1.2503 |
|
|
| 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 |
1.2434 |
0.0159 |
1.3% |
0.0085 |
0.7% |
82% |
False |
False |
206,258 |
| 10 |
1.2593 |
1.2258 |
0.0335 |
2.7% |
0.0094 |
0.7% |
92% |
False |
False |
204,659 |
| 20 |
1.2593 |
1.2140 |
0.0453 |
3.6% |
0.0108 |
0.9% |
94% |
False |
False |
214,957 |
| 40 |
1.2639 |
1.2051 |
0.0588 |
4.7% |
0.0111 |
0.9% |
87% |
False |
False |
232,739 |
| 60 |
1.2759 |
1.2051 |
0.0708 |
5.6% |
0.0116 |
0.9% |
73% |
False |
False |
218,241 |
| 80 |
1.3072 |
1.2051 |
0.1021 |
8.1% |
0.0113 |
0.9% |
50% |
False |
False |
163,992 |
| 100 |
1.3292 |
1.2051 |
0.1241 |
9.9% |
0.0107 |
0.8% |
41% |
False |
False |
131,235 |
| 120 |
1.3396 |
1.2051 |
0.1345 |
10.7% |
0.0104 |
0.8% |
38% |
False |
False |
109,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3060 |
|
2.618 |
1.2876 |
|
1.618 |
1.2763 |
|
1.000 |
1.2693 |
|
0.618 |
1.2650 |
|
HIGH |
1.2580 |
|
0.618 |
1.2537 |
|
0.500 |
1.2524 |
|
0.382 |
1.2510 |
|
LOW |
1.2467 |
|
0.618 |
1.2397 |
|
1.000 |
1.2354 |
|
1.618 |
1.2284 |
|
2.618 |
1.2171 |
|
4.250 |
1.1987 |
|
|
| Fisher Pivots for day following 28-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2551 |
1.2551 |
| PP |
1.2537 |
1.2537 |
| S1 |
1.2524 |
1.2524 |
|