CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 07-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2604 |
1.2634 |
0.0030 |
0.2% |
1.2581 |
| High |
1.2654 |
1.2820 |
0.0166 |
1.3% |
1.2820 |
| Low |
1.2562 |
1.2627 |
0.0065 |
0.5% |
1.2503 |
| Close |
1.2648 |
1.2798 |
0.0150 |
1.2% |
1.2798 |
| Range |
0.0092 |
0.0193 |
0.0101 |
109.8% |
0.0317 |
| ATR |
0.0101 |
0.0108 |
0.0007 |
6.5% |
0.0000 |
| Volume |
324,973 |
324,900 |
-73 |
0.0% |
1,220,108 |
|
| Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3327 |
1.3256 |
1.2904 |
|
| R3 |
1.3134 |
1.3063 |
1.2851 |
|
| R2 |
1.2941 |
1.2941 |
1.2833 |
|
| R1 |
1.2870 |
1.2870 |
1.2816 |
1.2906 |
| PP |
1.2748 |
1.2748 |
1.2748 |
1.2766 |
| S1 |
1.2677 |
1.2677 |
1.2780 |
1.2713 |
| S2 |
1.2555 |
1.2555 |
1.2763 |
|
| S3 |
1.2362 |
1.2484 |
1.2745 |
|
| S4 |
1.2169 |
1.2291 |
1.2692 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3658 |
1.3545 |
1.2972 |
|
| R3 |
1.3341 |
1.3228 |
1.2885 |
|
| R2 |
1.3024 |
1.3024 |
1.2856 |
|
| R1 |
1.2911 |
1.2911 |
1.2827 |
1.2968 |
| PP |
1.2707 |
1.2707 |
1.2707 |
1.2735 |
| S1 |
1.2594 |
1.2594 |
1.2769 |
1.2651 |
| S2 |
1.2390 |
1.2390 |
1.2740 |
|
| S3 |
1.2073 |
1.2277 |
1.2711 |
|
| S4 |
1.1756 |
1.1960 |
1.2624 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2820 |
1.2496 |
0.0324 |
2.5% |
0.0125 |
1.0% |
93% |
True |
False |
306,552 |
| 10 |
1.2820 |
1.2467 |
0.0353 |
2.8% |
0.0101 |
0.8% |
94% |
True |
False |
241,909 |
| 20 |
1.2820 |
1.2245 |
0.0575 |
4.5% |
0.0098 |
0.8% |
96% |
True |
False |
222,721 |
| 40 |
1.2820 |
1.2051 |
0.0769 |
6.0% |
0.0110 |
0.9% |
97% |
True |
False |
236,356 |
| 60 |
1.2820 |
1.2051 |
0.0769 |
6.0% |
0.0113 |
0.9% |
97% |
True |
False |
243,132 |
| 80 |
1.2838 |
1.2051 |
0.0787 |
6.1% |
0.0116 |
0.9% |
95% |
False |
False |
187,360 |
| 100 |
1.3292 |
1.2051 |
0.1241 |
9.7% |
0.0108 |
0.8% |
60% |
False |
False |
149,952 |
| 120 |
1.3396 |
1.2051 |
0.1345 |
10.5% |
0.0105 |
0.8% |
56% |
False |
False |
124,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3640 |
|
2.618 |
1.3325 |
|
1.618 |
1.3132 |
|
1.000 |
1.3013 |
|
0.618 |
1.2939 |
|
HIGH |
1.2820 |
|
0.618 |
1.2746 |
|
0.500 |
1.2724 |
|
0.382 |
1.2701 |
|
LOW |
1.2627 |
|
0.618 |
1.2508 |
|
1.000 |
1.2434 |
|
1.618 |
1.2315 |
|
2.618 |
1.2122 |
|
4.250 |
1.1807 |
|
|
| Fisher Pivots for day following 07-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2773 |
1.2753 |
| PP |
1.2748 |
1.2707 |
| S1 |
1.2724 |
1.2662 |
|