CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 08-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2012 |
08-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2411 |
1.2416 |
0.0005 |
0.0% |
1.2321 |
| High |
1.2460 |
1.2421 |
-0.0039 |
-0.3% |
1.2425 |
| Low |
1.2394 |
1.2348 |
-0.0046 |
-0.4% |
1.2160 |
| Close |
1.2432 |
1.2374 |
-0.0058 |
-0.5% |
1.2397 |
| Range |
0.0066 |
0.0073 |
0.0007 |
10.6% |
0.0265 |
| ATR |
0.0119 |
0.0117 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
599 |
412 |
-187 |
-31.2% |
3,860 |
|
| Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2600 |
1.2560 |
1.2414 |
|
| R3 |
1.2527 |
1.2487 |
1.2394 |
|
| R2 |
1.2454 |
1.2454 |
1.2387 |
|
| R1 |
1.2414 |
1.2414 |
1.2381 |
1.2398 |
| PP |
1.2381 |
1.2381 |
1.2381 |
1.2373 |
| S1 |
1.2341 |
1.2341 |
1.2367 |
1.2325 |
| S2 |
1.2308 |
1.2308 |
1.2361 |
|
| S3 |
1.2235 |
1.2268 |
1.2354 |
|
| S4 |
1.2162 |
1.2195 |
1.2334 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3122 |
1.3025 |
1.2543 |
|
| R3 |
1.2857 |
1.2760 |
1.2470 |
|
| R2 |
1.2592 |
1.2592 |
1.2446 |
|
| R1 |
1.2495 |
1.2495 |
1.2421 |
1.2544 |
| PP |
1.2327 |
1.2327 |
1.2327 |
1.2352 |
| S1 |
1.2230 |
1.2230 |
1.2373 |
1.2279 |
| S2 |
1.2062 |
1.2062 |
1.2348 |
|
| S3 |
1.1797 |
1.1965 |
1.2324 |
|
| S4 |
1.1532 |
1.1700 |
1.2251 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2460 |
1.2160 |
0.0300 |
2.4% |
0.0142 |
1.2% |
71% |
False |
False |
685 |
| 10 |
1.2460 |
1.2144 |
0.0316 |
2.6% |
0.0132 |
1.1% |
73% |
False |
False |
710 |
| 20 |
1.2460 |
1.2069 |
0.0391 |
3.2% |
0.0114 |
0.9% |
78% |
False |
False |
667 |
| 40 |
1.2805 |
1.2069 |
0.0736 |
5.9% |
0.0111 |
0.9% |
41% |
False |
False |
422 |
| 60 |
1.2847 |
1.2069 |
0.0778 |
6.3% |
0.0104 |
0.8% |
39% |
False |
False |
312 |
| 80 |
1.3300 |
1.2069 |
0.1231 |
9.9% |
0.0087 |
0.7% |
25% |
False |
False |
239 |
| 100 |
1.3364 |
1.2069 |
0.1295 |
10.5% |
0.0073 |
0.6% |
24% |
False |
False |
193 |
| 120 |
1.3491 |
1.2069 |
0.1422 |
11.5% |
0.0065 |
0.5% |
21% |
False |
False |
161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2731 |
|
2.618 |
1.2612 |
|
1.618 |
1.2539 |
|
1.000 |
1.2494 |
|
0.618 |
1.2466 |
|
HIGH |
1.2421 |
|
0.618 |
1.2393 |
|
0.500 |
1.2385 |
|
0.382 |
1.2376 |
|
LOW |
1.2348 |
|
0.618 |
1.2303 |
|
1.000 |
1.2275 |
|
1.618 |
1.2230 |
|
2.618 |
1.2157 |
|
4.250 |
1.2038 |
|
|
| Fisher Pivots for day following 08-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2385 |
1.2404 |
| PP |
1.2381 |
1.2394 |
| S1 |
1.2378 |
1.2384 |
|