CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 09-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2416 |
1.2388 |
-0.0028 |
-0.2% |
1.2321 |
| High |
1.2421 |
1.2399 |
-0.0022 |
-0.2% |
1.2425 |
| Low |
1.2348 |
1.2287 |
-0.0061 |
-0.5% |
1.2160 |
| Close |
1.2374 |
1.2315 |
-0.0059 |
-0.5% |
1.2397 |
| Range |
0.0073 |
0.0112 |
0.0039 |
53.4% |
0.0265 |
| ATR |
0.0117 |
0.0116 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
412 |
423 |
11 |
2.7% |
3,860 |
|
| Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2670 |
1.2604 |
1.2377 |
|
| R3 |
1.2558 |
1.2492 |
1.2346 |
|
| R2 |
1.2446 |
1.2446 |
1.2336 |
|
| R1 |
1.2380 |
1.2380 |
1.2325 |
1.2357 |
| PP |
1.2334 |
1.2334 |
1.2334 |
1.2322 |
| S1 |
1.2268 |
1.2268 |
1.2305 |
1.2245 |
| S2 |
1.2222 |
1.2222 |
1.2294 |
|
| S3 |
1.2110 |
1.2156 |
1.2284 |
|
| S4 |
1.1998 |
1.2044 |
1.2253 |
|
|
| 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 |
1.2191 |
0.0269 |
2.2% |
0.0112 |
0.9% |
46% |
False |
False |
720 |
| 10 |
1.2460 |
1.2160 |
0.0300 |
2.4% |
0.0123 |
1.0% |
52% |
False |
False |
665 |
| 20 |
1.2460 |
1.2069 |
0.0391 |
3.2% |
0.0116 |
0.9% |
63% |
False |
False |
674 |
| 40 |
1.2805 |
1.2069 |
0.0736 |
6.0% |
0.0111 |
0.9% |
33% |
False |
False |
427 |
| 60 |
1.2833 |
1.2069 |
0.0764 |
6.2% |
0.0105 |
0.8% |
32% |
False |
False |
319 |
| 80 |
1.3300 |
1.2069 |
0.1231 |
10.0% |
0.0088 |
0.7% |
20% |
False |
False |
245 |
| 100 |
1.3364 |
1.2069 |
0.1295 |
10.5% |
0.0074 |
0.6% |
19% |
False |
False |
197 |
| 120 |
1.3491 |
1.2069 |
0.1422 |
11.5% |
0.0065 |
0.5% |
17% |
False |
False |
165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2875 |
|
2.618 |
1.2692 |
|
1.618 |
1.2580 |
|
1.000 |
1.2511 |
|
0.618 |
1.2468 |
|
HIGH |
1.2399 |
|
0.618 |
1.2356 |
|
0.500 |
1.2343 |
|
0.382 |
1.2330 |
|
LOW |
1.2287 |
|
0.618 |
1.2218 |
|
1.000 |
1.2175 |
|
1.618 |
1.2106 |
|
2.618 |
1.1994 |
|
4.250 |
1.1811 |
|
|
| Fisher Pivots for day following 09-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2343 |
1.2374 |
| PP |
1.2334 |
1.2354 |
| S1 |
1.2324 |
1.2335 |
|