CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 10-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2388 |
1.2314 |
-0.0074 |
-0.6% |
1.2409 |
| High |
1.2399 |
1.2336 |
-0.0063 |
-0.5% |
1.2460 |
| Low |
1.2287 |
1.2270 |
-0.0017 |
-0.1% |
1.2270 |
| Close |
1.2315 |
1.2313 |
-0.0002 |
0.0% |
1.2313 |
| Range |
0.0112 |
0.0066 |
-0.0046 |
-41.1% |
0.0190 |
| ATR |
0.0116 |
0.0113 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
423 |
682 |
259 |
61.2% |
3,173 |
|
| Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2504 |
1.2475 |
1.2349 |
|
| R3 |
1.2438 |
1.2409 |
1.2331 |
|
| R2 |
1.2372 |
1.2372 |
1.2325 |
|
| R1 |
1.2343 |
1.2343 |
1.2319 |
1.2325 |
| PP |
1.2306 |
1.2306 |
1.2306 |
1.2297 |
| S1 |
1.2277 |
1.2277 |
1.2307 |
1.2259 |
| S2 |
1.2240 |
1.2240 |
1.2301 |
|
| S3 |
1.2174 |
1.2211 |
1.2295 |
|
| S4 |
1.2108 |
1.2145 |
1.2277 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2918 |
1.2805 |
1.2418 |
|
| R3 |
1.2728 |
1.2615 |
1.2365 |
|
| R2 |
1.2538 |
1.2538 |
1.2348 |
|
| R1 |
1.2425 |
1.2425 |
1.2330 |
1.2387 |
| PP |
1.2348 |
1.2348 |
1.2348 |
1.2328 |
| S1 |
1.2235 |
1.2235 |
1.2296 |
1.2197 |
| S2 |
1.2158 |
1.2158 |
1.2278 |
|
| S3 |
1.1968 |
1.2045 |
1.2261 |
|
| S4 |
1.1778 |
1.1855 |
1.2209 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2460 |
1.2270 |
0.0190 |
1.5% |
0.0081 |
0.7% |
23% |
False |
True |
634 |
| 10 |
1.2460 |
1.2160 |
0.0300 |
2.4% |
0.0115 |
0.9% |
51% |
False |
False |
703 |
| 20 |
1.2460 |
1.2069 |
0.0391 |
3.2% |
0.0115 |
0.9% |
62% |
False |
False |
695 |
| 40 |
1.2805 |
1.2069 |
0.0736 |
6.0% |
0.0111 |
0.9% |
33% |
False |
False |
442 |
| 60 |
1.2833 |
1.2069 |
0.0764 |
6.2% |
0.0105 |
0.8% |
32% |
False |
False |
326 |
| 80 |
1.3300 |
1.2069 |
0.1231 |
10.0% |
0.0088 |
0.7% |
20% |
False |
False |
253 |
| 100 |
1.3364 |
1.2069 |
0.1295 |
10.5% |
0.0074 |
0.6% |
19% |
False |
False |
204 |
| 120 |
1.3491 |
1.2069 |
0.1422 |
11.5% |
0.0066 |
0.5% |
17% |
False |
False |
171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2617 |
|
2.618 |
1.2509 |
|
1.618 |
1.2443 |
|
1.000 |
1.2402 |
|
0.618 |
1.2377 |
|
HIGH |
1.2336 |
|
0.618 |
1.2311 |
|
0.500 |
1.2303 |
|
0.382 |
1.2295 |
|
LOW |
1.2270 |
|
0.618 |
1.2229 |
|
1.000 |
1.2204 |
|
1.618 |
1.2163 |
|
2.618 |
1.2097 |
|
4.250 |
1.1990 |
|
|
| Fisher Pivots for day following 10-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2310 |
1.2346 |
| PP |
1.2306 |
1.2335 |
| S1 |
1.2303 |
1.2324 |
|