CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 15-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2350 |
1.2338 |
-0.0012 |
-0.1% |
1.2409 |
| High |
1.2403 |
1.2350 |
-0.0053 |
-0.4% |
1.2460 |
| Low |
1.2337 |
1.2285 |
-0.0052 |
-0.4% |
1.2270 |
| Close |
1.2350 |
1.2308 |
-0.0042 |
-0.3% |
1.2313 |
| Range |
0.0066 |
0.0065 |
-0.0001 |
-1.5% |
0.0190 |
| ATR |
0.0109 |
0.0106 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
626 |
548 |
-78 |
-12.5% |
3,173 |
|
| Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2509 |
1.2474 |
1.2344 |
|
| R3 |
1.2444 |
1.2409 |
1.2326 |
|
| R2 |
1.2379 |
1.2379 |
1.2320 |
|
| R1 |
1.2344 |
1.2344 |
1.2314 |
1.2329 |
| PP |
1.2314 |
1.2314 |
1.2314 |
1.2307 |
| S1 |
1.2279 |
1.2279 |
1.2302 |
1.2264 |
| S2 |
1.2249 |
1.2249 |
1.2296 |
|
| S3 |
1.2184 |
1.2214 |
1.2290 |
|
| S4 |
1.2119 |
1.2149 |
1.2272 |
|
|
| 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 |
1.2403 |
1.2270 |
0.0133 |
1.1% |
0.0082 |
0.7% |
29% |
False |
False |
599 |
| 10 |
1.2460 |
1.2160 |
0.0300 |
2.4% |
0.0112 |
0.9% |
49% |
False |
False |
642 |
| 20 |
1.2460 |
1.2069 |
0.0391 |
3.2% |
0.0111 |
0.9% |
61% |
False |
False |
732 |
| 40 |
1.2745 |
1.2069 |
0.0676 |
5.5% |
0.0106 |
0.9% |
35% |
False |
False |
484 |
| 60 |
1.2805 |
1.2069 |
0.0736 |
6.0% |
0.0104 |
0.8% |
32% |
False |
False |
356 |
| 80 |
1.3300 |
1.2069 |
0.1231 |
10.0% |
0.0091 |
0.7% |
19% |
False |
False |
277 |
| 100 |
1.3356 |
1.2069 |
0.1287 |
10.5% |
0.0075 |
0.6% |
19% |
False |
False |
222 |
| 120 |
1.3484 |
1.2069 |
0.1415 |
11.5% |
0.0067 |
0.5% |
17% |
False |
False |
186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2626 |
|
2.618 |
1.2520 |
|
1.618 |
1.2455 |
|
1.000 |
1.2415 |
|
0.618 |
1.2390 |
|
HIGH |
1.2350 |
|
0.618 |
1.2325 |
|
0.500 |
1.2318 |
|
0.382 |
1.2310 |
|
LOW |
1.2285 |
|
0.618 |
1.2245 |
|
1.000 |
1.2220 |
|
1.618 |
1.2180 |
|
2.618 |
1.2115 |
|
4.250 |
1.2009 |
|
|
| Fisher Pivots for day following 15-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2318 |
1.2344 |
| PP |
1.2314 |
1.2332 |
| S1 |
1.2311 |
1.2320 |
|