CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 17-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2319 |
1.2373 |
0.0054 |
0.4% |
1.2300 |
| High |
1.2392 |
1.2400 |
0.0008 |
0.1% |
1.2403 |
| Low |
1.2284 |
1.2309 |
0.0025 |
0.2% |
1.2284 |
| Close |
1.2381 |
1.2339 |
-0.0042 |
-0.3% |
1.2339 |
| Range |
0.0108 |
0.0091 |
-0.0017 |
-15.7% |
0.0119 |
| ATR |
0.0106 |
0.0105 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
353 |
1,105 |
752 |
213.0% |
3,348 |
|
| Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2622 |
1.2572 |
1.2389 |
|
| R3 |
1.2531 |
1.2481 |
1.2364 |
|
| R2 |
1.2440 |
1.2440 |
1.2356 |
|
| R1 |
1.2390 |
1.2390 |
1.2347 |
1.2370 |
| PP |
1.2349 |
1.2349 |
1.2349 |
1.2339 |
| S1 |
1.2299 |
1.2299 |
1.2331 |
1.2279 |
| S2 |
1.2258 |
1.2258 |
1.2322 |
|
| S3 |
1.2167 |
1.2208 |
1.2314 |
|
| S4 |
1.2076 |
1.2117 |
1.2289 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2699 |
1.2638 |
1.2404 |
|
| R3 |
1.2580 |
1.2519 |
1.2372 |
|
| R2 |
1.2461 |
1.2461 |
1.2361 |
|
| R1 |
1.2400 |
1.2400 |
1.2350 |
1.2431 |
| PP |
1.2342 |
1.2342 |
1.2342 |
1.2357 |
| S1 |
1.2281 |
1.2281 |
1.2328 |
1.2312 |
| S2 |
1.2223 |
1.2223 |
1.2317 |
|
| S3 |
1.2104 |
1.2162 |
1.2306 |
|
| S4 |
1.1985 |
1.2043 |
1.2274 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2403 |
1.2284 |
0.0119 |
1.0% |
0.0087 |
0.7% |
46% |
False |
False |
669 |
| 10 |
1.2460 |
1.2270 |
0.0190 |
1.5% |
0.0084 |
0.7% |
36% |
False |
False |
652 |
| 20 |
1.2460 |
1.2069 |
0.0391 |
3.2% |
0.0110 |
0.9% |
69% |
False |
False |
705 |
| 40 |
1.2710 |
1.2069 |
0.0641 |
5.2% |
0.0105 |
0.9% |
42% |
False |
False |
516 |
| 60 |
1.2805 |
1.2069 |
0.0736 |
6.0% |
0.0105 |
0.8% |
37% |
False |
False |
380 |
| 80 |
1.3300 |
1.2069 |
0.1231 |
10.0% |
0.0092 |
0.7% |
22% |
False |
False |
294 |
| 100 |
1.3355 |
1.2069 |
0.1286 |
10.4% |
0.0077 |
0.6% |
21% |
False |
False |
237 |
| 120 |
1.3364 |
1.2069 |
0.1295 |
10.5% |
0.0068 |
0.6% |
21% |
False |
False |
198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2787 |
|
2.618 |
1.2638 |
|
1.618 |
1.2547 |
|
1.000 |
1.2491 |
|
0.618 |
1.2456 |
|
HIGH |
1.2400 |
|
0.618 |
1.2365 |
|
0.500 |
1.2355 |
|
0.382 |
1.2344 |
|
LOW |
1.2309 |
|
0.618 |
1.2253 |
|
1.000 |
1.2218 |
|
1.618 |
1.2162 |
|
2.618 |
1.2071 |
|
4.250 |
1.1922 |
|
|
| Fisher Pivots for day following 17-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2355 |
1.2342 |
| PP |
1.2349 |
1.2341 |
| S1 |
1.2344 |
1.2340 |
|